# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001193125-25-298520
**Filing Date:** 2025-11
**Character Count:** 1398770
**Document Hash:** fd907326435249cf1c1d1c1f4668b10c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-298520.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001193125-25-298520

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 251524095

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### Variable Portfolio - Partners Core Bond Fund (Series ID: S000028690)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000087798 | Variable Portfolio - Partners Core Bond Fund Class 1 |  |
| C000087799 | Variable Portfolio - Partners Core Bond Fund Class 2 |  |

## Nport-Ex

![](img6b80b0b01.jpg)

Variable Portfolio – Partners Core Bond Fund

**Third Quarter Report**

September 30, 2025 (Unaudited)

Please remember that you may not buy (nor will you own) shares of the Fund directly. The Fund is available through variable annuity contracts and variable life insurance policies offered by the separate accounts of participating insurance companies as well as qualified pension and retirement plans. Please contact your financial advisor or insurance representative for more information.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Not FDIC or NCUA Insured** | **No Financial Institution Guarantee** | **May Lose Value** |

---

------

Portfolio of Investments

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

(Percentages represent value of investments compared to net assets)

**Investments in securities**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency 8.4%** | **Asset-Backed Securities - Non-Agency 8.4%** | **Asset-Backed Securities - Non-Agency 8.4%** | **Asset-Backed Securities - Non-Agency 8.4%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Academic Loan Funding Trust<sup>(a),(b)</sup>  | Academic Loan Funding Trust<sup>(a),(b)</sup>  | Academic Loan Funding Trust<sup>(a),(b)</sup>  | Academic Loan Funding Trust<sup>(a),(b)</sup>  |
| Series 2013-1A Class A | Series 2013-1A Class A | Series 2013-1A Class A | Series 2013-1A Class A |
| &nbsp;&nbsp; 30-day Average SOFR + 0.914% <br>12/26/2044<br>| &nbsp;&nbsp; 5.271% | 326019 | &nbsp;&nbsp; 317433 |
| ACC Trust<sup>(a)</sup>  | ACC Trust<sup>(a)</sup>  | ACC Trust<sup>(a)</sup>  | ACC Trust<sup>(a)</sup>  |
| Series 2021-1 Class D | Series 2021-1 Class D | Series 2021-1 Class D | Series 2021-1 Class D |
| 03/22/2027 | &nbsp;&nbsp; 5.250% | 1994989 | &nbsp;&nbsp; 568142 |
| Ally Auto Receivables Trust | Ally Auto Receivables Trust | Ally Auto Receivables Trust | Ally Auto Receivables Trust |
| Subordinated Series 2022-3 Class A4 | Subordinated Series 2022-3 Class A4 | Subordinated Series 2022-3 Class A4 | Subordinated Series 2022-3 Class A4 |
| 06/15/2031 | &nbsp;&nbsp; 5.070% | 1013000 | &nbsp;&nbsp; 1018234 |
| American Express Credit Account Master Trust | American Express Credit Account Master Trust | American Express Credit Account Master Trust | American Express Credit Account Master Trust |
| Series 2023-4 Class A | Series 2023-4 Class A | Series 2023-4 Class A | Series 2023-4 Class A |
| 09/15/2030 | &nbsp;&nbsp; 5.150% | 3552000 | &nbsp;&nbsp; 3673153 |
| Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A |
| 04/15/2030 | &nbsp;&nbsp; 4.280% | 4483000 | &nbsp;&nbsp; 4525231 |
| Series 2025-4 Class A | Series 2025-4 Class A | Series 2025-4 Class A | Series 2025-4 Class A |
| 07/15/2030 | &nbsp;&nbsp; 4.300% | 7877000 | &nbsp;&nbsp; 7959240 |
| Series 2025-5 Class A | Series 2025-5 Class A | Series 2025-5 Class A | Series 2025-5 Class A |
| 07/15/2032 | &nbsp;&nbsp; 4.510% | 4192000 | &nbsp;&nbsp; 4281930 |
| Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust | Americredit Automobile Receivables Trust |
| Series 2023-1 Class A3 | Series 2023-1 Class A3 | Series 2023-1 Class A3 | Series 2023-1 Class A3 |
| 11/18/2027 | &nbsp;&nbsp; 5.620% | 462594 | &nbsp;&nbsp; 464219 |
| AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust | AmeriCredit Automobile Receivables Trust |
| Series 2023-2 Class A3 | Series 2023-2 Class A3 | Series 2023-2 Class A3 | Series 2023-2 Class A3 |
| 05/18/2028 | &nbsp;&nbsp; 5.810% | 1709771 | &nbsp;&nbsp; 1722285 |
| AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 11/13/2029 | &nbsp;&nbsp; 4.620% | 1578000 | &nbsp;&nbsp; 1593261 |
| BA Credit Card Trust | BA Credit Card Trust | BA Credit Card Trust | BA Credit Card Trust |
| Series 2025-A1 Class A | Series 2025-A1 Class A | Series 2025-A1 Class A | Series 2025-A1 Class A |
| 05/15/2030 | &nbsp;&nbsp; 4.310% | 4779000 | &nbsp;&nbsp; 4828493 |
| Barclays Dryrock Issuance Trust | Barclays Dryrock Issuance Trust | Barclays Dryrock Issuance Trust | Barclays Dryrock Issuance Trust |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 07/15/2031 | &nbsp;&nbsp; 3.970% | 3608000 | &nbsp;&nbsp; 3597601 |
| Bastion Funding I LLC<sup>(a)</sup>  | Bastion Funding I LLC<sup>(a)</sup>  | Bastion Funding I LLC<sup>(a)</sup>  | Bastion Funding I LLC<sup>(a)</sup>  |
| Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 | Series 2023-1A Class A2 |
| 04/25/2038 | &nbsp;&nbsp; 7.119% | 2073345 | &nbsp;&nbsp; 2090000 |
| Bridgecrest Lending Auto Securitization Trust<sup>(a)</sup>  | Bridgecrest Lending Auto Securitization Trust<sup>(a)</sup>  | Bridgecrest Lending Auto Securitization Trust<sup>(a)</sup>  | Bridgecrest Lending Auto Securitization Trust<sup>(a)</sup>  |
| Series 2024-1 Class E | Series 2024-1 Class E | Series 2024-1 Class E | Series 2024-1 Class E |
| 10/15/2030 | &nbsp;&nbsp; 8.430% | 2275000 | &nbsp;&nbsp; 2370655 |
| Subordinated Series 2024-3 Class E | Subordinated Series 2024-3 Class E | Subordinated Series 2024-3 Class E | Subordinated Series 2024-3 Class E |
| 04/15/2031 | &nbsp;&nbsp; 7.700% | 3000000 | &nbsp;&nbsp; 3096601 |
| Business Jet Securities LLC<sup>(a)</sup>  | Business Jet Securities LLC<sup>(a)</sup>  | Business Jet Securities LLC<sup>(a)</sup>  | Business Jet Securities LLC<sup>(a)</sup>  |
| Subordinated Series 2022-1A Class C | Subordinated Series 2022-1A Class C | Subordinated Series 2022-1A Class C | Subordinated Series 2022-1A Class C |
| 06/15/2037 | &nbsp;&nbsp; 6.413% | 1886693 | &nbsp;&nbsp; 1877850 |
| Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C |
| 05/15/2039 | &nbsp;&nbsp; 9.132% | 2652065 | &nbsp;&nbsp; 2724253 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Capital One Multi-Asset Execution Trust | Capital One Multi-Asset Execution Trust | Capital One Multi-Asset Execution Trust | Capital One Multi-Asset Execution Trust |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 09/16/2030 | &nbsp;&nbsp; 3.820% | 681000 | &nbsp;&nbsp; 681985 |
| Series 2025-A2 Class A | Series 2025-A2 Class A | Series 2025-A2 Class A | Series 2025-A2 Class A |
| 09/15/2032 | &nbsp;&nbsp; 4.020% | 801000 | &nbsp;&nbsp; 799488 |
| Carmax Auto Owner Trust | Carmax Auto Owner Trust | Carmax Auto Owner Trust | Carmax Auto Owner Trust |
| Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 |
| 07/15/2030 | &nbsp;&nbsp; 4.350% | 2181000 | &nbsp;&nbsp; 2198258 |
| Series 2025-3 Class A4 | Series 2025-3 Class A4 | Series 2025-3 Class A4 | Series 2025-3 Class A4 |
| 01/15/2031 | &nbsp;&nbsp; 4.470% | 1487000 | &nbsp;&nbsp; 1505249 |
| CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust |
| Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 |
| 03/15/2030 | &nbsp;&nbsp; 4.480% | 3726000 | &nbsp;&nbsp; 3762728 |
| Cars Net Lease Mortgage Notes<sup>(a)</sup>  | Cars Net Lease Mortgage Notes<sup>(a)</sup>  | Cars Net Lease Mortgage Notes<sup>(a)</sup>  | Cars Net Lease Mortgage Notes<sup>(a)</sup>  |
| Series 2020-1A Class A3 | Series 2020-1A Class A3 | Series 2020-1A Class A3 | Series 2020-1A Class A3 |
| 12/15/2050 | &nbsp;&nbsp; 3.100% | 839575 | &nbsp;&nbsp; 790253 |
| Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  | Carvana Auto Receivables Trust<sup>(a)</sup>  |
| Subordinated Series 2024-N3 Class D | Subordinated Series 2024-N3 Class D | Subordinated Series 2024-N3 Class D | Subordinated Series 2024-N3 Class D |
| 12/10/2030 | &nbsp;&nbsp; 5.380% | 5000000 | &nbsp;&nbsp; 4976935 |
| Chase Auto Owner Trust<sup>(a)</sup>  | Chase Auto Owner Trust<sup>(a)</sup>  | Chase Auto Owner Trust<sup>(a)</sup>  | Chase Auto Owner Trust<sup>(a)</sup>  |
| Series 2022-AA Class A4 | Series 2022-AA Class A4 | Series 2022-AA Class A4 | Series 2022-AA Class A4 |
| 03/27/2028 | &nbsp;&nbsp; 3.990% | 1305000 | &nbsp;&nbsp; 1301857 |
| Chase Issuance Trust | Chase Issuance Trust | Chase Issuance Trust | Chase Issuance Trust |
| Series 2024-A2 Class A | Series 2024-A2 Class A | Series 2024-A2 Class A | Series 2024-A2 Class A |
| 01/15/2031 | &nbsp;&nbsp; 4.630% | 3005000 | &nbsp;&nbsp; 3068832 |
| Series 2025-A1 Class A | Series 2025-A1 Class A | Series 2025-A1 Class A | Series 2025-A1 Class A |
| 07/15/2030 | &nbsp;&nbsp; 4.160% | 1093000 | &nbsp;&nbsp; 1099673 |
| Cherry Securitization Trust<sup>(a)</sup>  | Cherry Securitization Trust<sup>(a)</sup>  | Cherry Securitization Trust<sup>(a)</sup>  | Cherry Securitization Trust<sup>(a)</sup>  |
| Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A | Series 2025-1A Class A |
| 11/15/2032 | &nbsp;&nbsp; 6.130% | 900000 | &nbsp;&nbsp; 914615 |
| Citibank Credit Card Issuance Trust | Citibank Credit Card Issuance Trust | Citibank Credit Card Issuance Trust | Citibank Credit Card Issuance Trust |
| Series 2025-A1 Class A | Series 2025-A1 Class A | Series 2025-A1 Class A | Series 2025-A1 Class A |
| 06/21/2030 | &nbsp;&nbsp; 4.300% | 3581000 | &nbsp;&nbsp; 3622049 |
| College Ave Student Loans LLC<sup>(a),(b)</sup>  | College Ave Student Loans LLC<sup>(a),(b)</sup>  | College Ave Student Loans LLC<sup>(a),(b)</sup>  | College Ave Student Loans LLC<sup>(a),(b)</sup>  |
| Series 2017-A Class A1 | Series 2017-A Class A1 | Series 2017-A Class A1 | Series 2017-A Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.764% <br>Floor 1.650% <br>11/26/2046<br>| &nbsp;&nbsp; 5.922% | 338430 | &nbsp;&nbsp; 338745 |
| College Ave Student Loans LLC<sup>(a)</sup>  | College Ave Student Loans LLC<sup>(a)</sup>  | College Ave Student Loans LLC<sup>(a)</sup>  | College Ave Student Loans LLC<sup>(a)</sup>  |
| Series 2018-A Class A2 | Series 2018-A Class A2 | Series 2018-A Class A2 | Series 2018-A Class A2 |
| 12/26/2047 | &nbsp;&nbsp; 4.130% | 222946 | &nbsp;&nbsp; 219827 |
| Series 2019-A Class A2 | Series 2019-A Class A2 | Series 2019-A Class A2 | Series 2019-A Class A2 |
| 12/28/2048 | &nbsp;&nbsp; 3.280% | 584582 | &nbsp;&nbsp; 559094 |
| COOF Securitization Trust Ltd.<sup>(a),(c),(d)</sup>  | COOF Securitization Trust Ltd.<sup>(a),(c),(d)</sup>  | COOF Securitization Trust Ltd.<sup>(a),(c),(d)</sup>  | COOF Securitization Trust Ltd.<sup>(a),(c),(d)</sup>  |
| CMO Series 2014-1 Class A | CMO Series 2014-1 Class A | CMO Series 2014-1 Class A | CMO Series 2014-1 Class A |
| 06/25/2040 | &nbsp;&nbsp; 3.015% | 138728 | &nbsp;&nbsp; 9634 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Credit Acceptance Auto Loan Trust<sup>(a)</sup>  | Credit Acceptance Auto Loan Trust<sup>(a)</sup>  | Credit Acceptance Auto Loan Trust<sup>(a)</sup>  | Credit Acceptance Auto Loan Trust<sup>(a)</sup>  |
| Series 2024-2A Class C | Series 2024-2A Class C | Series 2024-2A Class C | Series 2024-2A Class C |
| 10/16/2034 | &nbsp;&nbsp; 6.700% | 6667000 | &nbsp;&nbsp; 6869477 |
| DataBank Issuer<sup>(a)</sup>  | DataBank Issuer<sup>(a)</sup>  | DataBank Issuer<sup>(a)</sup>  | DataBank Issuer<sup>(a)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 02/27/2051 | &nbsp;&nbsp; 2.060% | 2850000 | &nbsp;&nbsp; 2815485 |
| DT Auto Owner Trust<sup>(a)</sup>  | DT Auto Owner Trust<sup>(a)</sup>  | DT Auto Owner Trust<sup>(a)</sup>  | DT Auto Owner Trust<sup>(a)</sup>  |
| Series 2023-3A Class E | Series 2023-3A Class E | Series 2023-3A Class E | Series 2023-3A Class E |
| 05/15/2030 | &nbsp;&nbsp; 10.210% | 1000000 | &nbsp;&nbsp; 1069836 |
| Subordinated Series 2023-2 Class E | Subordinated Series 2023-2 Class E | Subordinated Series 2023-2 Class E | Subordinated Series 2023-2 Class E |
| 04/15/2030 | &nbsp;&nbsp; 11.060% | 900000 | &nbsp;&nbsp; 964208 |
| Exeter Automobile Receivables Trust<sup>(a)</sup>  | Exeter Automobile Receivables Trust<sup>(a)</sup>  | Exeter Automobile Receivables Trust<sup>(a)</sup>  | Exeter Automobile Receivables Trust<sup>(a)</sup>  |
| Series 2022-3A Class E | Series 2022-3A Class E | Series 2022-3A Class E | Series 2022-3A Class E |
| 01/15/2030 | &nbsp;&nbsp; 9.090% | 7000000 | &nbsp;&nbsp; 7267819 |
| Subordinated Series 2023-2A Class E | Subordinated Series 2023-2A Class E | Subordinated Series 2023-2A Class E | Subordinated Series 2023-2A Class E |
| 11/15/2030 | &nbsp;&nbsp; 9.750% | 863000 | &nbsp;&nbsp; 939607 |
| Subordinated Series 2023-4A Class E | Subordinated Series 2023-4A Class E | Subordinated Series 2023-4A Class E | Subordinated Series 2023-4A Class E |
| 02/18/2031 | &nbsp;&nbsp; 9.570% | 2035000 | &nbsp;&nbsp; 2182705 |
| Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust |
| Subordinated Series 2022-5A Class D | Subordinated Series 2022-5A Class D | Subordinated Series 2022-5A Class D | Subordinated Series 2022-5A Class D |
| 02/15/2029 | &nbsp;&nbsp; 7.400% | 5000000 | &nbsp;&nbsp; 5106436 |
| Subordinated Series 2023-5A Class D | Subordinated Series 2023-5A Class D | Subordinated Series 2023-5A Class D | Subordinated Series 2023-5A Class D |
| 02/15/2030 | &nbsp;&nbsp; 7.130% | 2934000 | &nbsp;&nbsp; 3039307 |
| FHF Issuer Trust<sup>(a)</sup>  | FHF Issuer Trust<sup>(a)</sup>  | FHF Issuer Trust<sup>(a)</sup>  | FHF Issuer Trust<sup>(a)</sup>  |
| Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 |
| 02/15/2030 | &nbsp;&nbsp; 5.690% | 1536189 | &nbsp;&nbsp; 1550844 |
| FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  |
| Series 2024-SAT1 Class A | Series 2024-SAT1 Class A | Series 2024-SAT1 Class A | Series 2024-SAT1 Class A |
| 03/26/2027 | &nbsp;&nbsp; 6.500% | 6275000 | &nbsp;&nbsp; 6347949 |
| Ford Credit Auto Lease Trust | Ford Credit Auto Lease Trust | Ford Credit Auto Lease Trust | Ford Credit Auto Lease Trust |
| Series 2024-A Class A4 | Series 2024-A Class A4 | Series 2024-A Class A4 | Series 2024-A Class A4 |
| 06/15/2027 | &nbsp;&nbsp; 5.050% | 915000 | &nbsp;&nbsp; 921139 |
| Ford Credit Auto Owner Trust<sup>(a)</sup>  | Ford Credit Auto Owner Trust<sup>(a)</sup>  | Ford Credit Auto Owner Trust<sup>(a)</sup>  | Ford Credit Auto Owner Trust<sup>(a)</sup>  |
| Series 2022-1 Class A | Series 2022-1 Class A | Series 2022-1 Class A | Series 2022-1 Class A |
| 11/15/2034 | &nbsp;&nbsp; 3.880% | 2358000 | &nbsp;&nbsp; 2354285 |
| Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust | Ford Credit Auto Owner Trust |
| Series 2022-D Class A4 | Series 2022-D Class A4 | Series 2022-D Class A4 | Series 2022-D Class A4 |
| 03/15/2028 | &nbsp;&nbsp; 5.300% | 917000 | &nbsp;&nbsp; 927251 |
| Series 2025-B Class A4 | Series 2025-B Class A4 | Series 2025-B Class A4 | Series 2025-B Class A4 |
| 07/15/2031 | &nbsp;&nbsp; 3.950% | 2746000 | &nbsp;&nbsp; 2746678 |
| Ford Credit Auto Owner Trust<sup>(a),(e)</sup>  | Ford Credit Auto Owner Trust<sup>(a),(e)</sup>  | Ford Credit Auto Owner Trust<sup>(a),(e)</sup>  | Ford Credit Auto Owner Trust<sup>(a),(e)</sup>  |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 08/15/2037 | &nbsp;&nbsp; 4.860% | 4740000 | &nbsp;&nbsp; 4859843 |
| Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A |
| 02/15/2038 | &nbsp;&nbsp; 4.370% | 3096000 | &nbsp;&nbsp; 3111051 |
| Ford Credit Floorplan Master Owner Trust | Ford Credit Floorplan Master Owner Trust | Ford Credit Floorplan Master Owner Trust | Ford Credit Floorplan Master Owner Trust |
| Series 2025-1 Class A1 | Series 2025-1 Class A1 | Series 2025-1 Class A1 | Series 2025-1 Class A1 |
| 04/15/2030 | &nbsp;&nbsp; 4.630% | 3885000 | &nbsp;&nbsp; 3941439 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Foundation Finance Trust<sup>(a)</sup>  | Foundation Finance Trust<sup>(a)</sup>  | Foundation Finance Trust<sup>(a)</sup>  | Foundation Finance Trust<sup>(a)</sup>  |
| Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B | Subordinated Series 2023-2A Class B |
| 06/15/2049 | &nbsp;&nbsp; 6.970% | 3616754 | &nbsp;&nbsp; 3782658 |
| FREED ABS Trust<sup>(a)</sup>  | FREED ABS Trust<sup>(a)</sup>  | FREED ABS Trust<sup>(a)</sup>  | FREED ABS Trust<sup>(a)</sup>  |
| Subordinated Series 2021-3FP Class D | Subordinated Series 2021-3FP Class D | Subordinated Series 2021-3FP Class D | Subordinated Series 2021-3FP Class D |
| 11/20/2028 | &nbsp;&nbsp; 2.370% | 128750 | &nbsp;&nbsp; 128592 |
| GLS Auto Receivables Issuer Trust<sup>(a)</sup>  | GLS Auto Receivables Issuer Trust<sup>(a)</sup>  | GLS Auto Receivables Issuer Trust<sup>(a)</sup>  | GLS Auto Receivables Issuer Trust<sup>(a)</sup>  |
| Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D |
| 08/15/2029 | &nbsp;&nbsp; 7.180% | 2835000 | &nbsp;&nbsp; 2951562 |
| GLS Auto Receivables Trust<sup>(a)</sup>  | GLS Auto Receivables Trust<sup>(a)</sup>  | GLS Auto Receivables Trust<sup>(a)</sup>  | GLS Auto Receivables Trust<sup>(a)</sup>  |
| Subordinated Series 2021-2A Class D | Subordinated Series 2021-2A Class D | Subordinated Series 2021-2A Class D | Subordinated Series 2021-2A Class D |
| 04/15/2027 | &nbsp;&nbsp; 1.420% | 381521 | &nbsp;&nbsp; 380012 |
| GM Financial Automobile Leasing Trust | GM Financial Automobile Leasing Trust | GM Financial Automobile Leasing Trust | GM Financial Automobile Leasing Trust |
| Series 2023-3 Class A4 | Series 2023-3 Class A4 | Series 2023-3 Class A4 | Series 2023-3 Class A4 |
| 08/20/2027 | &nbsp;&nbsp; 5.440% | 812000 | &nbsp;&nbsp; 814290 |
| GM Financial Revolving Receivables Trust<sup>(a)</sup>  | GM Financial Revolving Receivables Trust<sup>(a)</sup>  | GM Financial Revolving Receivables Trust<sup>(a)</sup>  | GM Financial Revolving Receivables Trust<sup>(a)</sup>  |
| Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A | Series 2024-1 Class A |
| 12/11/2036 | &nbsp;&nbsp; 4.980% | 638000 | &nbsp;&nbsp; 654696 |
| Series 2024-2 Class A | Series 2024-2 Class A | Series 2024-2 Class A | Series 2024-2 Class A |
| 03/11/2037 | &nbsp;&nbsp; 4.520% | 988000 | &nbsp;&nbsp; 999256 |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 12/11/2037 | &nbsp;&nbsp; 4.640% | 6427000 | &nbsp;&nbsp; 6534645 |
| GMF Floorplan Owner Revolving Trust<sup>(a)</sup>  | GMF Floorplan Owner Revolving Trust<sup>(a)</sup>  | GMF Floorplan Owner Revolving Trust<sup>(a)</sup>  | GMF Floorplan Owner Revolving Trust<sup>(a)</sup>  |
| Series 2024-4A Class A1 | Series 2024-4A Class A1 | Series 2024-4A Class A1 | Series 2024-4A Class A1 |
| 11/15/2029 | &nbsp;&nbsp; 4.730% | 3029000 | &nbsp;&nbsp; 3070773 |
| Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A |
| 03/15/2030 | &nbsp;&nbsp; 4.640% | 3209000 | &nbsp;&nbsp; 3238748 |
| Goodgreen Trust<sup>(a)</sup>  | Goodgreen Trust<sup>(a)</sup>  | Goodgreen Trust<sup>(a)</sup>  | Goodgreen Trust<sup>(a)</sup>  |
| Series 2017-1A Class A | Series 2017-1A Class A | Series 2017-1A Class A | Series 2017-1A Class A |
| 10/15/2052 | &nbsp;&nbsp; 3.740% | 124253 | &nbsp;&nbsp; 114609 |
| Series 2017-2A Class A | Series 2017-2A Class A | Series 2017-2A Class A | Series 2017-2A Class A |
| 10/15/2053 | &nbsp;&nbsp; 3.260% | 632598 | &nbsp;&nbsp; 571279 |
| Series 2017-R1A Class R | Series 2017-R1A Class R | Series 2017-R1A Class R | Series 2017-R1A Class R |
| 10/20/2052 | &nbsp;&nbsp; 5.000% | 51947 | &nbsp;&nbsp; 51880 |
| Series 2019-2A Class A | Series 2019-2A Class A | Series 2019-2A Class A | Series 2019-2A Class A |
| 04/15/2055 | &nbsp;&nbsp; 2.760% | 910181 | &nbsp;&nbsp; 783948 |
| HERO Funding Trust<sup>(a)</sup>  | HERO Funding Trust<sup>(a)</sup>  | HERO Funding Trust<sup>(a)</sup>  | HERO Funding Trust<sup>(a)</sup>  |
| Series 2016-3A Class A1 | Series 2016-3A Class A1 | Series 2016-3A Class A1 | Series 2016-3A Class A1 |
| 09/20/2042 | &nbsp;&nbsp; 3.080% | 180390 | &nbsp;&nbsp; 167857 |
| Series 2017-1A Class A2 | Series 2017-1A Class A2 | Series 2017-1A Class A2 | Series 2017-1A Class A2 |
| 09/20/2047 | &nbsp;&nbsp; 4.460% | 305861 | &nbsp;&nbsp; 293947 |
| Series 2017-3A Class A2 | Series 2017-3A Class A2 | Series 2017-3A Class A2 | Series 2017-3A Class A2 |
| 09/20/2048 | &nbsp;&nbsp; 3.950% | 389781 | &nbsp;&nbsp; 366293 |
| HGI CRE CLO Ltd.<sup>(a),(b)</sup>  | HGI CRE CLO Ltd.<sup>(a),(b)</sup>  | HGI CRE CLO Ltd.<sup>(a),(b)</sup>  | HGI CRE CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2022-FL3 Class D | Series 2022-FL3 Class D | Series 2022-FL3 Class D | Series 2022-FL3 Class D |
| &nbsp;&nbsp; 30-day Average SOFR + 3.750% <br>Floor 3.750% <br>04/20/2037<br>| &nbsp;&nbsp; 8.274% | 3998500 | &nbsp;&nbsp; 3991030 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust | Honda Auto Receivables Owner Trust |
| Series 2025-3 Class A4 | Series 2025-3 Class A4 | Series 2025-3 Class A4 | Series 2025-3 Class A4 |
| 11/21/2031 | &nbsp;&nbsp; 4.100% | 2143000 | &nbsp;&nbsp; 2152877 |
| Hyundai Auto Lease Securitization Trust<sup>(a)</sup>  | Hyundai Auto Lease Securitization Trust<sup>(a)</sup>  | Hyundai Auto Lease Securitization Trust<sup>(a)</sup>  | Hyundai Auto Lease Securitization Trust<sup>(a)</sup>  |
| Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 |
| 04/17/2028 | &nbsp;&nbsp; 4.530% | 4103000 | &nbsp;&nbsp; 4139920 |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust |
| Series 2023-A Class A4 | Series 2023-A Class A4 | Series 2023-A Class A4 | Series 2023-A Class A4 |
| 07/17/2028 | &nbsp;&nbsp; 4.480% | 1844000 | &nbsp;&nbsp; 1850684 |
| Series 2023-B Class A3 | Series 2023-B Class A3 | Series 2023-B Class A3 | Series 2023-B Class A3 |
| 04/17/2028 | &nbsp;&nbsp; 5.480% | 711835 | &nbsp;&nbsp; 717384 |
| Lending Funding Trust<sup>(a)</sup>  | Lending Funding Trust<sup>(a)</sup>  | Lending Funding Trust<sup>(a)</sup>  | Lending Funding Trust<sup>(a)</sup>  |
| Subordinated Series 2020-2 Class D | Subordinated Series 2020-2 Class D | Subordinated Series 2020-2 Class D | Subordinated Series 2020-2 Class D |
| 04/21/2031 | &nbsp;&nbsp; 6.770% | 6000000 | &nbsp;&nbsp; 6012796 |
| LendingPoint Asset Securitization Trust<sup>(a)</sup>  | LendingPoint Asset Securitization Trust<sup>(a)</sup>  | LendingPoint Asset Securitization Trust<sup>(a)</sup>  | LendingPoint Asset Securitization Trust<sup>(a)</sup>  |
| Series 2020-REV1 Class C | Series 2020-REV1 Class C | Series 2020-REV1 Class C | Series 2020-REV1 Class C |
| 10/15/2028 | &nbsp;&nbsp; 7.699% | 1228540 | &nbsp;&nbsp; 1227468 |
| Lendmark Funding Trust<sup>(a)</sup>  | Lendmark Funding Trust<sup>(a)</sup>  | Lendmark Funding Trust<sup>(a)</sup>  | Lendmark Funding Trust<sup>(a)</sup>  |
| Subordinated Series 2021-1A Class B | Subordinated Series 2021-1A Class B | Subordinated Series 2021-1A Class B | Subordinated Series 2021-1A Class B |
| 11/20/2031 | &nbsp;&nbsp; 2.470% | 1625000 | &nbsp;&nbsp; 1544500 |
| Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C |
| 11/20/2031 | &nbsp;&nbsp; 3.410% | 5000000 | &nbsp;&nbsp; 4804874 |
| Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D | Subordinated Series 2021-1A Class D |
| 11/20/2031 | &nbsp;&nbsp; 5.050% | 3000000 | &nbsp;&nbsp; 2854287 |
| Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D |
| 04/20/2032 | &nbsp;&nbsp; 4.460% | 6000000 | &nbsp;&nbsp; 5579388 |
| Mariner Finance issuance Trust<sup>(a)</sup>  | Mariner Finance issuance Trust<sup>(a)</sup>  | Mariner Finance issuance Trust<sup>(a)</sup>  | Mariner Finance issuance Trust<sup>(a)</sup>  |
| Series 2024-BA Class E | Series 2024-BA Class E | Series 2024-BA Class E | Series 2024-BA Class E |
| 11/20/2038 | &nbsp;&nbsp; 8.800% | 6500000 | &nbsp;&nbsp; 6870804 |
| Mariner Finance Issuance Trust<sup>(a)</sup>  | Mariner Finance Issuance Trust<sup>(a)</sup>  | Mariner Finance Issuance Trust<sup>(a)</sup>  | Mariner Finance Issuance Trust<sup>(a)</sup>  |
| Subordinated Series 2021-AA Class E | Subordinated Series 2021-AA Class E | Subordinated Series 2021-AA Class E | Subordinated Series 2021-AA Class E |
| 03/20/2036 | &nbsp;&nbsp; 5.400% | 5000000 | &nbsp;&nbsp; 4844828 |
| Subordinated Series 2023-AA Class E | Subordinated Series 2023-AA Class E | Subordinated Series 2023-AA Class E | Subordinated Series 2023-AA Class E |
| 10/22/2035 | &nbsp;&nbsp; 11.120% | 2400000 | &nbsp;&nbsp; 2486502 |
| Mercedes-Benz Auto Receivables Trust | Mercedes-Benz Auto Receivables Trust | Mercedes-Benz Auto Receivables Trust | Mercedes-Benz Auto Receivables Trust |
| Series 2022-1 Class A4 | Series 2022-1 Class A4 | Series 2022-1 Class A4 | Series 2022-1 Class A4 |
| 02/15/2029 | &nbsp;&nbsp; 5.250% | 2122000 | &nbsp;&nbsp; 2141703 |
| Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 | Series 2025-1 Class A3 |
| 12/17/2029 | &nbsp;&nbsp; 4.780% | 1384000 | &nbsp;&nbsp; 1402039 |
| Mid-State Capital Corp. Trust<sup>(a)</sup>  | Mid-State Capital Corp. Trust<sup>(a)</sup>  | Mid-State Capital Corp. Trust<sup>(a)</sup>  | Mid-State Capital Corp. Trust<sup>(a)</sup>  |
| Series 2006-1 Class M1 | Series 2006-1 Class M1 | Series 2006-1 Class M1 | Series 2006-1 Class M1 |
| 10/15/2040 | &nbsp;&nbsp; 6.083% | 335694 | &nbsp;&nbsp; 337598 |
| MVW LLC<sup>(a)</sup>  | MVW LLC<sup>(a)</sup>  | MVW LLC<sup>(a)</sup>  | MVW LLC<sup>(a)</sup>  |
| Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D | Subordinated Series 2023-2A Class D |
| 11/20/2040 | &nbsp;&nbsp; 9.330% | 1251971 | &nbsp;&nbsp; 1274322 |
| Navient Private Education Refi Loan Trust<sup>(a)</sup>  | Navient Private Education Refi Loan Trust<sup>(a)</sup>  | Navient Private Education Refi Loan Trust<sup>(a)</sup>  | Navient Private Education Refi Loan Trust<sup>(a)</sup>  |
| Series 2018-DA Class A2A | Series 2018-DA Class A2A | Series 2018-DA Class A2A | Series 2018-DA Class A2A |
| 12/15/2059 | &nbsp;&nbsp; 4.000% | 701599 | &nbsp;&nbsp; 695933 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2019-A Class A2A | Series 2019-A Class A2A | Series 2019-A Class A2A | Series 2019-A Class A2A |
| 01/15/2043 | &nbsp;&nbsp; 3.420% | 196590 | &nbsp;&nbsp; 195521 |
| Series 2019-CA Class A2 | Series 2019-CA Class A2 | Series 2019-CA Class A2 | Series 2019-CA Class A2 |
| 02/15/2068 | &nbsp;&nbsp; 3.130% | 221542 | &nbsp;&nbsp; 218949 |
| Series 2019-D Class A2A | Series 2019-D Class A2A | Series 2019-D Class A2A | Series 2019-D Class A2A |
| 12/15/2059 | &nbsp;&nbsp; 3.010% | 1052508 | &nbsp;&nbsp; 1023927 |
| Series 2019-FA Class A2 | Series 2019-FA Class A2 | Series 2019-FA Class A2 | Series 2019-FA Class A2 |
| 08/15/2068 | &nbsp;&nbsp; 2.600% | 728775 | &nbsp;&nbsp; 705231 |
| Series 2020-EA Class A | Series 2020-EA Class A | Series 2020-EA Class A | Series 2020-EA Class A |
| 05/15/2069 | &nbsp;&nbsp; 1.690% | 1896521 | &nbsp;&nbsp; 1781347 |
| Series 2020-GA Class A | Series 2020-GA Class A | Series 2020-GA Class A | Series 2020-GA Class A |
| 09/16/2069 | &nbsp;&nbsp; 1.170% | 685256 | &nbsp;&nbsp; 639674 |
| Series 2021-CA Class A | Series 2021-CA Class A | Series 2021-CA Class A | Series 2021-CA Class A |
| 10/15/2069 | &nbsp;&nbsp; 1.060% | 1214253 | &nbsp;&nbsp; 1112430 |
| Series 2021-EA Class A | Series 2021-EA Class A | Series 2021-EA Class A | Series 2021-EA Class A |
| 12/16/2069 | &nbsp;&nbsp; 0.970% | 2698641 | &nbsp;&nbsp; 2430690 |
| Series 2021-FA Class A | Series 2021-FA Class A | Series 2021-FA Class A | Series 2021-FA Class A |
| 02/18/2070 | &nbsp;&nbsp; 1.110% | 1737923 | &nbsp;&nbsp; 1552045 |
| Series 2021-GA Class A | Series 2021-GA Class A | Series 2021-GA Class A | Series 2021-GA Class A |
| 04/15/2070 | &nbsp;&nbsp; 1.580% | 437980 | &nbsp;&nbsp; 395552 |
| Navient Student Loan Trust<sup>(a)</sup>  | Navient Student Loan Trust<sup>(a)</sup>  | Navient Student Loan Trust<sup>(a)</sup>  | Navient Student Loan Trust<sup>(a)</sup>  |
| Series 2021-3A Class A1A | Series 2021-3A Class A1A | Series 2021-3A Class A1A | Series 2021-3A Class A1A |
| 08/25/2070 | &nbsp;&nbsp; 1.770% | 1833875 | &nbsp;&nbsp; 1643975 |
| Nelnet Student Loan Trust<sup>(b)</sup>  | Nelnet Student Loan Trust<sup>(b)</sup>  | Nelnet Student Loan Trust<sup>(b)</sup>  | Nelnet Student Loan Trust<sup>(b)</sup>  |
| Series 2004-4 Class A5 | Series 2004-4 Class A5 | Series 2004-4 Class A5 | Series 2004-4 Class A5 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.422% <br>Floor 0.160% <br>01/25/2037<br>| &nbsp;&nbsp; 4.762% | 620003 | &nbsp;&nbsp; 618706 |
| Series 2005-1 Class A5 | Series 2005-1 Class A5 | Series 2005-1 Class A5 | Series 2005-1 Class A5 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.372% <br>Floor 0.110% <br>10/25/2033<br>| &nbsp;&nbsp; 4.712% | 1055921 | &nbsp;&nbsp; 1048379 |
| Series 2005-2 Class A5 | Series 2005-2 Class A5 | Series 2005-2 Class A5 | Series 2005-2 Class A5 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.362% <br>Floor 0.100% <br>03/23/2037<br>| &nbsp;&nbsp; 4.739% | 1875470 | &nbsp;&nbsp; 1861863 |
| Series 2005-3 Class A5 | Series 2005-3 Class A5 | Series 2005-3 Class A5 | Series 2005-3 Class A5 |
| &nbsp;&nbsp; 90-day Average SOFR + 0.382% <br>Floor 0.120% <br>12/24/2035<br>| &nbsp;&nbsp; 4.759% | 1576680 | &nbsp;&nbsp; 1566984 |
| Nissan Auto Receivables Owner Trust | Nissan Auto Receivables Owner Trust | Nissan Auto Receivables Owner Trust | Nissan Auto Receivables Owner Trust |
| Series 2022-B Class A4 | Series 2022-B Class A4 | Series 2022-B Class A4 | Series 2022-B Class A4 |
| 11/15/2029 | &nbsp;&nbsp; 4.450% | 1270000 | &nbsp;&nbsp; 1275055 |
| PenFed Auto Receivables Owner Trust<sup>(a)</sup>  | PenFed Auto Receivables Owner Trust<sup>(a)</sup>  | PenFed Auto Receivables Owner Trust<sup>(a)</sup>  | PenFed Auto Receivables Owner Trust<sup>(a)</sup>  |
| Series 2022-A Class A4 | Series 2022-A Class A4 | Series 2022-A Class A4 | Series 2022-A Class A4 |
| 12/15/2028 | &nbsp;&nbsp; 4.180% | 208591 | &nbsp;&nbsp; 208524 |
| Regional Management Issuance Trust<sup>(a)</sup>  | Regional Management Issuance Trust<sup>(a)</sup>  | Regional Management Issuance Trust<sup>(a)</sup>  | Regional Management Issuance Trust<sup>(a)</sup>  |
| Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D | Subordinated Series 2021-2 Class D |
| 08/15/2033 | &nbsp;&nbsp; 4.940% | 4300000 | &nbsp;&nbsp; 4072947 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Renew<sup>(a)</sup>  | Renew<sup>(a)</sup>  | Renew<sup>(a)</sup>  | Renew<sup>(a)</sup>  |
| Series 2017-1A Class A | Series 2017-1A Class A | Series 2017-1A Class A | Series 2017-1A Class A |
| 09/20/2052 | &nbsp;&nbsp; 3.670% | 159124 | &nbsp;&nbsp; 148635 |
| Renew Financial<sup>(a)</sup>  | Renew Financial<sup>(a)</sup>  | Renew Financial<sup>(a)</sup>  | Renew Financial<sup>(a)</sup>  |
| Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A | Series 2023-1A Class A |
| 11/20/2058 | &nbsp;&nbsp; 5.900% | 3172521 | &nbsp;&nbsp; 3143246 |
| Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust | Santander Drive Auto Receivables Trust |
| Series 2024-3 Class A3 | Series 2024-3 Class A3 | Series 2024-3 Class A3 | Series 2024-3 Class A3 |
| 01/16/2029 | &nbsp;&nbsp; 5.630% | 1631244 | &nbsp;&nbsp; 1639758 |
| Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 | Series 2025-2 Class A3 |
| 08/15/2029 | &nbsp;&nbsp; 4.670% | 1551000 | &nbsp;&nbsp; 1563721 |
| Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 | Series 2025-3 Class A3 |
| 01/15/2030 | &nbsp;&nbsp; 4.380% | 2399000 | &nbsp;&nbsp; 2411262 |
| Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D | Subordinated Series 2024-2 Class D |
| 08/15/2031 | &nbsp;&nbsp; 6.280% | 2647000 | &nbsp;&nbsp; 2744265 |
| SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  | SBNA Auto Lease Trust<sup>(a)</sup>  |
| Series 2024-C Class A4 | Series 2024-C Class A4 | Series 2024-C Class A4 | Series 2024-C Class A4 |
| 03/20/2029 | &nbsp;&nbsp; 4.420% | 1174000 | &nbsp;&nbsp; 1176356 |
| SBNA Auto Receivables Trust<sup>(a)</sup>  | SBNA Auto Receivables Trust<sup>(a)</sup>  | SBNA Auto Receivables Trust<sup>(a)</sup>  | SBNA Auto Receivables Trust<sup>(a)</sup>  |
| Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 | Series 2024-A Class A3 |
| 12/15/2028 | &nbsp;&nbsp; 5.320% | 773983 | &nbsp;&nbsp; 777156 |
| Series 2024-A Class A4 | Series 2024-A Class A4 | Series 2024-A Class A4 | Series 2024-A Class A4 |
| 04/16/2029 | &nbsp;&nbsp; 5.210% | 525000 | &nbsp;&nbsp; 529067 |
| SCF Equipment Leasing LLC<sup>(a)</sup>  | SCF Equipment Leasing LLC<sup>(a)</sup>  | SCF Equipment Leasing LLC<sup>(a)</sup>  | SCF Equipment Leasing LLC<sup>(a)</sup>  |
| Subordinated Series 2022-2A Class E | Subordinated Series 2022-2A Class E | Subordinated Series 2022-2A Class E | Subordinated Series 2022-2A Class E |
| 06/20/2035 | &nbsp;&nbsp; 6.500% | 4484000 | &nbsp;&nbsp; 4470457 |
| SFS Auto Receivables Securitization Trust<sup>(a)</sup>  | SFS Auto Receivables Securitization Trust<sup>(a)</sup>  | SFS Auto Receivables Securitization Trust<sup>(a)</sup>  | SFS Auto Receivables Securitization Trust<sup>(a)</sup>  |
| Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 | Series 2024-1A Class A3 |
| 05/21/2029 | &nbsp;&nbsp; 4.950% | 2453635 | &nbsp;&nbsp; 2468637 |
| Series 2024-1A Class A4 | Series 2024-1A Class A4 | Series 2024-1A Class A4 | Series 2024-1A Class A4 |
| 01/21/2031 | &nbsp;&nbsp; 4.940% | 462000 | &nbsp;&nbsp; 468845 |
| Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 | Series 2024-2A Class A3 |
| 11/20/2029 | &nbsp;&nbsp; 5.330% | 1720000 | &nbsp;&nbsp; 1740305 |
| Series 2025-2A Class A4 | Series 2025-2A Class A4 | Series 2025-2A Class A4 | Series 2025-2A Class A4 |
| 05/20/2031 | &nbsp;&nbsp; 4.580% | 1469000 | &nbsp;&nbsp; 1491313 |
| Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  | Sierra Timeshare Receivables Funding LLC<sup>(a)</sup>  |
| Subordinated Series 2024-1A Class D | Subordinated Series 2024-1A Class D | Subordinated Series 2024-1A Class D | Subordinated Series 2024-1A Class D |
| 01/20/2043 | &nbsp;&nbsp; 8.020% | 972741 | &nbsp;&nbsp; 997590 |
| Subordinated Series 2024-2A Class D | Subordinated Series 2024-2A Class D | Subordinated Series 2024-2A Class D | Subordinated Series 2024-2A Class D |
| 06/20/2041 | &nbsp;&nbsp; 7.480% | 1101137 | &nbsp;&nbsp; 1103613 |
| SMB Private Education Loan Trust<sup>(a)</sup>  | SMB Private Education Loan Trust<sup>(a)</sup>  | SMB Private Education Loan Trust<sup>(a)</sup>  | SMB Private Education Loan Trust<sup>(a)</sup>  |
| Series 2018-A Class A2A | Series 2018-A Class A2A | Series 2018-A Class A2A | Series 2018-A Class A2A |
| 02/15/2036 | &nbsp;&nbsp; 3.500% | 1060229 | &nbsp;&nbsp; 1052652 |
| Series 2021-A Class APT1 | Series 2021-A Class APT1 | Series 2021-A Class APT1 | Series 2021-A Class APT1 |
| 01/15/2053 | &nbsp;&nbsp; 1.070% | 2428977 | &nbsp;&nbsp; 2223807 |
| SoFi Professional Loan Program Trust<sup>(a)</sup>  | SoFi Professional Loan Program Trust<sup>(a)</sup>  | SoFi Professional Loan Program Trust<sup>(a)</sup>  | SoFi Professional Loan Program Trust<sup>(a)</sup>  |
| Series 2021-B Class AFX | Series 2021-B Class AFX | Series 2021-B Class AFX | Series 2021-B Class AFX |
| 02/15/2047 | &nbsp;&nbsp; 1.140% | 1350649 | &nbsp;&nbsp; 1184507 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Stream Innovations Issuer Trust<sup>(a)</sup>  | Stream Innovations Issuer Trust<sup>(a)</sup>  | Stream Innovations Issuer Trust<sup>(a)</sup>  | Stream Innovations Issuer Trust<sup>(a)</sup>  |
| Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C | Subordinated Series 2024-1A Class C |
| 07/15/2044 | &nbsp;&nbsp; 11.400% | 2372682 | &nbsp;&nbsp; 2619310 |
| Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C |
| 02/15/2045 | &nbsp;&nbsp; 9.050% | 1650000 | &nbsp;&nbsp; 1732078 |
| Synchrony Card Funding LLC | Synchrony Card Funding LLC | Synchrony Card Funding LLC | Synchrony Card Funding LLC |
| Series 2025-A2 Class A | Series 2025-A2 Class A | Series 2025-A2 Class A | Series 2025-A2 Class A |
| 05/15/2031 | &nbsp;&nbsp; 4.490% | 2448000 | &nbsp;&nbsp; 2476165 |
| Synchrony Card Issuance Trust | Synchrony Card Issuance Trust | Synchrony Card Issuance Trust | Synchrony Card Issuance Trust |
| Series 2025-A1 Class A | Series 2025-A1 Class A | Series 2025-A1 Class A | Series 2025-A1 Class A |
| 02/18/2031 | &nbsp;&nbsp; 4.780% | 2715000 | &nbsp;&nbsp; 2762720 |
| T-Mobile US Trust<sup>(a)</sup>  | T-Mobile US Trust<sup>(a)</sup>  | T-Mobile US Trust<sup>(a)</sup>  | T-Mobile US Trust<sup>(a)</sup>  |
| Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A | Series 2024-2A Class A |
| 05/21/2029 | &nbsp;&nbsp; 4.250% | 5293000 | &nbsp;&nbsp; 5307355 |
| Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A | Series 2025-1 Class A |
| 11/20/2029 | &nbsp;&nbsp; 4.740% | 1570000 | &nbsp;&nbsp; 1590720 |
| Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A | Series 2025-2A Class A |
| 04/22/2030 | &nbsp;&nbsp; 4.340% | 1646000 | &nbsp;&nbsp; 1656825 |
| Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust | Toyota Auto Receivables Owner Trust |
| Series 2022-D Class A4 | Series 2022-D Class A4 | Series 2022-D Class A4 | Series 2022-D Class A4 |
| 04/17/2028 | &nbsp;&nbsp; 5.430% | 1158000 | &nbsp;&nbsp; 1178575 |
| Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 |
| 11/15/2029 | &nbsp;&nbsp; 4.340% | 414000 | &nbsp;&nbsp; 417394 |
| United Auto Credit Securitization Trust<sup>(a)</sup>  | United Auto Credit Securitization Trust<sup>(a)</sup>  | United Auto Credit Securitization Trust<sup>(a)</sup>  | United Auto Credit Securitization Trust<sup>(a)</sup>  |
| Series 2022-2 Class E | Series 2022-2 Class E | Series 2022-2 Class E | Series 2022-2 Class E |
| 04/10/2029 | &nbsp;&nbsp; 10.000% | 1000000 | &nbsp;&nbsp; 453421 |
| Upstart Pass-Through Trust<sup>(a)</sup>  | Upstart Pass-Through Trust<sup>(a)</sup>  | Upstart Pass-Through Trust<sup>(a)</sup>  | Upstart Pass-Through Trust<sup>(a)</sup>  |
| Series 2021-ST4 Class A | Series 2021-ST4 Class A | Series 2021-ST4 Class A | Series 2021-ST4 Class A |
| 07/20/2027 | &nbsp;&nbsp; 2.000% | 54217 | &nbsp;&nbsp; 54122 |
| US Auto Funding<sup>(a)</sup>  | US Auto Funding<sup>(a)</sup>  | US Auto Funding<sup>(a)</sup>  | US Auto Funding<sup>(a)</sup>  |
| Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C | Subordinated Series 2021-1A Class C |
| 05/15/2026 | &nbsp;&nbsp; 2.200% | 1591430 | &nbsp;&nbsp; 1322503 |
| US Auto Funding Trust<sup>(a),(f)</sup>  | US Auto Funding Trust<sup>(a),(f)</sup>  | US Auto Funding Trust<sup>(a),(f)</sup>  | US Auto Funding Trust<sup>(a),(f)</sup>  |
| Subordinated Series 2022-1A Class D | Subordinated Series 2022-1A Class D | Subordinated Series 2022-1A Class D | Subordinated Series 2022-1A Class D |
| 07/15/2027 | &nbsp;&nbsp; 0.000% | 5000000 | &nbsp;&nbsp; 50 |
| USB Auto Owner Trust<sup>(a)</sup>  | USB Auto Owner Trust<sup>(a)</sup>  | USB Auto Owner Trust<sup>(a)</sup>  | USB Auto Owner Trust<sup>(a)</sup>  |
| Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 | Series 2025-1A Class A3 |
| 06/17/2030 | &nbsp;&nbsp; 4.490% | 1793000 | &nbsp;&nbsp; 1809413 |
| Series 2025-1A Class A4 | Series 2025-1A Class A4 | Series 2025-1A Class A4 | Series 2025-1A Class A4 |
| 12/16/2030 | &nbsp;&nbsp; 4.620% | 536000 | &nbsp;&nbsp; 542176 |
| Verizon Master Trust | Verizon Master Trust | Verizon Master Trust | Verizon Master Trust |
| Series 2023-4 Class A1A | Series 2023-4 Class A1A | Series 2023-4 Class A1A | Series 2023-4 Class A1A |
| 06/20/2029 | &nbsp;&nbsp; 5.160% | 6117000 | &nbsp;&nbsp; 6167585 |
| Series 2025-3 Class A1A | Series 2025-3 Class A1A | Series 2025-3 Class A1A | Series 2025-3 Class A1A |
| 03/20/2030 | &nbsp;&nbsp; 4.510% | 3308000 | &nbsp;&nbsp; 3336295 |
| Verizon Master Trust<sup>(a)</sup>  | Verizon Master Trust<sup>(a)</sup>  | Verizon Master Trust<sup>(a)</sup>  | Verizon Master Trust<sup>(a)</sup>  |
| Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A | Series 2025-2 Class A |
| 01/20/2033 | &nbsp;&nbsp; 4.940% | 3633000 | &nbsp;&nbsp; 3738834 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** | **Asset-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2025-4 Class A | Series 2025-4 Class A | Series 2025-4 Class A | Series 2025-4 Class A |
| 03/21/2033 | &nbsp;&nbsp; 4.760% | 2957000 | &nbsp;&nbsp; 3034811 |
| VM Debt LLC<sup>(a),(g)</sup>  | VM Debt LLC<sup>(a),(g)</sup>  | VM Debt LLC<sup>(a),(g)</sup>  | VM Debt LLC<sup>(a),(g)</sup>  |
| Series 2019-1 Class A1A | Series 2019-1 Class A1A | Series 2019-1 Class A1A | Series 2019-1 Class A1A |
| 07/18/2027 | &nbsp;&nbsp; 7.460% | 8996294 | &nbsp;&nbsp; 7242016 |
| Volkswagen Auto Lease Trust | Volkswagen Auto Lease Trust | Volkswagen Auto Lease Trust | Volkswagen Auto Lease Trust |
| Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 | Series 2025-B Class A3 |
| 01/22/2029 | &nbsp;&nbsp; 4.010% | 4573000 | &nbsp;&nbsp; 4579217 |
| Volkswagen Auto Loan Enhanced Trust | Volkswagen Auto Loan Enhanced Trust | Volkswagen Auto Loan Enhanced Trust | Volkswagen Auto Loan Enhanced Trust |
| Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 | Series 2024-1 Class A3 |
| 07/20/2029 | &nbsp;&nbsp; 4.630% | 906000 | &nbsp;&nbsp; 916049 |
| Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  | Westlake Automobile Receivables Trust<sup>(a)</sup>  |
| Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D | Subordinated Series 2023-4A Class D |
| 07/16/2029 | &nbsp;&nbsp; 7.190% | 4150000 | &nbsp;&nbsp; 4324374 |
| World Financial Network Credit Card Master Trust | World Financial Network Credit Card Master Trust | World Financial Network Credit Card Master Trust | World Financial Network Credit Card Master Trust |
| Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A | Series 2024-A Class A |
| 02/17/2031 | &nbsp;&nbsp; 5.470% | 610000 | &nbsp;&nbsp; 623291 |
| World Omni Auto Receivables Trust | World Omni Auto Receivables Trust | World Omni Auto Receivables Trust | World Omni Auto Receivables Trust |
| Series 2025-C Class A4 | Series 2025-C Class A4 | Series 2025-C Class A4 | Series 2025-C Class A4 |
| 11/17/2031 | &nbsp;&nbsp; 4.190% | 1319000 | &nbsp;&nbsp; 1325551 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $325,177,650) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $325,177,650) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $325,177,650) | &nbsp;&nbsp; **322304985** |
| **Commercial Mortgage-Backed Securities - Agency 3.2%** | **Commercial Mortgage-Backed Securities - Agency 3.2%** | **Commercial Mortgage-Backed Securities - Agency 3.2%** | **Commercial Mortgage-Backed Securities - Agency 3.2%** |
| Fannie Mae Multifamily REMIC Trust<sup>(c)</sup>  | Fannie Mae Multifamily REMIC Trust<sup>(c)</sup>  | Fannie Mae Multifamily REMIC Trust<sup>(c)</sup>  | Fannie Mae Multifamily REMIC Trust<sup>(c)</sup>  |
| Series 2022-M10 Class A2 | Series 2022-M10 Class A2 | Series 2022-M10 Class A2 | Series 2022-M10 Class A2 |
| 01/25/2032 | &nbsp;&nbsp; 1.992% | 7800000 | &nbsp;&nbsp; 6783970 |
| Series 2022-M1S Class A2 | Series 2022-M1S Class A2 | Series 2022-M1S Class A2 | Series 2022-M1S Class A2 |
| 04/25/2032 | &nbsp;&nbsp; 2.153% | 8700000 | &nbsp;&nbsp; 7644825 |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(c)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(c)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(c)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(c)</sup>  |
| Series W5FX Class AFX | Series W5FX Class AFX | Series W5FX Class AFX | Series W5FX Class AFX |
| 04/25/2028 | &nbsp;&nbsp; 3.336% | 1256000 | &nbsp;&nbsp; 1232935 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| 06/01/2028 | &nbsp;&nbsp; 3.570% | 2691700 | &nbsp;&nbsp; 2668874 |
| 11/01/2028 | &nbsp;&nbsp; 5.585% | 4537615 | &nbsp;&nbsp; 4724051 |
| 02/01/2029 | &nbsp;&nbsp; 3.740% | 1515000 | &nbsp;&nbsp; 1503396 |
| 10/01/2029 | &nbsp;&nbsp; 3.121% | 2105776 | &nbsp;&nbsp; 2046964 |
| 02/01/2030 | &nbsp;&nbsp; 2.570% | 2406273 | &nbsp;&nbsp; 2263888 |
| 02/01/2030 | &nbsp;&nbsp; 2.920% | 2505997 | &nbsp;&nbsp; 2398492 |
| 02/01/2030 | &nbsp;&nbsp; 3.550% | 1000000 | &nbsp;&nbsp; 979096 |
| 06/01/2030 | &nbsp;&nbsp; 3.130% | 4812000 | &nbsp;&nbsp; 4615116 |
| 07/01/2030 | &nbsp;&nbsp; 3.850% | 4225503 | &nbsp;&nbsp; 4173527 |
| 02/01/2031 | &nbsp;&nbsp; 3.260% | 6236000 | &nbsp;&nbsp; 5948592 |
| 01/01/2032 | &nbsp;&nbsp; 2.730% | 2395991 | &nbsp;&nbsp; 2211383 |
| 01/01/2032 | &nbsp;&nbsp; 2.730% | 1825000 | &nbsp;&nbsp; 1675461 |
| 01/01/2032 | &nbsp;&nbsp; 2.780% | 2038729 | &nbsp;&nbsp; 1887450 |
| 01/01/2032 | &nbsp;&nbsp; 2.970% | 1484615 | &nbsp;&nbsp; 1388620 |
| 02/01/2032 | &nbsp;&nbsp; 2.990% | 2758863 | &nbsp;&nbsp; 2579482 |
| 05/01/2032 | &nbsp;&nbsp; 3.090% | 5565000 | &nbsp;&nbsp; 5176478 |
| 06/01/2032 | &nbsp;&nbsp; 3.540% | 7921000 | &nbsp;&nbsp; 7555721 |
| 11/01/2032 | &nbsp;&nbsp; 1.456% | 9070116 | &nbsp;&nbsp; 7578296 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 11/01/2032 | &nbsp;&nbsp; 4.230% | 3836391 | &nbsp;&nbsp; 3815564 |
| 11/01/2032 | &nbsp;&nbsp; 4.705% | 3400000 | &nbsp;&nbsp; 3479763 |
| 11/01/2033 | &nbsp;&nbsp; 2.430% | 1274582 | &nbsp;&nbsp; 1114786 |
| 12/01/2033 | &nbsp;&nbsp; 2.500% | 1569893 | &nbsp;&nbsp; 1371482 |
| 04/01/2035 | &nbsp;&nbsp; 3.330% | 2254634 | &nbsp;&nbsp; 2081248 |
| 10/01/2035 | &nbsp;&nbsp; 2.880% | 5000000 | &nbsp;&nbsp; 4282508 |
| Series 2017-M5 Class A2 | Series 2017-M5 Class A2 | Series 2017-M5 Class A2 | Series 2017-M5 Class A2 |
| 04/25/2029 | &nbsp;&nbsp; 3.176% | 931453 | &nbsp;&nbsp; 900409 |
| Series 2017-T1 Class A | Series 2017-T1 Class A | Series 2017-T1 Class A | Series 2017-T1 Class A |
| 06/25/2027 | &nbsp;&nbsp; 2.898% | 2744721 | &nbsp;&nbsp; 2684597 |
| Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  |
| 06/01/2037 | &nbsp;&nbsp; 5.888% | 281288 | &nbsp;&nbsp; 280433 |
| Series 2017-M12 Class A2 | Series 2017-M12 Class A2 | Series 2017-M12 Class A2 | Series 2017-M12 Class A2 |
| 06/25/2027 | &nbsp;&nbsp; 3.163% | 1403051 | &nbsp;&nbsp; 1380355 |
| Series 2018-M10 Class A2 | Series 2018-M10 Class A2 | Series 2018-M10 Class A2 | Series 2018-M10 Class A2 |
| 07/25/2028 | &nbsp;&nbsp; 3.466% | 2596060 | &nbsp;&nbsp; 2560536 |
| Series 2018-M3 Class A2 | Series 2018-M3 Class A2 | Series 2018-M3 Class A2 | Series 2018-M3 Class A2 |
| 02/25/2030 | &nbsp;&nbsp; 3.160% | 607574 | &nbsp;&nbsp; 582354 |
| Series 2018-M4 Class A2 | Series 2018-M4 Class A2 | Series 2018-M4 Class A2 | Series 2018-M4 Class A2 |
| 03/25/2028 | &nbsp;&nbsp; 3.159% | 1039727 | &nbsp;&nbsp; 1020209 |
| Series 2023-M8 Class A2 | Series 2023-M8 Class A2 | Series 2023-M8 Class A2 | Series 2023-M8 Class A2 |
| 03/25/2033 | &nbsp;&nbsp; 4.625% | 3685000 | &nbsp;&nbsp; 3701574 |
| Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  |
| Series 2021-M3 Class X1 | Series 2021-M3 Class X1 | Series 2021-M3 Class X1 | Series 2021-M3 Class X1 |
| 11/25/2033 | &nbsp;&nbsp; 2.011% | 32478218 | &nbsp;&nbsp; 2184069 |
| Freddie Mac Multiclass Certificates<sup>(c),(d)</sup>  | Freddie Mac Multiclass Certificates<sup>(c),(d)</sup>  | Freddie Mac Multiclass Certificates<sup>(c),(d)</sup>  | Freddie Mac Multiclass Certificates<sup>(c),(d)</sup>  |
| Series 2021-P011 Class X1 | Series 2021-P011 Class X1 | Series 2021-P011 Class X1 | Series 2021-P011 Class X1 |
| 09/25/2045 | &nbsp;&nbsp; 1.754% | 19256190 | &nbsp;&nbsp; 2099995 |
| Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  |
| Series 2021-MN1 Class M2 | Series 2021-MN1 Class M2 | Series 2021-MN1 Class M2 | Series 2021-MN1 Class M2 |
| &nbsp;&nbsp; 3-month Term SOFR + 3.750% <br>01/25/2051<br>| &nbsp;&nbsp; 8.106% | 1000000 | &nbsp;&nbsp; 1029863 |
| Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(c),(d)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(c),(d)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(c),(d)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(c),(d)</sup>  |
| Series KL05 Class X1P (FHLMC) | Series KL05 Class X1P (FHLMC) | Series KL05 Class X1P (FHLMC) | Series KL05 Class X1P (FHLMC) |
| 06/25/2029 | &nbsp;&nbsp; 1.024% | 75000000 | &nbsp;&nbsp; 2253982 |
| Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  |
| CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA | CMO Series 2013-H08 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.464% <br>Floor 0.350%, Cap 10.550% <br>03/20/2063<br>| &nbsp;&nbsp; 4.816% | 95477 | &nbsp;&nbsp; 95244 |
| CMO Series 2015-H15 Class FJ | CMO Series 2015-H15 Class FJ | CMO Series 2015-H15 Class FJ | CMO Series 2015-H15 Class FJ |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440%, Cap 11.000% <br>06/20/2065<br>| &nbsp;&nbsp; 4.906% | 566467 | &nbsp;&nbsp; 566204 |
| CMO Series 2015-H16 Class FG | CMO Series 2015-H16 Class FG | CMO Series 2015-H16 Class FG | CMO Series 2015-H16 Class FG |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440%, Cap 11.000% <br>07/20/2065<br>| &nbsp;&nbsp; 4.906% | 797907 | &nbsp;&nbsp; 797580 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2015-H16 Class FL | CMO Series 2015-H16 Class FL | CMO Series 2015-H16 Class FL | CMO Series 2015-H16 Class FL |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440%, Cap 11.000% <br>07/20/2065<br>| &nbsp;&nbsp; 4.906% | 340175 | &nbsp;&nbsp; 340053 |
| CMO Series 2015-H18 Class FA | CMO Series 2015-H18 Class FA | CMO Series 2015-H18 Class FA | CMO Series 2015-H18 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.564% <br>Floor 0.450%, Cap 11.000% <br>06/20/2065<br>| &nbsp;&nbsp; 4.916% | 125840 | &nbsp;&nbsp; 125803 |
| Multifamily Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Multifamily Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Multifamily Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  | Multifamily Connecticut Avenue Securities Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2020-01 Class M10 | Subordinated Series 2020-01 Class M10 | Subordinated Series 2020-01 Class M10 | Subordinated Series 2020-01 Class M10 |
| &nbsp;&nbsp; 30-day Average SOFR + 3.864% <br>03/25/2050<br>| &nbsp;&nbsp; 8.221% | 6939045 | &nbsp;&nbsp; 7059045 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $126,924,789) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $126,924,789) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $126,924,789) | &nbsp;&nbsp; **122844273** |
| **Commercial Mortgage-Backed Securities - Non-Agency 3.8%** | **Commercial Mortgage-Backed Securities - Non-Agency 3.8%** | **Commercial Mortgage-Backed Securities - Non-Agency 3.8%** | **Commercial Mortgage-Backed Securities - Non-Agency 3.8%** |
| AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  |
| Series 2021-SFR1 Class E1 | Series 2021-SFR1 Class E1 | Series 2021-SFR1 Class E1 | Series 2021-SFR1 Class E1 |
| 06/17/2038 | &nbsp;&nbsp; 2.751% | 2250000 | &nbsp;&nbsp; 2116261 |
| Series 2021-SFR1 Class E2 | Series 2021-SFR1 Class E2 | Series 2021-SFR1 Class E2 | Series 2021-SFR1 Class E2 |
| 06/17/2038 | &nbsp;&nbsp; 2.900% | 2250000 | &nbsp;&nbsp; 2115809 |
| Subordinated Series 2021-SFR3 Class E2 | Subordinated Series 2021-SFR3 Class E2 | Subordinated Series 2021-SFR3 Class E2 | Subordinated Series 2021-SFR3 Class E2 |
| 10/17/2038 | &nbsp;&nbsp; 2.427% | 3845000 | &nbsp;&nbsp; 3734318 |
| Subordinated Series 2021-SFR4 Class F1 | Subordinated Series 2021-SFR4 Class F1 | Subordinated Series 2021-SFR4 Class F1 | Subordinated Series 2021-SFR4 Class F1 |
| 12/17/2038 | &nbsp;&nbsp; 3.158% | 4000000 | &nbsp;&nbsp; 3894847 |
| Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F |
| 10/17/2039 | &nbsp;&nbsp; 4.000% | 4100000 | &nbsp;&nbsp; 3960068 |
| BANK<sup>(c)</sup>  | BANK<sup>(c)</sup>  | BANK<sup>(c)</sup>  | BANK<sup>(c)</sup>  |
| Series 2022-BNK44 Class A5 | Series 2022-BNK44 Class A5 | Series 2022-BNK44 Class A5 | Series 2022-BNK44 Class A5 |
| 10/15/2032 | &nbsp;&nbsp; 5.746% | 705000 | &nbsp;&nbsp; 746242 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |
| Series 2018-C2 Class ASB | Series 2018-C2 Class ASB | Series 2018-C2 Class ASB | Series 2018-C2 Class ASB |
| 12/15/2051 | &nbsp;&nbsp; 4.236% | 367503 | &nbsp;&nbsp; 368110 |
| Series 2022-C17 Class A5 | Series 2022-C17 Class A5 | Series 2022-C17 Class A5 | Series 2022-C17 Class A5 |
| 09/15/2055 | &nbsp;&nbsp; 4.441% | 2556000 | &nbsp;&nbsp; 2518211 |
| Series 2025-5C33 Class A4 | Series 2025-5C33 Class A4 | Series 2025-5C33 Class A4 | Series 2025-5C33 Class A4 |
| 03/15/2058 | &nbsp;&nbsp; 5.839% | 2273000 | &nbsp;&nbsp; 2392245 |
| Series 2025-5C37 Class A3 | Series 2025-5C37 Class A3 | Series 2025-5C37 Class A3 | Series 2025-5C37 Class A3 |
| 09/15/2058 | &nbsp;&nbsp; 5.015% | 1528000 | &nbsp;&nbsp; 1560090 |
| Series 2025-C35 Class A5 | Series 2025-C35 Class A5 | Series 2025-C35 Class A5 | Series 2025-C35 Class A5 |
| 07/15/2058 | &nbsp;&nbsp; 5.586% | 569000 | &nbsp;&nbsp; 597957 |
| BBCMS Mortgage Trust<sup>(a),(c)</sup>  | BBCMS Mortgage Trust<sup>(a),(c)</sup>  | BBCMS Mortgage Trust<sup>(a),(c)</sup>  | BBCMS Mortgage Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2016-ETC Class E | Subordinated Series 2016-ETC Class E | Subordinated Series 2016-ETC Class E | Subordinated Series 2016-ETC Class E |
| 08/14/2036 | &nbsp;&nbsp; 3.609% | 8000000 | &nbsp;&nbsp; 7374279 |
| Bear Stearns Commercial Mortgage Securities Trust<sup>(a),(c),(d)</sup>  | Bear Stearns Commercial Mortgage Securities Trust<sup>(a),(c),(d)</sup>  | Bear Stearns Commercial Mortgage Securities Trust<sup>(a),(c),(d)</sup>  | Bear Stearns Commercial Mortgage Securities Trust<sup>(a),(c),(d)</sup>  |
| CMO Series 2007-T26 Class X1 | CMO Series 2007-T26 Class X1 | CMO Series 2007-T26 Class X1 | CMO Series 2007-T26 Class X1 |
| 01/12/2045 | &nbsp;&nbsp; 0.953% | 29636 | &nbsp;&nbsp; 1 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |
| Series 2021-B25 Class A4 | Series 2021-B25 Class A4 | Series 2021-B25 Class A4 | Series 2021-B25 Class A4 |
| 04/15/2054 | &nbsp;&nbsp; 2.268% | 760000 | &nbsp;&nbsp; 690618 |
| BMD2 Re-Remic Trust<sup>(a),(h)</sup>  | BMD2 Re-Remic Trust<sup>(a),(h)</sup>  | BMD2 Re-Remic Trust<sup>(a),(h)</sup>  | BMD2 Re-Remic Trust<sup>(a),(h)</sup>  |
| Series 2019-FRR1 Class 6C | Series 2019-FRR1 Class 6C | Series 2019-FRR1 Class 6C | Series 2019-FRR1 Class 6C |
| 05/25/2052 | &nbsp;&nbsp; 0.000% | 8685000 | &nbsp;&nbsp; 6582998 |
| BMD2 Re-Remic Trust<sup>(a),(i)</sup>  | BMD2 Re-Remic Trust<sup>(a),(i)</sup>  | BMD2 Re-Remic Trust<sup>(a),(i)</sup>  | BMD2 Re-Remic Trust<sup>(a),(i)</sup>  |
| Subordinated Series 2019-FRR1 Class 5D1 | Subordinated Series 2019-FRR1 Class 5D1 | Subordinated Series 2019-FRR1 Class 5D1 | Subordinated Series 2019-FRR1 Class 5D1 |
| 05/25/2052 | &nbsp;&nbsp; 0.000% | 6739000 | &nbsp;&nbsp; 4972550 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |
| Series 2025-5C10 Class A3 | Series 2025-5C10 Class A3 | Series 2025-5C10 Class A3 | Series 2025-5C10 Class A3 |
| 05/15/2058 | &nbsp;&nbsp; 5.578% | 1142000 | &nbsp;&nbsp; 1190618 |
| Series 2025-C11 Class A5 | Series 2025-C11 Class A5 | Series 2025-C11 Class A5 | Series 2025-C11 Class A5 |
| 02/15/2058 | &nbsp;&nbsp; 5.687% | 1142000 | &nbsp;&nbsp; 1207637 |
| BMO Mortgage Trust<sup>(c)</sup>  | BMO Mortgage Trust<sup>(c)</sup>  | BMO Mortgage Trust<sup>(c)</sup>  | BMO Mortgage Trust<sup>(c)</sup>  |
| Series 2025-C12 Class A5 | Series 2025-C12 Class A5 | Series 2025-C12 Class A5 | Series 2025-C12 Class A5 |
| 06/15/2058 | &nbsp;&nbsp; 5.871% | 761000 | &nbsp;&nbsp; 815184 |
| BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  | BX Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2021-VOLT Class A | Series 2021-VOLT Class A | Series 2021-VOLT Class A | Series 2021-VOLT Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700% <br>09/15/2036<br>| &nbsp;&nbsp; 4.965% | 4876112 | &nbsp;&nbsp; 4860874 |
| Series 2025-COPT Class A | Series 2025-COPT Class A | Series 2025-COPT Class A | Series 2025-COPT Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>Floor 1.750% <br>09/15/2042<br>| &nbsp;&nbsp; 6.100% | 1190000 | &nbsp;&nbsp; 1191116 |
| BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  | BX Trust<sup>(a),(b)</sup>  |
| Series 2025-VLT7 Class A | Series 2025-VLT7 Class A | Series 2025-VLT7 Class A | Series 2025-VLT7 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.650% <br>Floor 1.700% <br>07/15/2027<br>| &nbsp;&nbsp; 5.850% | 1442000 | &nbsp;&nbsp; 1448294 |
| CoreVest American Finance Trust<sup>(a)</sup>  | CoreVest American Finance Trust<sup>(a)</sup>  | CoreVest American Finance Trust<sup>(a)</sup>  | CoreVest American Finance Trust<sup>(a)</sup>  |
| Series 2019-3 Class A | Series 2019-3 Class A | Series 2019-3 Class A | Series 2019-3 Class A |
| 10/15/2052 | &nbsp;&nbsp; 2.705% | 166245 | &nbsp;&nbsp; 164696 |
| Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  | Credit Suisse Mortgage Capital Certificates OA LLC<sup>(a)</sup>  |
| Subordinated Series 2014-USA Class D | Subordinated Series 2014-USA Class D | Subordinated Series 2014-USA Class D | Subordinated Series 2014-USA Class D |
| 09/15/2037 | &nbsp;&nbsp; 4.373% | 5000000 | &nbsp;&nbsp; 3673750 |
| FirstKey Homes Trust<sup>(a)</sup>  | FirstKey Homes Trust<sup>(a)</sup>  | FirstKey Homes Trust<sup>(a)</sup>  | FirstKey Homes Trust<sup>(a)</sup>  |
| Subordinated Series 2022-SFR2 Class E1 | Subordinated Series 2022-SFR2 Class E1 | Subordinated Series 2022-SFR2 Class E1 | Subordinated Series 2022-SFR2 Class E1 |
| 07/17/2039 | &nbsp;&nbsp; 4.500% | 6800000 | &nbsp;&nbsp; 6670616 |
| Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  | Freddie Mac Multifamily Structured Credit Risk<sup>(a),(b)</sup>  |
| Series 2021-MN1 Class M1 | Series 2021-MN1 Class M1 | Series 2021-MN1 Class M1 | Series 2021-MN1 Class M1 |
| &nbsp;&nbsp; 30-day Average SOFR + 3.000% <br>01/25/2051<br>| &nbsp;&nbsp; 6.356% | 1307366 | &nbsp;&nbsp; 1303784 |
| Series 2021-MN2 Class M2 | Series 2021-MN2 Class M2 | Series 2021-MN2 Class M2 | Series 2021-MN2 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 3.350% <br>07/25/2041<br>| &nbsp;&nbsp; 7.706% | 6356166 | &nbsp;&nbsp; 6403341 |
| Series 2022-MN4 Class M1 | Series 2022-MN4 Class M1 | Series 2022-MN4 Class M1 | Series 2022-MN4 Class M1 |
| &nbsp;&nbsp; 30-day Average SOFR + 4.250% <br>05/25/2052<br>| &nbsp;&nbsp; 8.590% | 3695001 | &nbsp;&nbsp; 3741923 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2022-MN4 Class M2 | Series 2022-MN4 Class M2 | Series 2022-MN4 Class M2 | Series 2022-MN4 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 6.500% <br>05/25/2052<br>| &nbsp;&nbsp; 10.840% | 2500000 | &nbsp;&nbsp; 2804064 |
| FRTKL<sup>(a)</sup>  | FRTKL<sup>(a)</sup>  | FRTKL<sup>(a)</sup>  | FRTKL<sup>(a)</sup>  |
| Subordinated CMO Series 2021-SFR1 Class E1 | Subordinated CMO Series 2021-SFR1 Class E1 | Subordinated CMO Series 2021-SFR1 Class E1 | Subordinated CMO Series 2021-SFR1 Class E1 |
| 09/17/2038 | &nbsp;&nbsp; 2.372% | 3709000 | &nbsp;&nbsp; 3602092 |
| Subordinated CMO Series 2021-SFR1 Class E2 | Subordinated CMO Series 2021-SFR1 Class E2 | Subordinated CMO Series 2021-SFR1 Class E2 | Subordinated CMO Series 2021-SFR1 Class E2 |
| 09/17/2038 | &nbsp;&nbsp; 2.522% | 2781000 | &nbsp;&nbsp; 2698295 |
| Subordinated Series 2021-SFR1 Class F | Subordinated Series 2021-SFR1 Class F | Subordinated Series 2021-SFR1 Class F | Subordinated Series 2021-SFR1 Class F |
| 09/17/2038 | &nbsp;&nbsp; 3.171% | 4400000 | &nbsp;&nbsp; 4266924 |
| GAM Investments<sup>(a),(c)</sup>  | GAM Investments<sup>(a),(c)</sup>  | GAM Investments<sup>(a),(c)</sup>  | GAM Investments<sup>(a),(c)</sup>  |
| Subordinated Series 2021-F Class F | Subordinated Series 2021-F Class F | Subordinated Series 2021-F Class F | Subordinated Series 2021-F Class F |
| 09/27/2051 | &nbsp;&nbsp; 2.360% | 7500000 | &nbsp;&nbsp; 6566493 |
| GAM Re-REMIC Trust<sup>(a),(h)</sup>  | GAM Re-REMIC Trust<sup>(a),(h)</sup>  | GAM Re-REMIC Trust<sup>(a),(h)</sup>  | GAM Re-REMIC Trust<sup>(a),(h)</sup>  |
| Series 2021-FRR1 Class 1D | Series 2021-FRR1 Class 1D | Series 2021-FRR1 Class 1D | Series 2021-FRR1 Class 1D |
| 11/29/2050 | &nbsp;&nbsp; 0.000% | 5000000 | &nbsp;&nbsp; 4441241 |
| Series 2021-FRR1 Class 2B | Series 2021-FRR1 Class 2B | Series 2021-FRR1 Class 2B | Series 2021-FRR1 Class 2B |
| 11/29/2050 | &nbsp;&nbsp; 0.000% | 6600000 | &nbsp;&nbsp; 5782067 |
| Series 2021-FRR1 Class 2C | Series 2021-FRR1 Class 2C | Series 2021-FRR1 Class 2C | Series 2021-FRR1 Class 2C |
| 11/29/2050 | &nbsp;&nbsp; 0.000% | 3500000 | &nbsp;&nbsp; 3035091 |
| GS Mortgage Securities Trust | GS Mortgage Securities Trust | GS Mortgage Securities Trust | GS Mortgage Securities Trust |
| Series 2020-GSA2 Class A4 | Series 2020-GSA2 Class A4 | Series 2020-GSA2 Class A4 | Series 2020-GSA2 Class A4 |
| 12/12/2053 | &nbsp;&nbsp; 1.721% | 2582000 | &nbsp;&nbsp; 2308724 |
| KGS-Alpha SBA COOF Trust<sup>(a),(c),(d)</sup>  | KGS-Alpha SBA COOF Trust<sup>(a),(c),(d)</sup>  | KGS-Alpha SBA COOF Trust<sup>(a),(c),(d)</sup>  | KGS-Alpha SBA COOF Trust<sup>(a),(c),(d)</sup>  |
| CMO Series 2012-2 Class A | CMO Series 2012-2 Class A | CMO Series 2012-2 Class A | CMO Series 2012-2 Class A |
| 08/25/2038 | &nbsp;&nbsp; 0.953% | 366562 | &nbsp;&nbsp; 6406 |
| CMO Series 2013-2 Class A | CMO Series 2013-2 Class A | CMO Series 2013-2 Class A | CMO Series 2013-2 Class A |
| 03/25/2039 | &nbsp;&nbsp; 1.715% | 505734 | &nbsp;&nbsp; 13329 |
| CMO Series 2014-2 Class A | CMO Series 2014-2 Class A | CMO Series 2014-2 Class A | CMO Series 2014-2 Class A |
| 04/25/2040 | &nbsp;&nbsp; 2.645% | 87043 | &nbsp;&nbsp; 4733 |
| Ladder Capital Commercial Mortgage Trust<sup>(a)</sup>  | Ladder Capital Commercial Mortgage Trust<sup>(a)</sup>  | Ladder Capital Commercial Mortgage Trust<sup>(a)</sup>  | Ladder Capital Commercial Mortgage Trust<sup>(a)</sup>  |
| Series 2013-GCP Class A2 | Series 2013-GCP Class A2 | Series 2013-GCP Class A2 | Series 2013-GCP Class A2 |
| 02/15/2036 | &nbsp;&nbsp; 3.985% | 1535000 | &nbsp;&nbsp; 1458058 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |
| Series 2025-5C1 Class A3 | Series 2025-5C1 Class A3 | Series 2025-5C1 Class A3 | Series 2025-5C1 Class A3 |
| 03/15/2030 | &nbsp;&nbsp; 5.635% | 533000 | &nbsp;&nbsp; 556457 |
| Morgan Stanley Capital I Trust<sup>(a),(c),(d)</sup>  | Morgan Stanley Capital I Trust<sup>(a),(c),(d)</sup>  | Morgan Stanley Capital I Trust<sup>(a),(c),(d)</sup>  | Morgan Stanley Capital I Trust<sup>(a),(c),(d)</sup>  |
| CMO Series 2006-T21 Class X | CMO Series 2006-T21 Class X | CMO Series 2006-T21 Class X | CMO Series 2006-T21 Class X |
| 10/12/2052 | &nbsp;&nbsp; 0.057% | 1568992 | &nbsp;&nbsp; 2 |
| Morgan Stanley Capital I Trust<sup>(c)</sup>  | Morgan Stanley Capital I Trust<sup>(c)</sup>  | Morgan Stanley Capital I Trust<sup>(c)</sup>  | Morgan Stanley Capital I Trust<sup>(c)</sup>  |
| Series 2018-L1 Class A4 | Series 2018-L1 Class A4 | Series 2018-L1 Class A4 | Series 2018-L1 Class A4 |
| 10/15/2051 | &nbsp;&nbsp; 4.407% | 888000 | &nbsp;&nbsp; 885641 |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust |
| Series 2020-HR8 Class A3 | Series 2020-HR8 Class A3 | Series 2020-HR8 Class A3 | Series 2020-HR8 Class A3 |
| 07/15/2053 | &nbsp;&nbsp; 1.790% | 845266 | &nbsp;&nbsp; 754362 |
| MRCD MARK Mortgage Trust<sup>(a)</sup>  | MRCD MARK Mortgage Trust<sup>(a)</sup>  | MRCD MARK Mortgage Trust<sup>(a)</sup>  | MRCD MARK Mortgage Trust<sup>(a)</sup>  |
| Series 2019-PARK Class A | Series 2019-PARK Class A | Series 2019-PARK Class A | Series 2019-PARK Class A |
| 12/15/2036 | &nbsp;&nbsp; 2.718% | 4000000 | &nbsp;&nbsp; 3540000 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** | **Commercial Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2019-PARK Class D | Series 2019-PARK Class D | Series 2019-PARK Class D | Series 2019-PARK Class D |
| 12/15/2036 | &nbsp;&nbsp; 2.718% | 2375000 | &nbsp;&nbsp; 1735263 |
| New Residential Mortgage Loan Trust<sup>(a)</sup>  | New Residential Mortgage Loan Trust<sup>(a)</sup>  | New Residential Mortgage Loan Trust<sup>(a)</sup>  | New Residential Mortgage Loan Trust<sup>(a)</sup>  |
| Subordinated Series 2022-SFR1 Class E1 | Subordinated Series 2022-SFR1 Class E1 | Subordinated Series 2022-SFR1 Class E1 | Subordinated Series 2022-SFR1 Class E1 |
| 02/17/2039 | &nbsp;&nbsp; 3.550% | 7036000 | &nbsp;&nbsp; 6840771 |
| Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  |
| Subordinated Series 2021-SFR7 Class E1 | Subordinated Series 2021-SFR7 Class E1 | Subordinated Series 2021-SFR7 Class E1 | Subordinated Series 2021-SFR7 Class E1 |
| 08/17/2040 | &nbsp;&nbsp; 2.591% | 2500000 | &nbsp;&nbsp; 2340556 |
| Subordinated Series 2021-SFR8 Class F | Subordinated Series 2021-SFR8 Class F | Subordinated Series 2021-SFR8 Class F | Subordinated Series 2021-SFR8 Class F |
| 10/17/2038 | &nbsp;&nbsp; 3.181% | 1000000 | &nbsp;&nbsp; 978960 |
| Subordinated Series 2021-SFR9 Class E2 | Subordinated Series 2021-SFR9 Class E2 | Subordinated Series 2021-SFR9 Class E2 | Subordinated Series 2021-SFR9 Class E2 |
| 11/17/2040 | &nbsp;&nbsp; 3.010% | 2899000 | &nbsp;&nbsp; 2704164 |
| Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F | Subordinated Series 2022-SFR3 Class F |
| 04/17/2039 | &nbsp;&nbsp; 6.600% | 5560000 | &nbsp;&nbsp; 5578849 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |
| Subordinated Series 2022-SFR2 Class E1 | Subordinated Series 2022-SFR2 Class E1 | Subordinated Series 2022-SFR2 Class E1 | Subordinated Series 2022-SFR2 Class E1 |
| 04/17/2027 | &nbsp;&nbsp; 4.550% | 3100000 | &nbsp;&nbsp; 3052094 |
| Starwood Waypoint Homes Trust<sup>(g)</sup>  | Starwood Waypoint Homes Trust<sup>(g)</sup>  | Starwood Waypoint Homes Trust<sup>(g)</sup>  | Starwood Waypoint Homes Trust<sup>(g)</sup>  |
| Series 2019-STL Class A | Series 2019-STL Class A | Series 2019-STL Class A | Series 2019-STL Class A |
| 10/11/2026 | &nbsp;&nbsp; 7.250% | 1771902 | &nbsp;&nbsp; 1745678 |
| SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-DATA Class A | Series 2025-DATA Class A | Series 2025-DATA Class A | Series 2025-DATA Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.443% <br>Floor 1.443% <br>03/15/2042<br>| &nbsp;&nbsp; 5.806% | 1515000 | &nbsp;&nbsp; 1506249 |
| Wachovia Bank Commercial Mortgage Trust<sup>(a),(c),(d)</sup>  | Wachovia Bank Commercial Mortgage Trust<sup>(a),(c),(d)</sup>  | Wachovia Bank Commercial Mortgage Trust<sup>(a),(c),(d)</sup>  | Wachovia Bank Commercial Mortgage Trust<sup>(a),(c),(d)</sup>  |
| CMO Series 2004-C12 Class | CMO Series 2004-C12 Class | CMO Series 2004-C12 Class | CMO Series 2004-C12 Class |
| 07/15/2041 | &nbsp;&nbsp; 0.888% | 109498 | &nbsp;&nbsp; 192 |
| CMO Series 2006-C24 Class XC | CMO Series 2006-C24 Class XC | CMO Series 2006-C24 Class XC | CMO Series 2006-C24 Class XC |
| 03/15/2045 | &nbsp;&nbsp; 0.000% | 22539 | &nbsp;&nbsp; 0 |
| Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2021-SAVE Class A | Series 2021-SAVE Class A | Series 2021-SAVE Class A | Series 2021-SAVE Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.364% <br>Floor 1.150% <br>02/15/2040<br>| &nbsp;&nbsp; 5.415% | 681742 | &nbsp;&nbsp; 680037 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |
| Series 2025-C64 Class A5 | Series 2025-C64 Class A5 | Series 2025-C64 Class A5 | Series 2025-C64 Class A5 |
| 02/15/2058 | &nbsp;&nbsp; 5.645% | 380000 | &nbsp;&nbsp; 401848 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $142,925,675) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $142,925,675) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $142,925,675) | &nbsp;&nbsp; **146585077** |
| **Convertible Bonds 0.1%** | **Convertible Bonds 0.1%** | **Convertible Bonds 0.1%** | **Convertible Bonds 0.1%** |
| **Banking 0.1%** | **Banking 0.1%** | **Banking 0.1%** | **Banking 0.1%** |
| Banco Santander SA<sup>(e),(j)</sup>  | Banco Santander SA<sup>(e),(j)</sup>  | Banco Santander SA<sup>(e),(j)</sup>  | Banco Santander SA<sup>(e),(j)</sup>  |
|  | &nbsp;&nbsp; 9.625% | 1000000 | &nbsp;&nbsp; 1116185 |
| BNP Paribas SA<sup>(a),(e),(j)</sup>  | BNP Paribas SA<sup>(a),(e),(j)</sup>  | BNP Paribas SA<sup>(a),(e),(j)</sup>  | BNP Paribas SA<sup>(a),(e),(j)</sup>  |
|  | &nbsp;&nbsp; 7.375% | 270000 | &nbsp;&nbsp; 282233 |
| NatWest Group PLC<sup>(e),(j)</sup>  | NatWest Group PLC<sup>(e),(j)</sup>  | NatWest Group PLC<sup>(e),(j)</sup>  | NatWest Group PLC<sup>(e),(j)</sup>  |
|  | &nbsp;&nbsp; 8.125% | 340000 | &nbsp;&nbsp; 381978 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Convertible Bonds (continued)** | **Convertible Bonds (continued)** | **Convertible Bonds (continued)** | **Convertible Bonds (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| UBS Group AG<sup>(a),(e),(j)</sup>  | UBS Group AG<sup>(a),(e),(j)</sup>  | UBS Group AG<sup>(a),(e),(j)</sup>  | UBS Group AG<sup>(a),(e),(j)</sup>  |
|  | &nbsp;&nbsp; 9.250% | 320000 | &nbsp;&nbsp; 381281 |
|  | &nbsp;&nbsp; 9.250% | 315000 | &nbsp;&nbsp; 346668 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2508345** |
| &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $2,352,980) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $2,352,980) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $2,352,980) | &nbsp;&nbsp; **2508345** |
| **Corporate Bonds & Notes 27.8%** | **Corporate Bonds & Notes 27.8%** | **Corporate Bonds & Notes 27.8%** | **Corporate Bonds & Notes 27.8%** |
| **Aerospace & Defense 0.5%** | **Aerospace & Defense 0.5%** | **Aerospace & Defense 0.5%** | **Aerospace & Defense 0.5%** |
| Allegheny Technologies, Inc. | Allegheny Technologies, Inc. | Allegheny Technologies, Inc. | Allegheny Technologies, Inc. |
| 12/01/2027 | &nbsp;&nbsp; 5.875% | 480000 | &nbsp;&nbsp; 480851 |
| BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  | BAE Systems PLC<sup>(a)</sup>  |
| 02/15/2031 | &nbsp;&nbsp; 1.900% | 217000 | &nbsp;&nbsp; 190879 |
| Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) |
| 03/01/2028 | &nbsp;&nbsp; 3.250% | 190000 | &nbsp;&nbsp; 185457 |
| 05/01/2029 | &nbsp;&nbsp; 6.298% | 425000 | &nbsp;&nbsp; 451159 |
| 05/01/2031 | &nbsp;&nbsp; 6.388% | 242000 | &nbsp;&nbsp; 263451 |
| 05/01/2050 | &nbsp;&nbsp; 5.805% | 1383000 | &nbsp;&nbsp; 1381804 |
| 05/01/2054 | &nbsp;&nbsp; 6.858% | 826000 | &nbsp;&nbsp; 942285 |
| 05/01/2060 | &nbsp;&nbsp; 5.930% | 662000 | &nbsp;&nbsp; 662835 |
| Bombardier, Inc.<sup>(a)</sup>  | Bombardier, Inc.<sup>(a)</sup>  | Bombardier, Inc.<sup>(a)</sup>  | Bombardier, Inc.<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 6.000% | 580000 | &nbsp;&nbsp; 581271 |
| Embraer Netherlands Finance BV | Embraer Netherlands Finance BV | Embraer Netherlands Finance BV | Embraer Netherlands Finance BV |
| 02/11/2035 | &nbsp;&nbsp; 5.980% | 2067000 | &nbsp;&nbsp; 2190009 |
| Embraer Netherlands Finance BV<sup>(k)</sup>  | Embraer Netherlands Finance BV<sup>(k)</sup>  | Embraer Netherlands Finance BV<sup>(k)</sup>  | Embraer Netherlands Finance BV<sup>(k)</sup>  |
| 01/09/2038 | &nbsp;&nbsp; 5.400% | 1207000 | &nbsp;&nbsp; 1201540 |
| General Electric Co. | General Electric Co. | General Electric Co. | General Electric Co. |
| 07/29/2030 | &nbsp;&nbsp; 4.300% | 2399000 | &nbsp;&nbsp; 2413537 |
| 01/29/2036 | &nbsp;&nbsp; 4.900% | 2180000 | &nbsp;&nbsp; 2209403 |
| Howmet Aerospace, Inc. | Howmet Aerospace, Inc. | Howmet Aerospace, Inc. | Howmet Aerospace, Inc. |
| 10/15/2031 | &nbsp;&nbsp; 4.850% | 1061000 | &nbsp;&nbsp; 1088721 |
| Northrop Grumman Corp. | Northrop Grumman Corp. | Northrop Grumman Corp. | Northrop Grumman Corp. |
| 07/15/2030 | &nbsp;&nbsp; 4.650% | 1137000 | &nbsp;&nbsp; 1156740 |
| 07/15/2035 | &nbsp;&nbsp; 5.250% | 1055000 | &nbsp;&nbsp; 1091232 |
| RTX Corp. | RTX Corp. | RTX Corp. | RTX Corp. |
| 03/15/2054 | &nbsp;&nbsp; 6.400% | 504000 | &nbsp;&nbsp; 563709 |
| TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 6.625% | 900000 | &nbsp;&nbsp; 927168 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **17982051** |
| **Agencies 0.0%** | **Agencies 0.0%** | **Agencies 0.0%** | **Agencies 0.0%** |
| Crowley Conro LLC | Crowley Conro LLC | Crowley Conro LLC | Crowley Conro LLC |
| 08/15/2043 | &nbsp;&nbsp; 4.181% | 543612 | &nbsp;&nbsp; 505631 |
| **Airlines 0.4%** | **Airlines 0.4%** | **Airlines 0.4%** | **Airlines 0.4%** |
| Air Canada Pass-Through Trust<sup>(a)</sup>  | Air Canada Pass-Through Trust<sup>(a)</sup>  | Air Canada Pass-Through Trust<sup>(a)</sup>  | Air Canada Pass-Through Trust<sup>(a)</sup>  |
| Series 2017-1 Class A | Series 2017-1 Class A | Series 2017-1 Class A | Series 2017-1 Class A |
| 01/15/2030 | &nbsp;&nbsp; 3.550% | 233542 | &nbsp;&nbsp; 219533 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Series 2017-1 Class AA | Series 2017-1 Class AA | Series 2017-1 Class AA | Series 2017-1 Class AA |
| 01/15/2030 | &nbsp;&nbsp; 3.300% | 167458 | &nbsp;&nbsp; 158265 |
| American Airlines Pass-Through Trust | American Airlines Pass-Through Trust | American Airlines Pass-Through Trust | American Airlines Pass-Through Trust |
| Series 2016-3 Class AA | Series 2016-3 Class AA | Series 2016-3 Class AA | Series 2016-3 Class AA |
| 10/15/2028 | &nbsp;&nbsp; 3.000% | 753248 | &nbsp;&nbsp; 724185 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  |
| 04/20/2026 | &nbsp;&nbsp; 5.500% | 358750 | &nbsp;&nbsp; 358929 |
| 04/20/2029 | &nbsp;&nbsp; 5.750% | 1100000 | &nbsp;&nbsp; 1104410 |
| British Airways Pass-Through Trust<sup>(a)</sup>  | British Airways Pass-Through Trust<sup>(a)</sup>  | British Airways Pass-Through Trust<sup>(a)</sup>  | British Airways Pass-Through Trust<sup>(a)</sup>  |
| Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A |
| 09/20/2031 | &nbsp;&nbsp; 4.125% | 266930 | &nbsp;&nbsp; 257355 |
| Series 2018-1 Class AA | Series 2018-1 Class AA | Series 2018-1 Class AA | Series 2018-1 Class AA |
| 09/20/2031 | &nbsp;&nbsp; 3.800% | 170477 | &nbsp;&nbsp; 166906 |
| Series 2019-1 Class AA | Series 2019-1 Class AA | Series 2019-1 Class AA | Series 2019-1 Class AA |
| 06/15/2034 | &nbsp;&nbsp; 3.300% | 308029 | &nbsp;&nbsp; 289200 |
| Delta Air Lines, Inc. | Delta Air Lines, Inc. | Delta Air Lines, Inc. | Delta Air Lines, Inc. |
| 07/10/2028 | &nbsp;&nbsp; 4.950% | 3187000 | &nbsp;&nbsp; 3225502 |
| 07/10/2030 | &nbsp;&nbsp; 5.250% | 3585000 | &nbsp;&nbsp; 3659348 |
| Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  | Delta Air Lines, Inc./SkyMiles IP Ltd.<sup>(a)</sup>  |
| 10/20/2028 | &nbsp;&nbsp; 4.750% | 2580000 | &nbsp;&nbsp; 2594539 |
| JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  |
| 09/20/2031 | &nbsp;&nbsp; 9.875% | 490000 | &nbsp;&nbsp; 497293 |
| United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust | United Airlines Pass-Through Trust |
| Series 2016-2 Class A | Series 2016-2 Class A | Series 2016-2 Class A | Series 2016-2 Class A |
| 04/07/2030 | &nbsp;&nbsp; 3.100% | 661664 | &nbsp;&nbsp; 623262 |
| United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  |
| 04/15/2026 | &nbsp;&nbsp; 4.375% | 535000 | &nbsp;&nbsp; 534070 |
| United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust | United Airlines, Inc. Pass-Through Trust |
| Series 2016-1 Class AA | Series 2016-1 Class AA | Series 2016-1 Class AA | Series 2016-1 Class AA |
| 07/07/2028 | &nbsp;&nbsp; 3.100% | 307428 | &nbsp;&nbsp; 297051 |
| Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A | Series 2018-1 Class A |
| 03/01/2030 | &nbsp;&nbsp; 3.700% | 820401 | &nbsp;&nbsp; 769457 |
| Series 2018-1 Class AA | Series 2018-1 Class AA | Series 2018-1 Class AA | Series 2018-1 Class AA |
| 03/01/2030 | &nbsp;&nbsp; 3.500% | 259588 | &nbsp;&nbsp; 249729 |
| Series 2019-1 Class A | Series 2019-1 Class A | Series 2019-1 Class A | Series 2019-1 Class A |
| 08/25/2031 | &nbsp;&nbsp; 4.550% | 457697 | &nbsp;&nbsp; 438051 |
| Series 2019-1 Class AA | Series 2019-1 Class AA | Series 2019-1 Class AA | Series 2019-1 Class AA |
| 08/25/2031 | &nbsp;&nbsp; 4.150% | 485361 | &nbsp;&nbsp; 471123 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **16638208** |
| **Apartment REIT 0.3%** | **Apartment REIT 0.3%** | **Apartment REIT 0.3%** | **Apartment REIT 0.3%** |
| American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP | American Homes 4 Rent LP |
| 06/15/2030 | &nbsp;&nbsp; 4.950% | 1030000 | &nbsp;&nbsp; 1048414 |
| 04/15/2032 | &nbsp;&nbsp; 3.625% | 1349000 | &nbsp;&nbsp; 1263649 |
| 07/15/2034 | &nbsp;&nbsp; 5.500% | 549000 | &nbsp;&nbsp; 565186 |
| 04/15/2052 | &nbsp;&nbsp; 4.300% | 605000 | &nbsp;&nbsp; 484925 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Essex Portfolio LP | Essex Portfolio LP | Essex Portfolio LP | Essex Portfolio LP |
| 01/15/2031 | &nbsp;&nbsp; 1.650% | 180000 | &nbsp;&nbsp; 155464 |
| 06/15/2031 | &nbsp;&nbsp; 2.550% | 696000 | &nbsp;&nbsp; 623871 |
| 04/01/2034 | &nbsp;&nbsp; 5.500% | 1173000 | &nbsp;&nbsp; 1219249 |
| Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP | Invitation Homes Operating Partnership LP |
| 08/15/2031 | &nbsp;&nbsp; 2.000% | 234000 | &nbsp;&nbsp; 202404 |
| 04/15/2032 | &nbsp;&nbsp; 4.150% | 1343000 | &nbsp;&nbsp; 1298542 |
| 01/15/2033 | &nbsp;&nbsp; 4.950% | 1360000 | &nbsp;&nbsp; 1367110 |
| 02/01/2035 | &nbsp;&nbsp; 4.875% | 1192000 | &nbsp;&nbsp; 1177057 |
| UDR, Inc. | UDR, Inc. | UDR, Inc. | UDR, Inc. |
| 09/01/2026 | &nbsp;&nbsp; 2.950% | 212000 | &nbsp;&nbsp; 209760 |
| 09/01/2034 | &nbsp;&nbsp; 5.125% | 280000 | &nbsp;&nbsp; 283571 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **9899202** |
| **Automotive 0.5%** | **Automotive 0.5%** | **Automotive 0.5%** | **Automotive 0.5%** |
| Adient Global Holdings Ltd.<sup>(a)</sup>  | Adient Global Holdings Ltd.<sup>(a)</sup>  | Adient Global Holdings Ltd.<sup>(a)</sup>  | Adient Global Holdings Ltd.<sup>(a)</sup>  |
| 04/15/2028 | &nbsp;&nbsp; 7.000% | 500000 | &nbsp;&nbsp; 512626 |
| Allison Transmission, Inc.<sup>(a)</sup>  | Allison Transmission, Inc.<sup>(a)</sup>  | Allison Transmission, Inc.<sup>(a)</sup>  | Allison Transmission, Inc.<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 5.875% | 515000 | &nbsp;&nbsp; 519617 |
| American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. | American Axle & Manufacturing, Inc. |
| 04/01/2027 | &nbsp;&nbsp; 6.500% | 693000 | &nbsp;&nbsp; 693276 |
| BMW US Capital LLC<sup>(a)</sup>  | BMW US Capital LLC<sup>(a)</sup>  | BMW US Capital LLC<sup>(a)</sup>  | BMW US Capital LLC<sup>(a)</sup>  |
| 08/11/2035 | &nbsp;&nbsp; 5.200% | 1368000 | &nbsp;&nbsp; 1383058 |
| Dana, Inc. | Dana, Inc. | Dana, Inc. | Dana, Inc. |
| 06/15/2028 | &nbsp;&nbsp; 5.625% | 250000 | &nbsp;&nbsp; 249970 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| 02/10/2029 | &nbsp;&nbsp; 2.900% | 5076000 | &nbsp;&nbsp; 4702684 |
| 05/03/2029 | &nbsp;&nbsp; 5.113% | 363000 | &nbsp;&nbsp; 360453 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |
| 06/10/2031 | &nbsp;&nbsp; 2.700% | 2986000 | &nbsp;&nbsp; 2667684 |
| 04/04/2034 | &nbsp;&nbsp; 5.950% | 438000 | &nbsp;&nbsp; 455237 |
| Goodyear Tire & Rubber Co. (The) | Goodyear Tire & Rubber Co. (The) | Goodyear Tire & Rubber Co. (The) | Goodyear Tire & Rubber Co. (The) |
| 07/15/2031 | &nbsp;&nbsp; 5.250% | 450000 | &nbsp;&nbsp; 423321 |
| Hyundai Capital America<sup>(a)</sup>  | Hyundai Capital America<sup>(a)</sup>  | Hyundai Capital America<sup>(a)</sup>  | Hyundai Capital America<sup>(a)</sup>  |
| 01/08/2026 | &nbsp;&nbsp; 1.300% | 239000 | &nbsp;&nbsp; 236996 |
| 01/10/2028 | &nbsp;&nbsp; 1.800% | 196000 | &nbsp;&nbsp; 185550 |
| 03/27/2030 | &nbsp;&nbsp; 5.150% | 1172000 | &nbsp;&nbsp; 1195647 |
| 09/18/2030 | &nbsp;&nbsp; 4.500% | 1030000 | &nbsp;&nbsp; 1025026 |
| Toyota Motor Credit Corp. | Toyota Motor Credit Corp. | Toyota Motor Credit Corp. | Toyota Motor Credit Corp. |
| 09/03/2032 | &nbsp;&nbsp; 4.650% | 2400000 | &nbsp;&nbsp; 2418516 |
| Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  | Volkswagen Group of America Finance LLC<sup>(a)</sup>  |
| 03/27/2028 | &nbsp;&nbsp; 5.050% | 721000 | &nbsp;&nbsp; 730798 |
| 11/13/2028 | &nbsp;&nbsp; 4.750% | 710000 | &nbsp;&nbsp; 714617 |
| 03/27/2030 | &nbsp;&nbsp; 5.350% | 1132000 | &nbsp;&nbsp; 1161017 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **19636093** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Banking 8.5%** | **Banking 8.5%** | **Banking 8.5%** | **Banking 8.5%** |
| ABN AMRO Bank NV<sup>(a),(e)</sup>  | ABN AMRO Bank NV<sup>(a),(e)</sup>  | ABN AMRO Bank NV<sup>(a),(e)</sup>  | ABN AMRO Bank NV<sup>(a),(e)</sup>  |
| 10/13/2026 | &nbsp;&nbsp; 6.575% | 300000 | &nbsp;&nbsp; 300215 |
| 12/03/2028 | &nbsp;&nbsp; 4.988% | 700000 | &nbsp;&nbsp; 710940 |
| 12/13/2029 | &nbsp;&nbsp; 2.470% | 500000 | &nbsp;&nbsp; 473095 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/13/2037 | &nbsp;&nbsp; 3.324% | 800000 | &nbsp;&nbsp; 722755 |
| AIB Group PLC<sup>(a),(e)</sup>  | AIB Group PLC<sup>(a),(e)</sup>  | AIB Group PLC<sup>(a),(e)</sup>  | AIB Group PLC<sup>(a),(e)</sup>  |
| 09/13/2029 | &nbsp;&nbsp; 6.608% | 265000 | &nbsp;&nbsp; 281365 |
| 05/15/2031 | &nbsp;&nbsp; 5.320% | 200000 | &nbsp;&nbsp; 205885 |
| American Express Co.<sup>(e)</sup>  | American Express Co.<sup>(e)</sup>  | American Express Co.<sup>(e)</sup>  | American Express Co.<sup>(e)</sup>  |
| 04/25/2029 | &nbsp;&nbsp; 4.731% | 2583000 | &nbsp;&nbsp; 2622595 |
| 07/20/2029 | &nbsp;&nbsp; 4.351% | 3196000 | &nbsp;&nbsp; 3213201 |
| 01/30/2031 | &nbsp;&nbsp; 5.085% | 1083000 | &nbsp;&nbsp; 1115906 |
| 04/25/2031 | &nbsp;&nbsp; 5.016% | 3719000 | &nbsp;&nbsp; 3825390 |
| 07/20/2033 | &nbsp;&nbsp; 4.918% | 2656000 | &nbsp;&nbsp; 2701307 |
| 01/30/2036 | &nbsp;&nbsp; 5.442% | 1417000 | &nbsp;&nbsp; 1471823 |
| 04/25/2036 | &nbsp;&nbsp; 5.667% | 1318000 | &nbsp;&nbsp; 1396101 |
| ANZ New Zealand International Ltd.<sup>(a)</sup>  | ANZ New Zealand International Ltd.<sup>(a)</sup>  | ANZ New Zealand International Ltd.<sup>(a)</sup>  | ANZ New Zealand International Ltd.<sup>(a)</sup>  |
| 02/13/2030 | &nbsp;&nbsp; 2.550% | 298000 | &nbsp;&nbsp; 277672 |
| Banco Bilbao Vizcaya Argentaria SA | Banco Bilbao Vizcaya Argentaria SA | Banco Bilbao Vizcaya Argentaria SA | Banco Bilbao Vizcaya Argentaria SA |
| 03/13/2029 | &nbsp;&nbsp; 5.381% | 1600000 | &nbsp;&nbsp; 1653607 |
| Banco Santander SA<sup>(e)</sup>  | Banco Santander SA<sup>(e)</sup>  | Banco Santander SA<sup>(e)</sup>  | Banco Santander SA<sup>(e)</sup>  |
| 09/14/2027 | &nbsp;&nbsp; 1.722% | 200000 | &nbsp;&nbsp; 195154 |
| Banco Santander SA | Banco Santander SA | Banco Santander SA | Banco Santander SA |
| 08/08/2028 | &nbsp;&nbsp; 5.588% | 2400000 | &nbsp;&nbsp; 2493342 |
| 07/15/2031 | &nbsp;&nbsp; 5.439% | 200000 | &nbsp;&nbsp; 209970 |
| Bank of America Corp.<sup>(e),(j)</sup>  | Bank of America Corp.<sup>(e),(j)</sup>  | Bank of America Corp.<sup>(e),(j)</sup>  | Bank of America Corp.<sup>(e),(j)</sup>  |
|  | &nbsp;&nbsp; 6.250% | 645000 | &nbsp;&nbsp; 653386 |
| Bank of America Corp.<sup>(e)</sup>  | Bank of America Corp.<sup>(e)</sup>  | Bank of America Corp.<sup>(e)</sup>  | Bank of America Corp.<sup>(e)</sup>  |
| 07/22/2027 | &nbsp;&nbsp; 1.734% | 4975000 | &nbsp;&nbsp; 4875970 |
| 04/24/2028 | &nbsp;&nbsp; 3.705% | 365000 | &nbsp;&nbsp; 362576 |
| 12/20/2028 | &nbsp;&nbsp; 3.419% | 210000 | &nbsp;&nbsp; 206684 |
| 09/15/2029 | &nbsp;&nbsp; 5.819% | 688000 | &nbsp;&nbsp; 719326 |
| 01/24/2031 | &nbsp;&nbsp; 5.162% | 1088000 | &nbsp;&nbsp; 1122936 |
| 02/13/2031 | &nbsp;&nbsp; 2.496% | 2580000 | &nbsp;&nbsp; 2387414 |
| 07/23/2031 | &nbsp;&nbsp; 1.898% | 431000 | &nbsp;&nbsp; 384756 |
| 10/24/2031 | &nbsp;&nbsp; 1.922% | 690000 | &nbsp;&nbsp; 612542 |
| 02/04/2033 | &nbsp;&nbsp; 2.972% | 1280000 | &nbsp;&nbsp; 1165502 |
| 04/27/2033 | &nbsp;&nbsp; 4.571% | 911000 | &nbsp;&nbsp; 909164 |
| 01/23/2035 | &nbsp;&nbsp; 5.468% | 547000 | &nbsp;&nbsp; 571490 |
| 01/24/2036 | &nbsp;&nbsp; 5.511% | 341000 | &nbsp;&nbsp; 356373 |
| 06/19/2041 | &nbsp;&nbsp; 2.676% | 2902000 | &nbsp;&nbsp; 2138721 |
| 12/31/2079 | &nbsp;&nbsp; 6.625% | 682000 | &nbsp;&nbsp; 710755 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 08/15/2035 | &nbsp;&nbsp; 5.425% | 701000 | &nbsp;&nbsp; 715478 |
| 03/08/2037 | &nbsp;&nbsp; 3.846% | 1091000 | &nbsp;&nbsp; 1019748 |
| Bank of Ireland Group PLC<sup>(a),(e)</sup>  | Bank of Ireland Group PLC<sup>(a),(e)</sup>  | Bank of Ireland Group PLC<sup>(a),(e)</sup>  | Bank of Ireland Group PLC<sup>(a),(e)</sup>  |
| 03/20/2030 | &nbsp;&nbsp; 5.601% | 350000 | &nbsp;&nbsp; 362851 |
| Bank of Montreal | Bank of Montreal | Bank of Montreal | Bank of Montreal |
| 06/04/2031 | &nbsp;&nbsp; 5.511% | 263000 | &nbsp;&nbsp; 276995 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Bank of New York Mellon Corp. (The)<sup>(e)</sup>  | Bank of New York Mellon Corp. (The)<sup>(e)</sup>  | Bank of New York Mellon Corp. (The)<sup>(e)</sup>  | Bank of New York Mellon Corp. (The)<sup>(e)</sup>  |
| 10/25/2029 | &nbsp;&nbsp; 6.317% | 202000 | &nbsp;&nbsp; 214949 |
| 02/11/2031 | &nbsp;&nbsp; 4.942% | 2252000 | &nbsp;&nbsp; 2313672 |
| Bank of Nova Scotia (The)<sup>(e)</sup>  | Bank of Nova Scotia (The)<sup>(e)</sup>  | Bank of Nova Scotia (The)<sup>(e)</sup>  | Bank of Nova Scotia (The)<sup>(e)</sup>  |
| 11/10/2032 | &nbsp;&nbsp; 4.740% | 473000 | &nbsp;&nbsp; 478180 |
| Banque Federative du Credit Mutuel SA<sup>(a)</sup>  | Banque Federative du Credit Mutuel SA<sup>(a)</sup>  | Banque Federative du Credit Mutuel SA<sup>(a)</sup>  | Banque Federative du Credit Mutuel SA<sup>(a)</sup>  |
| 10/04/2026 | &nbsp;&nbsp; 1.604% | 545000 | &nbsp;&nbsp; 531289 |
| 07/13/2028 | &nbsp;&nbsp; 5.790% | 737000 | &nbsp;&nbsp; 767027 |
| Barclays PLC<sup>(e)</sup>  | Barclays PLC<sup>(e)</sup>  | Barclays PLC<sup>(e)</sup>  | Barclays PLC<sup>(e)</sup>  |
| 11/11/2029 | &nbsp;&nbsp; 4.470% | 2706000 | &nbsp;&nbsp; 2710651 |
| 09/10/2030 | &nbsp;&nbsp; 4.942% | 929000 | &nbsp;&nbsp; 942786 |
| 11/02/2033 | &nbsp;&nbsp; 7.437% | 1195000 | &nbsp;&nbsp; 1371274 |
| 02/25/2036 | &nbsp;&nbsp; 5.785% | 1572000 | &nbsp;&nbsp; 1639855 |
| BNP Paribas SA<sup>(a),(e)</sup>  | BNP Paribas SA<sup>(a),(e)</sup>  | BNP Paribas SA<sup>(a),(e)</sup>  | BNP Paribas SA<sup>(a),(e)</sup>  |
| 01/09/2030 | &nbsp;&nbsp; 5.176% | 1320000 | &nbsp;&nbsp; 1353177 |
| 01/13/2033 | &nbsp;&nbsp; 5.786% | 708000 | &nbsp;&nbsp; 742341 |
| 01/20/2033 | &nbsp;&nbsp; 3.132% | 341000 | &nbsp;&nbsp; 310320 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 11/19/2035 | &nbsp;&nbsp; 5.906% | 1530000 | &nbsp;&nbsp; 1587348 |
| BPCE SA<sup>(a)</sup>  | BPCE SA<sup>(a)</sup>  | BPCE SA<sup>(a)</sup>  | BPCE SA<sup>(a)</sup>  |
| 07/19/2027 | &nbsp;&nbsp; 4.750% | 250000 | &nbsp;&nbsp; 252552 |
| 01/18/2028 | &nbsp;&nbsp; 5.125% | 1622000 | &nbsp;&nbsp; 1653417 |
| BPCE SA<sup>(a),(e)</sup>  | BPCE SA<sup>(a),(e)</sup>  | BPCE SA<sup>(a),(e)</sup>  | BPCE SA<sup>(a),(e)</sup>  |
| 10/19/2027 | &nbsp;&nbsp; 6.612% | 630000 | &nbsp;&nbsp; 644142 |
| 10/19/2029 | &nbsp;&nbsp; 6.714% | 804000 | &nbsp;&nbsp; 853891 |
| 05/28/2031 | &nbsp;&nbsp; 5.389% | 903000 | &nbsp;&nbsp; 925996 |
| 01/20/2032 | &nbsp;&nbsp; 2.277% | 605000 | &nbsp;&nbsp; 533392 |
| 10/19/2034 | &nbsp;&nbsp; 7.003% | 1044000 | &nbsp;&nbsp; 1163801 |
| 05/30/2035 | &nbsp;&nbsp; 5.936% | 330000 | &nbsp;&nbsp; 346039 |
| 01/14/2036 | &nbsp;&nbsp; 6.293% | 280000 | &nbsp;&nbsp; 299777 |
| 05/28/2036 | &nbsp;&nbsp; 6.027% | 1329000 | &nbsp;&nbsp; 1399332 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 10/19/2032 | &nbsp;&nbsp; 3.116% | 900000 | &nbsp;&nbsp; 799287 |
| CaixaBank SA<sup>(a),(e)</sup>  | CaixaBank SA<sup>(a),(e)</sup>  | CaixaBank SA<sup>(a),(e)</sup>  | CaixaBank SA<sup>(a),(e)</sup>  |
| 09/13/2027 | &nbsp;&nbsp; 6.684% | 330000 | &nbsp;&nbsp; 337189 |
| 07/03/2029 | &nbsp;&nbsp; 4.634% | 2600000 | &nbsp;&nbsp; 2617369 |
| 07/03/2031 | &nbsp;&nbsp; 4.885% | 2600000 | &nbsp;&nbsp; 2627767 |
| 07/03/2036 | &nbsp;&nbsp; 5.581% | 1766000 | &nbsp;&nbsp; 1808511 |
| Canadian Imperial Bank of Commerce<sup>(e)</sup>  | Canadian Imperial Bank of Commerce<sup>(e)</sup>  | Canadian Imperial Bank of Commerce<sup>(e)</sup>  | Canadian Imperial Bank of Commerce<sup>(e)</sup>  |
| 09/08/2028 | &nbsp;&nbsp; 4.243% | 2412000 | &nbsp;&nbsp; 2416416 |
| 09/11/2030 | &nbsp;&nbsp; 4.631% | 295000 | &nbsp;&nbsp; 298433 |
| 09/08/2031 | &nbsp;&nbsp; 4.580% | 2583000 | &nbsp;&nbsp; 2592510 |
| Capital One Financial Corp.<sup>(e)</sup>  | Capital One Financial Corp.<sup>(e)</sup>  | Capital One Financial Corp.<sup>(e)</sup>  | Capital One Financial Corp.<sup>(e)</sup>  |
| 11/02/2027 | &nbsp;&nbsp; 1.878% | 254000 | &nbsp;&nbsp; 247523 |
| 02/01/2035 | &nbsp;&nbsp; 6.051% | 3065000 | &nbsp;&nbsp; 3250162 |
| Citibank NA | Citibank NA | Citibank NA | Citibank NA |
| 08/06/2029 | &nbsp;&nbsp; 4.838% | 335000 | &nbsp;&nbsp; 343071 |
| Citigroup, Inc.<sup>(e),(j)</sup>  | Citigroup, Inc.<sup>(e),(j)</sup>  | Citigroup, Inc.<sup>(e),(j)</sup>  | Citigroup, Inc.<sup>(e),(j)</sup>  |
|  | &nbsp;&nbsp; 6.750% | 957000 | &nbsp;&nbsp; 972145 |
|  | &nbsp;&nbsp; 6.950% | 532000 | &nbsp;&nbsp; 546564 |
|  | &nbsp;&nbsp; 7.125% | 1425000 | &nbsp;&nbsp; 1472839 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Citigroup, Inc.<sup>(e)</sup>  | Citigroup, Inc.<sup>(e)</sup>  | Citigroup, Inc.<sup>(e)</sup>  | Citigroup, Inc.<sup>(e)</sup>  |
| 07/24/2028 | &nbsp;&nbsp; 3.668% | 448000 | &nbsp;&nbsp; 443949 |
| 03/04/2029 | &nbsp;&nbsp; 4.786% | 2789000 | &nbsp;&nbsp; 2824717 |
| 02/13/2030 | &nbsp;&nbsp; 5.174% | 414000 | &nbsp;&nbsp; 424844 |
| 03/20/2030 | &nbsp;&nbsp; 3.980% | 745000 | &nbsp;&nbsp; 736075 |
| 09/19/2030 | &nbsp;&nbsp; 4.542% | 4645000 | &nbsp;&nbsp; 4666618 |
| 05/07/2031 | &nbsp;&nbsp; 4.952% | 2052000 | &nbsp;&nbsp; 2090404 |
| 09/11/2031 | &nbsp;&nbsp; 4.503% | 3138000 | &nbsp;&nbsp; 3139407 |
| 05/01/2032 | &nbsp;&nbsp; 2.561% | 1086000 | &nbsp;&nbsp; 978822 |
| 11/03/2032 | &nbsp;&nbsp; 2.520% | 1350000 | &nbsp;&nbsp; 1198487 |
| 01/25/2033 | &nbsp;&nbsp; 3.057% | 1014000 | &nbsp;&nbsp; 923715 |
| 11/17/2033 | &nbsp;&nbsp; 6.270% | 1235000 | &nbsp;&nbsp; 1347328 |
| 03/27/2036 | &nbsp;&nbsp; 5.333% | 2811000 | &nbsp;&nbsp; 2875016 |
| 09/11/2036 | &nbsp;&nbsp; 5.174% | 3052000 | &nbsp;&nbsp; 3082447 |
| 03/04/2056 | &nbsp;&nbsp; 5.612% | 1914000 | &nbsp;&nbsp; 1932666 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 02/13/2035 | &nbsp;&nbsp; 5.827% | 2307000 | &nbsp;&nbsp; 2394798 |
| 01/24/2036 | &nbsp;&nbsp; 6.020% | 2410000 | &nbsp;&nbsp; 2527111 |
| Commonwealth Bank of Australia<sup>(k)</sup>  | Commonwealth Bank of Australia<sup>(k)</sup>  | Commonwealth Bank of Australia<sup>(k)</sup>  | Commonwealth Bank of Australia<sup>(k)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 4.150% | 1526000 | &nbsp;&nbsp; 1525614 |
| Credit Agricole SA<sup>(a),(e)</sup>  | Credit Agricole SA<sup>(a),(e)</sup>  | Credit Agricole SA<sup>(a),(e)</sup>  | Credit Agricole SA<sup>(a),(e)</sup>  |
| 01/26/2027 | &nbsp;&nbsp; 1.247% | 1320000 | &nbsp;&nbsp; 1306101 |
| 09/11/2028 | &nbsp;&nbsp; 4.631% | 380000 | &nbsp;&nbsp; 382326 |
| 10/03/2029 | &nbsp;&nbsp; 6.316% | 970000 | &nbsp;&nbsp; 1022293 |
| 09/25/2033 | &nbsp;&nbsp; 4.818% | 2259000 | &nbsp;&nbsp; 2247414 |
| 01/09/2036 | &nbsp;&nbsp; 5.862% | 555000 | &nbsp;&nbsp; 584143 |
| Credit Suisse Group AG<sup>(a),(e)</sup>  | Credit Suisse Group AG<sup>(a),(e)</sup>  | Credit Suisse Group AG<sup>(a),(e)</sup>  | Credit Suisse Group AG<sup>(a),(e)</sup>  |
| 01/12/2029 | &nbsp;&nbsp; 3.869% | 250000 | &nbsp;&nbsp; 247877 |
| Danske Bank A/S<sup>(a),(e)</sup>  | Danske Bank A/S<sup>(a),(e)</sup>  | Danske Bank A/S<sup>(a),(e)</sup>  | Danske Bank A/S<sup>(a),(e)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 5.705% | 320000 | &nbsp;&nbsp; 332971 |
| 10/02/2030 | &nbsp;&nbsp; 4.613% | 524000 | &nbsp;&nbsp; 526551 |
| Deutsche Bank AG<sup>(e)</sup>  | Deutsche Bank AG<sup>(e)</sup>  | Deutsche Bank AG<sup>(e)</sup>  | Deutsche Bank AG<sup>(e)</sup>  |
| 07/13/2027 | &nbsp;&nbsp; 7.146% | 270000 | &nbsp;&nbsp; 275728 |
| 01/07/2028 | &nbsp;&nbsp; 2.552% | 250000 | &nbsp;&nbsp; 244507 |
| 02/08/2028 | &nbsp;&nbsp; 5.706% | 527000 | &nbsp;&nbsp; 536419 |
| 08/04/2031 | &nbsp;&nbsp; 4.950% | 1384000 | &nbsp;&nbsp; 1396398 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/07/2033 | &nbsp;&nbsp; 3.742% | 315000 | &nbsp;&nbsp; 290434 |
| 02/10/2034 | &nbsp;&nbsp; 7.079% | 645000 | &nbsp;&nbsp; 708810 |
| Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG | Deutsche Bank AG |
| 05/10/2029 | &nbsp;&nbsp; 5.414% | 290000 | &nbsp;&nbsp; 301811 |
| DNB Bank ASA<sup>(a),(e)</sup>  | DNB Bank ASA<sup>(a),(e)</sup>  | DNB Bank ASA<sup>(a),(e)</sup>  | DNB Bank ASA<sup>(a),(e)</sup>  |
| 11/05/2030 | &nbsp;&nbsp; 4.853% | 885000 | &nbsp;&nbsp; 902291 |
| Goldman Sachs Group, Inc. (The)<sup>(e),(j)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e),(j)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e),(j)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e),(j)</sup>  |
|  | &nbsp;&nbsp; 6.850% | 730000 | &nbsp;&nbsp; 759176 |
|  | &nbsp;&nbsp; 7.500% | 481000 | &nbsp;&nbsp; 508899 |
| Goldman Sachs Group, Inc. (The)<sup>(e)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(e)</sup>  |
| 03/09/2027 | &nbsp;&nbsp; 1.431% | 518000 | &nbsp;&nbsp; 511313 |
| 02/24/2028 | &nbsp;&nbsp; 2.640% | 1025000 | &nbsp;&nbsp; 1003557 |
| 03/15/2028 | &nbsp;&nbsp; 3.615% | 450000 | &nbsp;&nbsp; 446542 |
| 04/23/2029 | &nbsp;&nbsp; 3.814% | 430000 | &nbsp;&nbsp; 426242 |
| 10/24/2029 | &nbsp;&nbsp; 6.484% | 2207000 | &nbsp;&nbsp; 2348728 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 04/25/2030 | &nbsp;&nbsp; 5.727% | 264000 | &nbsp;&nbsp; 276185 |
| 07/23/2030 | &nbsp;&nbsp; 5.049% | 1231000 | &nbsp;&nbsp; 1262073 |
| 10/23/2030 | &nbsp;&nbsp; 4.692% | 2385000 | &nbsp;&nbsp; 2415799 |
| 01/28/2031 | &nbsp;&nbsp; 5.207% | 4012000 | &nbsp;&nbsp; 4140780 |
| 04/23/2031 | &nbsp;&nbsp; 5.218% | 4924000 | &nbsp;&nbsp; 5091745 |
| 04/22/2032 | &nbsp;&nbsp; 2.615% | 1648000 | &nbsp;&nbsp; 1493875 |
| 02/24/2033 | &nbsp;&nbsp; 3.102% | 2649000 | &nbsp;&nbsp; 2429848 |
| 07/23/2035 | &nbsp;&nbsp; 5.330% | 2700000 | &nbsp;&nbsp; 2779071 |
| 10/23/2035 | &nbsp;&nbsp; 5.016% | 962000 | &nbsp;&nbsp; 968520 |
| 01/28/2056 | &nbsp;&nbsp; 5.734% | 1122000 | &nbsp;&nbsp; 1163729 |
| Goldman Sachs Group, Inc. (The) | Goldman Sachs Group, Inc. (The) | Goldman Sachs Group, Inc. (The) | Goldman Sachs Group, Inc. (The) |
| 02/07/2030 | &nbsp;&nbsp; 2.600% | 321000 | &nbsp;&nbsp; 300675 |
| HSBC Holdings PLC<sup>(e)</sup>  | HSBC Holdings PLC<sup>(e)</sup>  | HSBC Holdings PLC<sup>(e)</sup>  | HSBC Holdings PLC<sup>(e)</sup>  |
| 08/11/2028 | &nbsp;&nbsp; 5.210% | 1217000 | &nbsp;&nbsp; 1237533 |
| 09/22/2028 | &nbsp;&nbsp; 2.013% | 1401000 | &nbsp;&nbsp; 1342247 |
| 05/22/2030 | &nbsp;&nbsp; 3.973% | 1394000 | &nbsp;&nbsp; 1373168 |
| 11/19/2030 | &nbsp;&nbsp; 5.286% | 1929000 | &nbsp;&nbsp; 1990643 |
| 08/18/2031 | &nbsp;&nbsp; 2.357% | 284000 | &nbsp;&nbsp; 257013 |
| 05/17/2032 | &nbsp;&nbsp; 5.733% | 896000 | &nbsp;&nbsp; 941930 |
| 05/24/2032 | &nbsp;&nbsp; 2.804% | 1032000 | &nbsp;&nbsp; 934867 |
| Huntington Bancshares, Inc.<sup>(e)</sup>  | Huntington Bancshares, Inc.<sup>(e)</sup>  | Huntington Bancshares, Inc.<sup>(e)</sup>  | Huntington Bancshares, Inc.<sup>(e)</sup>  |
| 02/02/2035 | &nbsp;&nbsp; 5.709% | 254000 | &nbsp;&nbsp; 264578 |
| Intesa Sanpaolo SpA<sup>(a)</sup>  | Intesa Sanpaolo SpA<sup>(a)</sup>  | Intesa Sanpaolo SpA<sup>(a)</sup>  | Intesa Sanpaolo SpA<sup>(a)</sup>  |
| 11/28/2033 | &nbsp;&nbsp; 7.200% | 1062000 | &nbsp;&nbsp; 1209577 |
| Intesa Sanpaolo SpA<sup>(a),(e)</sup>  | Intesa Sanpaolo SpA<sup>(a),(e)</sup>  | Intesa Sanpaolo SpA<sup>(a),(e)</sup>  | Intesa Sanpaolo SpA<sup>(a),(e)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 06/01/2042 | &nbsp;&nbsp; 4.950% | 1199000 | &nbsp;&nbsp; 1015881 |
| JPMorgan Chase & Co.<sup>(e)</sup>  | JPMorgan Chase & Co.<sup>(e)</sup>  | JPMorgan Chase & Co.<sup>(e)</sup>  | JPMorgan Chase & Co.<sup>(e)</sup>  |
| 04/22/2031 | &nbsp;&nbsp; 2.522% | 1219000 | &nbsp;&nbsp; 1130638 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 07/23/2036 | &nbsp;&nbsp; 5.576% | 1715000 | &nbsp;&nbsp; 1779278 |
| KeyCorp<sup>(e)</sup>  | KeyCorp<sup>(e)</sup>  | KeyCorp<sup>(e)</sup>  | KeyCorp<sup>(e)</sup>  |
| 04/04/2031 | &nbsp;&nbsp; 5.121% | 874000 | &nbsp;&nbsp; 897419 |
| 06/01/2033 | &nbsp;&nbsp; 4.789% | 488000 | &nbsp;&nbsp; 486518 |
| Lloyds Banking Group PLC<sup>(e)</sup>  | Lloyds Banking Group PLC<sup>(e)</sup>  | Lloyds Banking Group PLC<sup>(e)</sup>  | Lloyds Banking Group PLC<sup>(e)</sup>  |
| 05/11/2027 | &nbsp;&nbsp; 1.627% | 356000 | &nbsp;&nbsp; 350263 |
| 01/05/2028 | &nbsp;&nbsp; 5.462% | 205000 | &nbsp;&nbsp; 208103 |
| 01/05/2035 | &nbsp;&nbsp; 5.679% | 220000 | &nbsp;&nbsp; 230693 |
| Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC | Lloyds Banking Group PLC |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 12/10/2025 | &nbsp;&nbsp; 4.582% | 300000 | &nbsp;&nbsp; 299954 |
| M&T Bank Corp.<sup>(e)</sup>  | M&T Bank Corp.<sup>(e)</sup>  | M&T Bank Corp.<sup>(e)</sup>  | M&T Bank Corp.<sup>(e)</sup>  |
| 01/16/2036 | &nbsp;&nbsp; 5.385% | 419000 | &nbsp;&nbsp; 424822 |
| Macquarie Bank Ltd.<sup>(a),(e)</sup>  | Macquarie Bank Ltd.<sup>(a),(e)</sup>  | Macquarie Bank Ltd.<sup>(a),(e)</sup>  | Macquarie Bank Ltd.<sup>(a),(e)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/03/2036 | &nbsp;&nbsp; 3.052% | 280000 | &nbsp;&nbsp; 253115 |
| Macquarie Group Ltd.<sup>(a),(e)</sup>  | Macquarie Group Ltd.<sup>(a),(e)</sup>  | Macquarie Group Ltd.<sup>(a),(e)</sup>  | Macquarie Group Ltd.<sup>(a),(e)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 5.033% | 219000 | &nbsp;&nbsp; 223154 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. | Mitsubishi UFJ Financial Group, Inc. |
| 07/17/2030 | &nbsp;&nbsp; 2.048% | 349000 | &nbsp;&nbsp; 315136 |
| 07/18/2039 | &nbsp;&nbsp; 3.751% | 242000 | &nbsp;&nbsp; 212415 |
| Mitsubishi UFJ Financial Group, Inc.<sup>(e)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(e)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(e)</sup>  | Mitsubishi UFJ Financial Group, Inc.<sup>(e)</sup>  |
| 09/12/2031 | &nbsp;&nbsp; 4.527% | 2247000 | &nbsp;&nbsp; 2255922 |
| 09/12/2036 | &nbsp;&nbsp; 5.188% | 2261000 | &nbsp;&nbsp; 2297576 |
| Mizuho Financial Group, Inc.<sup>(e)</sup>  | Mizuho Financial Group, Inc.<sup>(e)</sup>  | Mizuho Financial Group, Inc.<sup>(e)</sup>  | Mizuho Financial Group, Inc.<sup>(e)</sup>  |
| 07/10/2030 | &nbsp;&nbsp; 5.382% | 300000 | &nbsp;&nbsp; 310534 |
| 09/13/2030 | &nbsp;&nbsp; 2.869% | 219000 | &nbsp;&nbsp; 207017 |
| Morgan Stanley<sup>(e)</sup>  | Morgan Stanley<sup>(e)</sup>  | Morgan Stanley<sup>(e)</sup>  | Morgan Stanley<sup>(e)</sup>  |
| 01/24/2029 | &nbsp;&nbsp; 3.772% | 192000 | &nbsp;&nbsp; 190350 |
| 02/01/2029 | &nbsp;&nbsp; 5.123% | 579000 | &nbsp;&nbsp; 591301 |
| 04/12/2029 | &nbsp;&nbsp; 4.994% | 4047000 | &nbsp;&nbsp; 4125919 |
| 07/20/2029 | &nbsp;&nbsp; 5.449% | 1551000 | &nbsp;&nbsp; 1602345 |
| 01/16/2030 | &nbsp;&nbsp; 5.173% | 1117000 | &nbsp;&nbsp; 1147629 |
| 01/23/2030 | &nbsp;&nbsp; 4.431% | 318000 | &nbsp;&nbsp; 319519 |
| 07/19/2030 | &nbsp;&nbsp; 5.042% | 5563000 | &nbsp;&nbsp; 5699812 |
| 01/15/2031 | &nbsp;&nbsp; 5.230% | 4428000 | &nbsp;&nbsp; 4570476 |
| 04/17/2031 | &nbsp;&nbsp; 5.192% | 1765000 | &nbsp;&nbsp; 1822635 |
| 02/13/2032 | &nbsp;&nbsp; 1.794% | 2719000 | &nbsp;&nbsp; 2370331 |
| 04/28/2032 | &nbsp;&nbsp; 1.928% | 1905000 | &nbsp;&nbsp; 1662169 |
| 01/21/2033 | &nbsp;&nbsp; 2.943% | 169000 | &nbsp;&nbsp; 153754 |
| 07/21/2034 | &nbsp;&nbsp; 5.424% | 323000 | &nbsp;&nbsp; 336483 |
| 04/19/2035 | &nbsp;&nbsp; 5.831% | 3911000 | &nbsp;&nbsp; 4167881 |
| 07/19/2035 | &nbsp;&nbsp; 5.320% | 624000 | &nbsp;&nbsp; 643096 |
| 04/17/2036 | &nbsp;&nbsp; 5.664% | 446000 | &nbsp;&nbsp; 470605 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/16/2036 | &nbsp;&nbsp; 2.484% | 251000 | &nbsp;&nbsp; 218139 |
| Morgan Stanley Private Bank NA<sup>(e)</sup>  | Morgan Stanley Private Bank NA<sup>(e)</sup>  | Morgan Stanley Private Bank NA<sup>(e)</sup>  | Morgan Stanley Private Bank NA<sup>(e)</sup>  |
| 07/06/2028 | &nbsp;&nbsp; 4.466% | 2426000 | &nbsp;&nbsp; 2439885 |
| 07/18/2031 | &nbsp;&nbsp; 4.734% | 7240000 | &nbsp;&nbsp; 7349789 |
| National Australia Bank Ltd.<sup>(a)</sup>  | National Australia Bank Ltd.<sup>(a)</sup>  | National Australia Bank Ltd.<sup>(a)</sup>  | National Australia Bank Ltd.<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 08/21/2030 | &nbsp;&nbsp; 2.332% | 409000 | &nbsp;&nbsp; 368163 |
| National Australia Bank Ltd.<sup>(a),(e)</sup>  | National Australia Bank Ltd.<sup>(a),(e)</sup>  | National Australia Bank Ltd.<sup>(a),(e)</sup>  | National Australia Bank Ltd.<sup>(a),(e)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 08/02/2034 | &nbsp;&nbsp; 3.933% | 366000 | &nbsp;&nbsp; 355213 |
| Nationwide Building Society<sup>(a),(e)</sup>  | Nationwide Building Society<sup>(a),(e)</sup>  | Nationwide Building Society<sup>(a),(e)</sup>  | Nationwide Building Society<sup>(a),(e)</sup>  |
| 10/18/2027 | &nbsp;&nbsp; 6.557% | 210000 | &nbsp;&nbsp; 214729 |
| 02/16/2028 | &nbsp;&nbsp; 2.972% | 210000 | &nbsp;&nbsp; 206191 |
| 07/14/2036 | &nbsp;&nbsp; 5.537% | 1277000 | &nbsp;&nbsp; 1312297 |
| Nationwide Building Society<sup>(a)</sup>  | Nationwide Building Society<sup>(a)</sup>  | Nationwide Building Society<sup>(a)</sup>  | Nationwide Building Society<sup>(a)</sup>  |
| 07/29/2029 | &nbsp;&nbsp; 5.127% | 356000 | &nbsp;&nbsp; 366843 |
| 09/30/2030 | &nbsp;&nbsp; 4.351% | 2243000 | &nbsp;&nbsp; 2234957 |
| NatWest Group PLC<sup>(e)</sup>  | NatWest Group PLC<sup>(e)</sup>  | NatWest Group PLC<sup>(e)</sup>  | NatWest Group PLC<sup>(e)</sup>  |
| 09/13/2029 | &nbsp;&nbsp; 5.808% | 380000 | &nbsp;&nbsp; 396427 |
| 05/23/2031 | &nbsp;&nbsp; 5.115% | 400000 | &nbsp;&nbsp; 410192 |
| NatWest Markets PLC<sup>(a)</sup>  | NatWest Markets PLC<sup>(a)</sup>  | NatWest Markets PLC<sup>(a)</sup>  | NatWest Markets PLC<sup>(a)</sup>  |
| 05/17/2029 | &nbsp;&nbsp; 5.410% | 985000 | &nbsp;&nbsp; 1021519 |
| 03/21/2030 | &nbsp;&nbsp; 5.022% | 988000 | &nbsp;&nbsp; 1014370 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Nordea Bank Abp<sup>(a)</sup>  | Nordea Bank Abp<sup>(a)</sup>  | Nordea Bank Abp<sup>(a)</sup>  | Nordea Bank Abp<sup>(a)</sup>  |
| 09/22/2027 | &nbsp;&nbsp; 5.375% | 200000 | &nbsp;&nbsp; 204990 |
| PNC Bank NA<sup>(e)</sup>  | PNC Bank NA<sup>(e)</sup>  | PNC Bank NA<sup>(e)</sup>  | PNC Bank NA<sup>(e)</sup>  |
| 07/21/2028 | &nbsp;&nbsp; 4.429% | 3208000 | &nbsp;&nbsp; 3223566 |
| PNC Financial Services Group, Inc. (The)<sup>(e)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(e)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(e)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(e)</sup>  |
| 10/21/2032 | &nbsp;&nbsp; 4.812% | 2242000 | &nbsp;&nbsp; 2273493 |
| 08/18/2034 | &nbsp;&nbsp; 5.939% | 324000 | &nbsp;&nbsp; 347546 |
| 10/20/2034 | &nbsp;&nbsp; 6.875% | 984000 | &nbsp;&nbsp; 1114898 |
| 01/22/2035 | &nbsp;&nbsp; 5.676% | 201000 | &nbsp;&nbsp; 211967 |
| 07/21/2036 | &nbsp;&nbsp; 5.373% | 1223000 | &nbsp;&nbsp; 1259178 |
| Royal Bank of Canada<sup>(e)</sup>  | Royal Bank of Canada<sup>(e)</sup>  | Royal Bank of Canada<sup>(e)</sup>  | Royal Bank of Canada<sup>(e)</sup>  |
| 10/18/2030 | &nbsp;&nbsp; 4.650% | 2440000 | &nbsp;&nbsp; 2469277 |
| 08/06/2031 | &nbsp;&nbsp; 4.696% | 2740000 | &nbsp;&nbsp; 2775994 |
| Royal Bank of Scotland Group PLC<sup>(e)</sup>  | Royal Bank of Scotland Group PLC<sup>(e)</sup>  | Royal Bank of Scotland Group PLC<sup>(e)</sup>  | Royal Bank of Scotland Group PLC<sup>(e)</sup>  |
| 05/08/2030 | &nbsp;&nbsp; 4.445% | 208000 | &nbsp;&nbsp; 208389 |
| Santander UK Group Holdings PLC<sup>(e)</sup>  | Santander UK Group Holdings PLC<sup>(e)</sup>  | Santander UK Group Holdings PLC<sup>(e)</sup>  | Santander UK Group Holdings PLC<sup>(e)</sup>  |
| 09/11/2030 | &nbsp;&nbsp; 4.858% | 2382000 | &nbsp;&nbsp; 2408981 |
| 04/15/2031 | &nbsp;&nbsp; 5.694% | 279000 | &nbsp;&nbsp; 291131 |
| Societe Generale SA<sup>(a),(e)</sup>  | Societe Generale SA<sup>(a),(e)</sup>  | Societe Generale SA<sup>(a),(e)</sup>  | Societe Generale SA<sup>(a),(e)</sup>  |
| 12/14/2026 | &nbsp;&nbsp; 1.488% | 1181000 | &nbsp;&nbsp; 1173559 |
| 01/12/2027 | &nbsp;&nbsp; 6.447% | 400000 | &nbsp;&nbsp; 401901 |
| 01/19/2028 | &nbsp;&nbsp; 2.797% | 1114000 | &nbsp;&nbsp; 1090294 |
| 01/10/2029 | &nbsp;&nbsp; 6.446% | 400000 | &nbsp;&nbsp; 416387 |
| 05/22/2031 | &nbsp;&nbsp; 5.512% | 350000 | &nbsp;&nbsp; 359747 |
| 06/09/2032 | &nbsp;&nbsp; 2.889% | 914000 | &nbsp;&nbsp; 819541 |
| 04/13/2033 | &nbsp;&nbsp; 6.100% | 918000 | &nbsp;&nbsp; 967427 |
| 01/19/2035 | &nbsp;&nbsp; 6.066% | 351000 | &nbsp;&nbsp; 369025 |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 01/19/2055 | &nbsp;&nbsp; 7.132% | 1880000 | &nbsp;&nbsp; 2004799 |
| Societe Generale SA<sup>(a)</sup>  | Societe Generale SA<sup>(a)</sup>  | Societe Generale SA<sup>(a)</sup>  | Societe Generale SA<sup>(a)</sup>  |
| 01/22/2030 | &nbsp;&nbsp; 3.000% | 354000 | &nbsp;&nbsp; 331224 |
| Societe Generale SA<sup>(a),(e),(k)</sup>  | Societe Generale SA<sup>(a),(e),(k)</sup>  | Societe Generale SA<sup>(a),(e),(k)</sup>  | Societe Generale SA<sup>(a),(e),(k)</sup>  |
| 10/03/2036 | &nbsp;&nbsp; 5.439% | 2414000 | &nbsp;&nbsp; 2411685 |
| Standard Chartered PLC<sup>(a),(e)</sup>  | Standard Chartered PLC<sup>(a),(e)</sup>  | Standard Chartered PLC<sup>(a),(e)</sup>  | Standard Chartered PLC<sup>(a),(e)</sup>  |
| 01/14/2027 | &nbsp;&nbsp; 1.456% | 260000 | &nbsp;&nbsp; 257753 |
| 05/14/2028 | &nbsp;&nbsp; 5.688% | 515000 | &nbsp;&nbsp; 525822 |
| 11/16/2028 | &nbsp;&nbsp; 7.767% | 885000 | &nbsp;&nbsp; 946922 |
| 01/09/2029 | &nbsp;&nbsp; 6.301% | 569000 | &nbsp;&nbsp; 592016 |
| 05/14/2035 | &nbsp;&nbsp; 5.905% | 1036000 | &nbsp;&nbsp; 1093900 |
| State Street Corp.<sup>(e),(j)</sup>  | State Street Corp.<sup>(e),(j)</sup>  | State Street Corp.<sup>(e),(j)</sup>  | State Street Corp.<sup>(e),(j)</sup>  |
|  | &nbsp;&nbsp; 6.700% | 325000 | &nbsp;&nbsp; 338108 |
| State Street Corp. | State Street Corp. | State Street Corp. | State Street Corp. |
| 02/28/2030 | &nbsp;&nbsp; 4.729% | 3188000 | &nbsp;&nbsp; 3258098 |
| Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. | Sumitomo Mitsui Financial Group, Inc. |
| 01/13/2028 | &nbsp;&nbsp; 5.520% | 310000 | &nbsp;&nbsp; 319730 |
| 07/16/2029 | &nbsp;&nbsp; 3.040% | 567000 | &nbsp;&nbsp; 542293 |
| 07/09/2031 | &nbsp;&nbsp; 5.424% | 350000 | &nbsp;&nbsp; 366508 |
| Sumitomo Mitsui Financial Group, Inc.<sup>(e)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(e)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(e)</sup>  | Sumitomo Mitsui Financial Group, Inc.<sup>(e)</sup>  |
| 07/08/2031 | &nbsp;&nbsp; 4.660% | 1420000 | &nbsp;&nbsp; 1435771 |
| 07/08/2033 | &nbsp;&nbsp; 4.954% | 1420000 | &nbsp;&nbsp; 1444036 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup>  | Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup>  | Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup>  | Sumitomo Mitsui Trust Bank Ltd.<sup>(a)</sup>  |
| 09/11/2030 | &nbsp;&nbsp; 4.350% | 1530000 | &nbsp;&nbsp; 1534281 |
| Sumitomo Mitsui Trust Group, Inc.<sup>(a),(e)</sup>  | Sumitomo Mitsui Trust Group, Inc.<sup>(a),(e)</sup>  | Sumitomo Mitsui Trust Group, Inc.<sup>(a),(e)</sup>  | Sumitomo Mitsui Trust Group, Inc.<sup>(a),(e)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/11/2036 | &nbsp;&nbsp; 5.416% | 1981000 | &nbsp;&nbsp; 2005382 |
| Synchrony Financial<sup>(e)</sup>  | Synchrony Financial<sup>(e)</sup>  | Synchrony Financial<sup>(e)</sup>  | Synchrony Financial<sup>(e)</sup>  |
| 07/29/2036 | &nbsp;&nbsp; 6.000% | 1197000 | &nbsp;&nbsp; 1223138 |
| Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) | Toronto-Dominion Bank (The) |
| 07/17/2028 | &nbsp;&nbsp; 5.523% | 195000 | &nbsp;&nbsp; 202369 |
| Truist Bank<sup>(e)</sup>  | Truist Bank<sup>(e)</sup>  | Truist Bank<sup>(e)</sup>  | Truist Bank<sup>(e)</sup>  |
| 07/24/2028 | &nbsp;&nbsp; 4.420% | 3208000 | &nbsp;&nbsp; 3221782 |
| Truist Financial Corp.<sup>(e)</sup>  | Truist Financial Corp.<sup>(e)</sup>  | Truist Financial Corp.<sup>(e)</sup>  | Truist Financial Corp.<sup>(e)</sup>  |
| 10/30/2029 | &nbsp;&nbsp; 7.161% | 695000 | &nbsp;&nbsp; 752867 |
| 01/26/2034 | &nbsp;&nbsp; 5.122% | 1099000 | &nbsp;&nbsp; 1114298 |
| 06/08/2034 | &nbsp;&nbsp; 5.867% | 352000 | &nbsp;&nbsp; 372956 |
| 01/24/2035 | &nbsp;&nbsp; 5.711% | 260000 | &nbsp;&nbsp; 272781 |
| UBS Group AG<sup>(a),(e)</sup>  | UBS Group AG<sup>(a),(e)</sup>  | UBS Group AG<sup>(a),(e)</sup>  | UBS Group AG<sup>(a),(e)</sup>  |
| 05/12/2028 | &nbsp;&nbsp; 4.751% | 1091000 | &nbsp;&nbsp; 1100322 |
| 12/23/2029 | &nbsp;&nbsp; 4.151% | 2783000 | &nbsp;&nbsp; 2776370 |
| 08/13/2030 | &nbsp;&nbsp; 3.126% | 2774000 | &nbsp;&nbsp; 2649039 |
| 09/13/2030 | &nbsp;&nbsp; 5.617% | 683000 | &nbsp;&nbsp; 713246 |
| 09/23/2031 | &nbsp;&nbsp; 4.398% | 2761000 | &nbsp;&nbsp; 2753231 |
| 03/23/2037 | &nbsp;&nbsp; 5.010% | 4784000 | &nbsp;&nbsp; 4762145 |
| US Bancorp<sup>(e)</sup>  | US Bancorp<sup>(e)</sup>  | US Bancorp<sup>(e)</sup>  | US Bancorp<sup>(e)</sup>  |
| 01/23/2030 | &nbsp;&nbsp; 5.384% | 228000 | &nbsp;&nbsp; 235753 |
| 07/23/2030 | &nbsp;&nbsp; 5.100% | 434000 | &nbsp;&nbsp; 446251 |
| 05/15/2031 | &nbsp;&nbsp; 5.083% | 415000 | &nbsp;&nbsp; 426481 |
| 01/23/2035 | &nbsp;&nbsp; 5.678% | 147000 | &nbsp;&nbsp; 154808 |
| Wells Fargo & Co.<sup>(e),(j)</sup>  | Wells Fargo & Co.<sup>(e),(j)</sup>  | Wells Fargo & Co.<sup>(e),(j)</sup>  | Wells Fargo & Co.<sup>(e),(j)</sup>  |
|  | &nbsp;&nbsp; 6.850% | 1048000 | &nbsp;&nbsp; 1102649 |
| Wells Fargo & Co.<sup>(e)</sup>  | Wells Fargo & Co.<sup>(e)</sup>  | Wells Fargo & Co.<sup>(e)</sup>  | Wells Fargo & Co.<sup>(e)</sup>  |
| 01/24/2028 | &nbsp;&nbsp; 4.900% | 1714000 | &nbsp;&nbsp; 1729766 |
| 04/22/2028 | &nbsp;&nbsp; 5.707% | 1241000 | &nbsp;&nbsp; 1270285 |
| 07/25/2028 | &nbsp;&nbsp; 4.808% | 1459000 | &nbsp;&nbsp; 1476535 |
| 04/23/2029 | &nbsp;&nbsp; 4.970% | 4100000 | &nbsp;&nbsp; 4177789 |
| 07/25/2029 | &nbsp;&nbsp; 5.574% | 781000 | &nbsp;&nbsp; 809353 |
| 09/15/2029 | &nbsp;&nbsp; 4.078% | 2216000 | &nbsp;&nbsp; 2206806 |
| 10/23/2029 | &nbsp;&nbsp; 6.303% | 2247000 | &nbsp;&nbsp; 2380373 |
| 01/24/2031 | &nbsp;&nbsp; 5.244% | 642000 | &nbsp;&nbsp; 664183 |
| 04/23/2031 | &nbsp;&nbsp; 5.150% | 3834000 | &nbsp;&nbsp; 3954834 |
| 04/24/2034 | &nbsp;&nbsp; 5.389% | 792000 | &nbsp;&nbsp; 822906 |
| 07/25/2034 | &nbsp;&nbsp; 5.557% | 1171000 | &nbsp;&nbsp; 1229981 |
| 10/23/2034 | &nbsp;&nbsp; 6.491% | 398000 | &nbsp;&nbsp; 442372 |
| 12/03/2035 | &nbsp;&nbsp; 5.211% | 1820000 | &nbsp;&nbsp; 1859707 |
| 04/23/2036 | &nbsp;&nbsp; 5.605% | 1589000 | &nbsp;&nbsp; 1667119 |
| 09/15/2036 | &nbsp;&nbsp; 4.892% | 2893000 | &nbsp;&nbsp; 2886446 |
| 04/30/2041 | &nbsp;&nbsp; 3.068% | 1330000 | &nbsp;&nbsp; 1032271 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **324452677** |
| **Brokerage/Asset Managers/Exchanges 0.2%** | **Brokerage/Asset Managers/Exchanges 0.2%** | **Brokerage/Asset Managers/Exchanges 0.2%** | **Brokerage/Asset Managers/Exchanges 0.2%** |
| Ares Management Corp. | Ares Management Corp. | Ares Management Corp. | Ares Management Corp. |
| 10/11/2054 | &nbsp;&nbsp; 5.600% | 1193000 | &nbsp;&nbsp; 1150449 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. | Brookfield Asset Management Ltd. |
| 09/15/2055 | &nbsp;&nbsp; 6.077% | 804000 | &nbsp;&nbsp; 834182 |
| Brookfield Finance, Inc. | Brookfield Finance, Inc. | Brookfield Finance, Inc. | Brookfield Finance, Inc. |
| 01/15/2036 | &nbsp;&nbsp; 5.330% | 1700000 | &nbsp;&nbsp; 1708976 |
| Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. | Nomura Holdings, Inc. |
| 07/01/2030 | &nbsp;&nbsp; 4.904% | 2600000 | &nbsp;&nbsp; 2637673 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **6331280** |
| **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** | **Building Materials 0.1%** |
| Builders FirstSource, Inc.<sup>(a)</sup>  | Builders FirstSource, Inc.<sup>(a)</sup>  | Builders FirstSource, Inc.<sup>(a)</sup>  | Builders FirstSource, Inc.<sup>(a)</sup>  |
| 02/01/2032 | &nbsp;&nbsp; 4.250% | 800000 | &nbsp;&nbsp; 752511 |
| CRH SMW Finance DAC | CRH SMW Finance DAC | CRH SMW Finance DAC | CRH SMW Finance DAC |
| 01/09/2030 | &nbsp;&nbsp; 5.125% | 268000 | &nbsp;&nbsp; 275895 |
| Knife River Corp.<sup>(a)</sup>  | Knife River Corp.<sup>(a)</sup>  | Knife River Corp.<sup>(a)</sup>  | Knife River Corp.<sup>(a)</sup>  |
| 05/01/2031 | &nbsp;&nbsp; 7.750% | 280000 | &nbsp;&nbsp; 293969 |
| Masterbrand, Inc.<sup>(a)</sup>  | Masterbrand, Inc.<sup>(a)</sup>  | Masterbrand, Inc.<sup>(a)</sup>  | Masterbrand, Inc.<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 7.000% | 425000 | &nbsp;&nbsp; 439835 |
| Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  | Smyrna Ready Mix Concrete LLC<sup>(a)</sup>  |
| 11/01/2028 | &nbsp;&nbsp; 6.000% | 575000 | &nbsp;&nbsp; 575108 |
| Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  | Standard Industries, Inc.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 4.750% | 300000 | &nbsp;&nbsp; 297532 |
| 07/15/2030 | &nbsp;&nbsp; 4.375% | 500000 | &nbsp;&nbsp; 479503 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3114353** |
| **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** | **Cable and Satellite 0.6%** |
| CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 5.375% | 200000 | &nbsp;&nbsp; 198698 |
| 03/01/2030 | &nbsp;&nbsp; 4.750% | 3150000 | &nbsp;&nbsp; 3022897 |
| 02/01/2031 | &nbsp;&nbsp; 4.250% | 1160000 | &nbsp;&nbsp; 1068699 |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| 06/01/2034 | &nbsp;&nbsp; 6.550% | 517000 | &nbsp;&nbsp; 550911 |
| Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital |
| 02/01/2032 | &nbsp;&nbsp; 2.300% | 262000 | &nbsp;&nbsp; 223931 |
| 12/01/2035 | &nbsp;&nbsp; 5.850% | 1561000 | &nbsp;&nbsp; 1576295 |
| 04/01/2038 | &nbsp;&nbsp; 5.375% | 167000 | &nbsp;&nbsp; 157246 |
| 06/01/2041 | &nbsp;&nbsp; 3.500% | 404000 | &nbsp;&nbsp; 295102 |
| 03/01/2042 | &nbsp;&nbsp; 3.500% | 2996000 | &nbsp;&nbsp; 2158024 |
| 03/01/2050 | &nbsp;&nbsp; 4.800% | 231000 | &nbsp;&nbsp; 182643 |
| 04/01/2051 | &nbsp;&nbsp; 3.700% | 255000 | &nbsp;&nbsp; 168179 |
| 06/01/2052 | &nbsp;&nbsp; 3.900% | 1139000 | &nbsp;&nbsp; 770605 |
| 04/01/2053 | &nbsp;&nbsp; 5.250% | 966000 | &nbsp;&nbsp; 806885 |
| 12/01/2055 | &nbsp;&nbsp; 6.700% | 1458000 | &nbsp;&nbsp; 1472535 |
| 04/01/2063 | &nbsp;&nbsp; 5.500% | 411000 | &nbsp;&nbsp; 344059 |
| Comcast Corp. | Comcast Corp. | Comcast Corp. | Comcast Corp. |
| 06/01/2034 | &nbsp;&nbsp; 5.300% | 257000 | &nbsp;&nbsp; 266643 |
| 08/15/2034 | &nbsp;&nbsp; 4.200% | 236000 | &nbsp;&nbsp; 225491 |
| 03/01/2038 | &nbsp;&nbsp; 3.900% | 673000 | &nbsp;&nbsp; 591735 |
| 11/01/2051 | &nbsp;&nbsp; 2.887% | 248000 | &nbsp;&nbsp; 152645 |
| 11/01/2052 | &nbsp;&nbsp; 4.049% | 758000 | &nbsp;&nbsp; 579270 |
| 05/15/2053 | &nbsp;&nbsp; 5.350% | 2676000 | &nbsp;&nbsp; 2511201 |
| 11/01/2056 | &nbsp;&nbsp; 2.937% | 2913000 | &nbsp;&nbsp; 1727267 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 11/01/2063 | &nbsp;&nbsp; 2.987% | 879000 | &nbsp;&nbsp; 501970 |
| CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 6.500% | 700000 | &nbsp;&nbsp; 517074 |
| DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup>  | DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup>  | DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup>  | DIRECTV Holdings LLC/Financing Co., Inc.<sup>(a)</sup>  |
| 08/15/2027 | &nbsp;&nbsp; 5.875% | 375000 | &nbsp;&nbsp; 374705 |
| DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  | DISH Network Corp.<sup>(a)</sup>  |
| 11/15/2027 | &nbsp;&nbsp; 11.750% | 1000000 | &nbsp;&nbsp; 1058438 |
| EchoStar Corp. | EchoStar Corp. | EchoStar Corp. | EchoStar Corp. |
| 11/30/2029 | &nbsp;&nbsp; 10.750% | 85000 | &nbsp;&nbsp; 93522 |
| Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  | Sirius XM Radio, Inc.<sup>(a)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 4.000% | 1539000 | &nbsp;&nbsp; 1487889 |
| Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC | Time Warner Cable LLC |
| 09/01/2041 | &nbsp;&nbsp; 5.500% | 460000 | &nbsp;&nbsp; 421227 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **23505786** |
| **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** |
| Avient Corp.<sup>(a)</sup>  | Avient Corp.<sup>(a)</sup>  | Avient Corp.<sup>(a)</sup>  | Avient Corp.<sup>(a)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 7.125% | 470000 | &nbsp;&nbsp; 482395 |
| Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  | Axalta Coating Systems LLC/Dutch Holding B BV<sup>(a)</sup>  |
| 06/15/2027 | &nbsp;&nbsp; 4.750% | 371000 | &nbsp;&nbsp; 369272 |
| Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  | Braskem Netherlands Finance BV<sup>(a)</sup>  |
| 01/31/2030 | &nbsp;&nbsp; 4.500% | 500000 | &nbsp;&nbsp; 188002 |
| Chemours Co. (The)<sup>(a)</sup>  | Chemours Co. (The)<sup>(a)</sup>  | Chemours Co. (The)<sup>(a)</sup>  | Chemours Co. (The)<sup>(a)</sup>  |
| 11/15/2028 | &nbsp;&nbsp; 5.750% | 505000 | &nbsp;&nbsp; 492961 |
| INEOS Finance PLC<sup>(a)</sup>  | INEOS Finance PLC<sup>(a)</sup>  | INEOS Finance PLC<sup>(a)</sup>  | INEOS Finance PLC<sup>(a)</sup>  |
| 05/15/2028 | &nbsp;&nbsp; 6.750% | 500000 | &nbsp;&nbsp; 490481 |
| Qnity Electronics, Inc.<sup>(a)</sup>  | Qnity Electronics, Inc.<sup>(a)</sup>  | Qnity Electronics, Inc.<sup>(a)</sup>  | Qnity Electronics, Inc.<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 5.750% | 100000 | &nbsp;&nbsp; 100869 |
| Sherwin-Williams Co. (The) | Sherwin-Williams Co. (The) | Sherwin-Williams Co. (The) | Sherwin-Williams Co. (The) |
| 09/01/2031 | &nbsp;&nbsp; 4.800% | 411000 | &nbsp;&nbsp; 419744 |
| WR Grace Holdings LLC<sup>(a)</sup>  | WR Grace Holdings LLC<sup>(a)</sup>  | WR Grace Holdings LLC<sup>(a)</sup>  | WR Grace Holdings LLC<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.625% | 350000 | &nbsp;&nbsp; 346103 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2889827** |
| **Construction Machinery 0.5%** | **Construction Machinery 0.5%** | **Construction Machinery 0.5%** | **Construction Machinery 0.5%** |
| Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. | Caterpillar Financial Services Corp. |
| 05/14/2027 | &nbsp;&nbsp; 5.000% | 2384000 | &nbsp;&nbsp; 2426957 |
| 08/16/2029 | &nbsp;&nbsp; 4.375% | 897000 | &nbsp;&nbsp; 909723 |
| Caterpillar, Inc. | Caterpillar, Inc. | Caterpillar, Inc. | Caterpillar, Inc. |
| 05/15/2035 | &nbsp;&nbsp; 5.200% | 2607000 | &nbsp;&nbsp; 2697971 |
| Deere & Co. | Deere & Co. | Deere & Co. | Deere & Co. |
| 01/16/2035 | &nbsp;&nbsp; 5.450% | 3340000 | &nbsp;&nbsp; 3515565 |
| 01/19/2055 | &nbsp;&nbsp; 5.700% | 1655000 | &nbsp;&nbsp; 1742194 |
| EquipmentShare.com, Inc.<sup>(a)</sup>  | EquipmentShare.com, Inc.<sup>(a)</sup>  | EquipmentShare.com, Inc.<sup>(a)</sup>  | EquipmentShare.com, Inc.<sup>(a)</sup>  |
| 05/15/2032 | &nbsp;&nbsp; 8.625% | 530000 | &nbsp;&nbsp; 572628 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  | Herc Holdings, Inc.<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 5.500% | 400000 | &nbsp;&nbsp; 399088 |
| 06/15/2030 | &nbsp;&nbsp; 7.000% | 100000 | &nbsp;&nbsp; 103882 |
| John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. | John Deere Capital Corp. |
| 09/08/2026 | &nbsp;&nbsp; 5.150% | 1458000 | &nbsp;&nbsp; 1475739 |
| 01/08/2027 | &nbsp;&nbsp; 4.500% | 1970000 | &nbsp;&nbsp; 1985756 |
| 09/15/2027 | &nbsp;&nbsp; 4.150% | 1563000 | &nbsp;&nbsp; 1570547 |
| 01/07/2028 | &nbsp;&nbsp; 4.650% | 1388000 | &nbsp;&nbsp; 1410834 |
| 06/11/2029 | &nbsp;&nbsp; 4.850% | 259000 | &nbsp;&nbsp; 266043 |
| Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  | Ritchie Bros Holdings, Inc.<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 7.750% | 265000 | &nbsp;&nbsp; 277343 |
| Terex Corp.<sup>(a)</sup>  | Terex Corp.<sup>(a)</sup>  | Terex Corp.<sup>(a)</sup>  | Terex Corp.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 5.000% | 520000 | &nbsp;&nbsp; 512084 |
| United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. |
| 01/15/2030 | &nbsp;&nbsp; 5.250% | 765000 | &nbsp;&nbsp; 769810 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **20636164** |
| **Consumer Cyclical Services 0.3%** | **Consumer Cyclical Services 0.3%** | **Consumer Cyclical Services 0.3%** | **Consumer Cyclical Services 0.3%** |
| ADT Security Corp. (The)<sup>(a)</sup>  | ADT Security Corp. (The)<sup>(a)</sup>  | ADT Security Corp. (The)<sup>(a)</sup>  | ADT Security Corp. (The)<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 4.875% | 580000 | &nbsp;&nbsp; 561029 |
| Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  | Allied Universal Holdco LLC/Finance Corp./Atlas Luxco 4 Sarl<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.625% | 235000 | &nbsp;&nbsp; 230676 |
| CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. | CBRE Services, Inc. |
| 06/15/2035 | &nbsp;&nbsp; 5.500% | 1038000 | &nbsp;&nbsp; 1068638 |
| Garda World Security Corp<sup>(a)</sup>  | Garda World Security Corp<sup>(a)</sup>  | Garda World Security Corp<sup>(a)</sup>  | Garda World Security Corp<sup>(a)</sup>  |
| 02/15/2027 | &nbsp;&nbsp; 4.625% | 378000 | &nbsp;&nbsp; 375251 |
| Prime Security Services Borrower LLC/Finance, Inc.<sup>(a)</sup>  | Prime Security Services Borrower LLC/Finance, Inc.<sup>(a)</sup>  | Prime Security Services Borrower LLC/Finance, Inc.<sup>(a)</sup>  | Prime Security Services Borrower LLC/Finance, Inc.<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 6.250% | 285000 | &nbsp;&nbsp; 285061 |
| Service Corp. International | Service Corp. International | Service Corp. International | Service Corp. International |
| 06/01/2029 | &nbsp;&nbsp; 5.125% | 430000 | &nbsp;&nbsp; 430348 |
| Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. |
| 01/15/2031 | &nbsp;&nbsp; 4.150% | 2059000 | &nbsp;&nbsp; 2040324 |
| 09/15/2034 | &nbsp;&nbsp; 4.800% | 3579000 | &nbsp;&nbsp; 3583655 |
| 09/15/2035 | &nbsp;&nbsp; 4.800% | 1673000 | &nbsp;&nbsp; 1656834 |
| 09/15/2054 | &nbsp;&nbsp; 5.350% | 946000 | &nbsp;&nbsp; 917207 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **11149023** |
| **Consumer Products 0.1%** | **Consumer Products 0.1%** | **Consumer Products 0.1%** | **Consumer Products 0.1%** |
| ACCO Brands Corp.<sup>(a)</sup>  | ACCO Brands Corp.<sup>(a)</sup>  | ACCO Brands Corp.<sup>(a)</sup>  | ACCO Brands Corp.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 4.250% | 645000 | &nbsp;&nbsp; 582959 |
| Amer Sports Co.<sup>(a)</sup>  | Amer Sports Co.<sup>(a)</sup>  | Amer Sports Co.<sup>(a)</sup>  | Amer Sports Co.<sup>(a)</sup>  |
| 02/16/2031 | &nbsp;&nbsp; 6.750% | 395000 | &nbsp;&nbsp; 411173 |
| Edgewell Personal Care Co.<sup>(a)</sup>  | Edgewell Personal Care Co.<sup>(a)</sup>  | Edgewell Personal Care Co.<sup>(a)</sup>  | Edgewell Personal Care Co.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 5.500% | 508000 | &nbsp;&nbsp; 506468 |
| Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  |
| 06/15/2028 | &nbsp;&nbsp; 4.750% | 245000 | &nbsp;&nbsp; 240444 |
| Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. |
| 09/15/2029 | &nbsp;&nbsp; 6.625% | 1080000 | &nbsp;&nbsp; 1086820 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) | Scotts Miracle-Gro Co. (The) |
| 10/15/2029 | &nbsp;&nbsp; 4.500% | 695000 | &nbsp;&nbsp; 675228 |
| Tempur Sealy International, Inc.<sup>(a)</sup>  | Tempur Sealy International, Inc.<sup>(a)</sup>  | Tempur Sealy International, Inc.<sup>(a)</sup>  | Tempur Sealy International, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.000% | 705000 | &nbsp;&nbsp; 676612 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4179704** |
| **Diversified Manufacturing 0.4%** | **Diversified Manufacturing 0.4%** | **Diversified Manufacturing 0.4%** | **Diversified Manufacturing 0.4%** |
| Carlisle Cos, Inc. | Carlisle Cos, Inc. | Carlisle Cos, Inc. | Carlisle Cos, Inc. |
| 09/15/2035 | &nbsp;&nbsp; 5.250% | 1020000 | &nbsp;&nbsp; 1032977 |
| 09/15/2040 | &nbsp;&nbsp; 5.550% | 408000 | &nbsp;&nbsp; 413208 |
| Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  | Chart Industries, Inc.<sup>(a)</sup>  |
| 01/01/2030 | &nbsp;&nbsp; 7.500% | 685000 | &nbsp;&nbsp; 713784 |
| Eaton Capital ULC | Eaton Capital ULC | Eaton Capital ULC | Eaton Capital ULC |
| 05/09/2030 | &nbsp;&nbsp; 4.450% | 1064000 | &nbsp;&nbsp; 1075197 |
| Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  | Emerald Debt Merger Sub LLC<sup>(a)</sup>  |
| 12/15/2030 | &nbsp;&nbsp; 6.625% | 965000 | &nbsp;&nbsp; 992767 |
| Griffon Corp. | Griffon Corp. | Griffon Corp. | Griffon Corp. |
| 03/01/2028 | &nbsp;&nbsp; 5.750% | 436000 | &nbsp;&nbsp; 435746 |
| Honeywell International, Inc. | Honeywell International, Inc. | Honeywell International, Inc. | Honeywell International, Inc. |
| 03/01/2054 | &nbsp;&nbsp; 5.250% | 245000 | &nbsp;&nbsp; 235687 |
| Madison IAQ LLC<sup>(a)</sup>  | Madison IAQ LLC<sup>(a)</sup>  | Madison IAQ LLC<sup>(a)</sup>  | Madison IAQ LLC<sup>(a)</sup>  |
| 06/30/2028 | &nbsp;&nbsp; 4.125% | 300000 | &nbsp;&nbsp; 292872 |
| Siemens Funding BV<sup>(a)</sup>  | Siemens Funding BV<sup>(a)</sup>  | Siemens Funding BV<sup>(a)</sup>  | Siemens Funding BV<sup>(a)</sup>  |
| 05/26/2028 | &nbsp;&nbsp; 4.350% | 2606000 | &nbsp;&nbsp; 2632764 |
| 05/28/2030 | &nbsp;&nbsp; 4.600% | 1739000 | &nbsp;&nbsp; 1770636 |
| 05/28/2032 | &nbsp;&nbsp; 4.900% | 2095000 | &nbsp;&nbsp; 2151776 |
| 05/28/2035 | &nbsp;&nbsp; 5.200% | 2095000 | &nbsp;&nbsp; 2172676 |
| 05/28/2055 | &nbsp;&nbsp; 5.800% | 1062000 | &nbsp;&nbsp; 1135114 |
| TriMas Corp.<sup>(a)</sup>  | TriMas Corp.<sup>(a)</sup>  | TriMas Corp.<sup>(a)</sup>  | TriMas Corp.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.125% | 505000 | &nbsp;&nbsp; 488353 |
| WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  | WESCO Distribution, Inc.<sup>(a)</sup>  |
| 06/15/2028 | &nbsp;&nbsp; 7.250% | 810000 | &nbsp;&nbsp; 821099 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **16364656** |
| **Electric 3.0%** | **Electric 3.0%** | **Electric 3.0%** | **Electric 3.0%** |
| AEP Transmission Co. LLC | AEP Transmission Co. LLC | AEP Transmission Co. LLC | AEP Transmission Co. LLC |
| 09/15/2049 | &nbsp;&nbsp; 3.150% | 257000 | &nbsp;&nbsp; 176139 |
| 08/15/2051 | &nbsp;&nbsp; 2.750% | 336000 | &nbsp;&nbsp; 213072 |
| Alabama Power Co. | Alabama Power Co. | Alabama Power Co. | Alabama Power Co. |
| 04/02/2035 | &nbsp;&nbsp; 5.100% | 1109000 | &nbsp;&nbsp; 1133198 |
| Ameren Illinois Co. | Ameren Illinois Co. | Ameren Illinois Co. | Ameren Illinois Co. |
| 07/01/2054 | &nbsp;&nbsp; 5.550% | 369000 | &nbsp;&nbsp; 373637 |
| American Transmission Systems, Inc.<sup>(a)</sup>  | American Transmission Systems, Inc.<sup>(a)</sup>  | American Transmission Systems, Inc.<sup>(a)</sup>  | American Transmission Systems, Inc.<sup>(a)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 2.650% | 487000 | &nbsp;&nbsp; 436655 |
| Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. | Arizona Public Service Co. |
| 08/15/2055 | &nbsp;&nbsp; 5.900% | 1360000 | &nbsp;&nbsp; 1394759 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Baltimore Gas and Electric Co. | Baltimore Gas and Electric Co. | Baltimore Gas and Electric Co. | Baltimore Gas and Electric Co. |
| 06/15/2031 | &nbsp;&nbsp; 2.250% | 1045000 | &nbsp;&nbsp; 936594 |
| 06/01/2035 | &nbsp;&nbsp; 5.450% | 1838000 | &nbsp;&nbsp; 1910178 |
| 08/15/2046 | &nbsp;&nbsp; 3.500% | 221000 | &nbsp;&nbsp; 166844 |
| Calpine Corp.<sup>(a)</sup>  | Calpine Corp.<sup>(a)</sup>  | Calpine Corp.<sup>(a)</sup>  | Calpine Corp.<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 4.500% | 640000 | &nbsp;&nbsp; 637538 |
| 03/15/2028 | &nbsp;&nbsp; 5.125% | 1110000 | &nbsp;&nbsp; 1110299 |
| 02/01/2029 | &nbsp;&nbsp; 4.625% | 649000 | &nbsp;&nbsp; 642940 |
| CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC | CenterPoint Energy Houston Electric LLC |
| 08/15/2035 | &nbsp;&nbsp; 4.950% | 1642000 | &nbsp;&nbsp; 1636557 |
| 03/01/2052 | &nbsp;&nbsp; 3.600% | 772000 | &nbsp;&nbsp; 573596 |
| Commonwealth Edison Co. | Commonwealth Edison Co. | Commonwealth Edison Co. | Commonwealth Edison Co. |
| 06/01/2055 | &nbsp;&nbsp; 5.950% | 190000 | &nbsp;&nbsp; 202371 |
| Consolidated Edison Co of New York, Inc. | Consolidated Edison Co of New York, Inc. | Consolidated Edison Co of New York, Inc. | Consolidated Edison Co of New York, Inc. |
| 11/15/2059 | &nbsp;&nbsp; 3.700% | 399000 | &nbsp;&nbsp; 286186 |
| Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. | Consolidated Edison Co. of New York, Inc. |
| 12/01/2051 | &nbsp;&nbsp; 3.200% | 234000 | &nbsp;&nbsp; 159312 |
| Consumers Energy Co. | Consumers Energy Co. | Consumers Energy Co. | Consumers Energy Co. |
| 01/15/2031 | &nbsp;&nbsp; 4.500% | 2051000 | &nbsp;&nbsp; 2071239 |
| 05/15/2033 | &nbsp;&nbsp; 4.625% | 412000 | &nbsp;&nbsp; 412485 |
| 05/15/2035 | &nbsp;&nbsp; 5.050% | 1516000 | &nbsp;&nbsp; 1541963 |
| Dominion Energy, Inc.<sup>(e)</sup>  | Dominion Energy, Inc.<sup>(e)</sup>  | Dominion Energy, Inc.<sup>(e)</sup>  | Dominion Energy, Inc.<sup>(e)</sup>  |
| 06/01/2054 | &nbsp;&nbsp; 7.000% | 198000 | &nbsp;&nbsp; 215196 |
| 02/01/2055 | &nbsp;&nbsp; 6.875% | 311000 | &nbsp;&nbsp; 326017 |
| 05/15/2055 | &nbsp;&nbsp; 6.625% | 785000 | &nbsp;&nbsp; 814106 |
| 02/15/2056 | &nbsp;&nbsp; 6.000% | 508000 | &nbsp;&nbsp; 511515 |
| DTE Electric Co. | DTE Electric Co. | DTE Electric Co. | DTE Electric Co. |
| 05/15/2035 | &nbsp;&nbsp; 5.250% | 719000 | &nbsp;&nbsp; 740477 |
| 06/15/2042 | &nbsp;&nbsp; 3.950% | 205000 | &nbsp;&nbsp; 171478 |
| 04/01/2043 | &nbsp;&nbsp; 4.000% | 453000 | &nbsp;&nbsp; 380391 |
| 03/01/2050 | &nbsp;&nbsp; 2.950% | 1220000 | &nbsp;&nbsp; 821869 |
| 03/01/2052 | &nbsp;&nbsp; 3.650% | 559000 | &nbsp;&nbsp; 417617 |
| Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC | Duke Energy Carolinas LLC |
| 04/15/2031 | &nbsp;&nbsp; 2.550% | 477000 | &nbsp;&nbsp; 436677 |
| 03/15/2032 | &nbsp;&nbsp; 2.850% | 1298000 | &nbsp;&nbsp; 1183238 |
| 03/15/2035 | &nbsp;&nbsp; 5.250% | 1140000 | &nbsp;&nbsp; 1179597 |
| 12/15/2041 | &nbsp;&nbsp; 4.250% | 183000 | &nbsp;&nbsp; 161622 |
| 03/15/2052 | &nbsp;&nbsp; 3.550% | 945000 | &nbsp;&nbsp; 695273 |
| 01/15/2053 | &nbsp;&nbsp; 5.350% | 916000 | &nbsp;&nbsp; 897421 |
| Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. | Duke Energy Corp. |
| 09/15/2035 | &nbsp;&nbsp; 4.950% | 2415000 | &nbsp;&nbsp; 2399048 |
| 06/15/2051 | &nbsp;&nbsp; 3.500% | 648000 | &nbsp;&nbsp; 456875 |
| 06/15/2054 | &nbsp;&nbsp; 5.800% | 234000 | &nbsp;&nbsp; 236579 |
| Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC | Duke Energy Florida LLC |
| 12/15/2031 | &nbsp;&nbsp; 2.400% | 1042000 | &nbsp;&nbsp; 936322 |
| Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC | Duke Energy Indiana LLC |
| 04/01/2050 | &nbsp;&nbsp; 2.750% | 1113000 | &nbsp;&nbsp; 706122 |
| Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. | Duke Energy Ohio, Inc. |
| 04/01/2033 | &nbsp;&nbsp; 5.250% | 982000 | &nbsp;&nbsp; 1018539 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC | Duke Energy Progress LLC |
| 03/15/2035 | &nbsp;&nbsp; 5.050% | 614000 | &nbsp;&nbsp; 624768 |
| 04/01/2035 | &nbsp;&nbsp; 5.700% | 174000 | &nbsp;&nbsp; 183020 |
| 10/15/2046 | &nbsp;&nbsp; 3.700% | 239000 | &nbsp;&nbsp; 185474 |
| 08/15/2050 | &nbsp;&nbsp; 2.500% | 1054000 | &nbsp;&nbsp; 631301 |
| Duquesne Light Holdings, Inc.<sup>(a)</sup>  | Duquesne Light Holdings, Inc.<sup>(a)</sup>  | Duquesne Light Holdings, Inc.<sup>(a)</sup>  | Duquesne Light Holdings, Inc.<sup>(a)</sup>  |
| 08/01/2027 | &nbsp;&nbsp; 3.616% | 375000 | &nbsp;&nbsp; 368658 |
| 10/01/2030 | &nbsp;&nbsp; 2.532% | 216000 | &nbsp;&nbsp; 193247 |
| Edison International | Edison International | Edison International | Edison International |
| 06/15/2029 | &nbsp;&nbsp; 5.450% | 110000 | &nbsp;&nbsp; 110966 |
| Edison International<sup>(e)</sup>  | Edison International<sup>(e)</sup>  | Edison International<sup>(e)</sup>  | Edison International<sup>(e)</sup>  |
| 06/15/2053 | &nbsp;&nbsp; 8.125% | 799000 | &nbsp;&nbsp; 815818 |
| Emera US Finance LP | Emera US Finance LP | Emera US Finance LP | Emera US Finance LP |
| 06/15/2031 | &nbsp;&nbsp; 2.639% | 350000 | &nbsp;&nbsp; 312372 |
| 06/15/2046 | &nbsp;&nbsp; 4.750% | 360000 | &nbsp;&nbsp; 310679 |
| Emera, Inc.<sup>(e)</sup>  | Emera, Inc.<sup>(e)</sup>  | Emera, Inc.<sup>(e)</sup>  | Emera, Inc.<sup>(e)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 06/15/2076 | &nbsp;&nbsp; 6.750% | 161000 | &nbsp;&nbsp; 161987 |
| Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  | Enel Finance International NV<sup>(a)</sup>  |
| 04/06/2028 | &nbsp;&nbsp; 3.500% | 335000 | &nbsp;&nbsp; 328940 |
| 06/26/2029 | &nbsp;&nbsp; 5.125% | 605000 | &nbsp;&nbsp; 619763 |
| 06/26/2034 | &nbsp;&nbsp; 5.500% | 911000 | &nbsp;&nbsp; 943070 |
| 09/30/2035 | &nbsp;&nbsp; 5.000% | 1195000 | &nbsp;&nbsp; 1177182 |
| Enel Finance International NV<sup>(a),(e)</sup>  | Enel Finance International NV<sup>(a),(e)</sup>  | Enel Finance International NV<sup>(a),(e)</sup>  | Enel Finance International NV<sup>(a),(e)</sup>  |
| 07/12/2031 | &nbsp;&nbsp; 2.500% | 679000 | &nbsp;&nbsp; 606340 |
| Entergy Arkansas LLC | Entergy Arkansas LLC | Entergy Arkansas LLC | Entergy Arkansas LLC |
| 01/15/2033 | &nbsp;&nbsp; 5.150% | 1568000 | &nbsp;&nbsp; 1622356 |
| 06/15/2051 | &nbsp;&nbsp; 2.650% | 941000 | &nbsp;&nbsp; 570682 |
| Entergy Corp.<sup>(e)</sup>  | Entergy Corp.<sup>(e)</sup>  | Entergy Corp.<sup>(e)</sup>  | Entergy Corp.<sup>(e)</sup>  |
| 12/01/2054 | &nbsp;&nbsp; 7.125% | 544000 | &nbsp;&nbsp; 569641 |
| Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC | Entergy Louisiana LLC |
| 03/15/2051 | &nbsp;&nbsp; 2.900% | 514000 | &nbsp;&nbsp; 329406 |
| 03/15/2054 | &nbsp;&nbsp; 5.700% | 211000 | &nbsp;&nbsp; 213005 |
| Entergy Mississippi LLC | Entergy Mississippi LLC | Entergy Mississippi LLC | Entergy Mississippi LLC |
| 09/01/2033 | &nbsp;&nbsp; 5.000% | 292000 | &nbsp;&nbsp; 297282 |
| 04/15/2055 | &nbsp;&nbsp; 5.800% | 1199000 | &nbsp;&nbsp; 1228355 |
| Entergy Texas, Inc. | Entergy Texas, Inc. | Entergy Texas, Inc. | Entergy Texas, Inc. |
| 03/15/2031 | &nbsp;&nbsp; 1.750% | 979000 | &nbsp;&nbsp; 855187 |
| 09/15/2054 | &nbsp;&nbsp; 5.550% | 299000 | &nbsp;&nbsp; 294071 |
| Exelon Corp. | Exelon Corp. | Exelon Corp. | Exelon Corp. |
| 03/15/2055 | &nbsp;&nbsp; 5.875% | 1574000 | &nbsp;&nbsp; 1605476 |
| Exelon Generation Co. LLC | Exelon Generation Co. LLC | Exelon Generation Co. LLC | Exelon Generation Co. LLC |
| 10/01/2041 | &nbsp;&nbsp; 5.750% | 475000 | &nbsp;&nbsp; 486897 |
| 06/15/2042 | &nbsp;&nbsp; 5.600% | 349000 | &nbsp;&nbsp; 353373 |
| Georgia Power Co. | Georgia Power Co. | Georgia Power Co. | Georgia Power Co. |
| 10/01/2028 | &nbsp;&nbsp; 4.000% | 1840000 | &nbsp;&nbsp; 1839946 |
| 03/15/2031 | &nbsp;&nbsp; 4.850% | 744000 | &nbsp;&nbsp; 763634 |
| 03/15/2034 | &nbsp;&nbsp; 5.250% | 360000 | &nbsp;&nbsp; 371245 |
| 03/15/2035 | &nbsp;&nbsp; 5.200% | 410000 | &nbsp;&nbsp; 420527 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| ITC Holdings Corp.<sup>(a)</sup>  | ITC Holdings Corp.<sup>(a)</sup>  | ITC Holdings Corp.<sup>(a)</sup>  | ITC Holdings Corp.<sup>(a)</sup>  |
| 09/22/2027 | &nbsp;&nbsp; 4.950% | 193000 | &nbsp;&nbsp; 195306 |
| 05/14/2030 | &nbsp;&nbsp; 2.950% | 310000 | &nbsp;&nbsp; 290441 |
| 06/01/2033 | &nbsp;&nbsp; 5.400% | 409000 | &nbsp;&nbsp; 422576 |
| 05/09/2034 | &nbsp;&nbsp; 5.650% | 689000 | &nbsp;&nbsp; 716699 |
| Jersey Central Power & Light Co.<sup>(a)</sup>  | Jersey Central Power & Light Co.<sup>(a)</sup>  | Jersey Central Power & Light Co.<sup>(a)</sup>  | Jersey Central Power & Light Co.<sup>(a)</sup>  |
| 01/15/2026 | &nbsp;&nbsp; 4.300% | 151000 | &nbsp;&nbsp; 150982 |
| 01/15/2029 | &nbsp;&nbsp; 4.150% | 1107000 | &nbsp;&nbsp; 1105459 |
| 01/15/2031 | &nbsp;&nbsp; 4.400% | 1845000 | &nbsp;&nbsp; 1839118 |
| 03/01/2032 | &nbsp;&nbsp; 2.750% | 2158000 | &nbsp;&nbsp; 1931300 |
| Jersey Central Power & Light Co. | Jersey Central Power & Light Co. | Jersey Central Power & Light Co. | Jersey Central Power & Light Co. |
| 01/15/2035 | &nbsp;&nbsp; 5.100% | 930000 | &nbsp;&nbsp; 942978 |
| Kansas City Power & Light Co. | Kansas City Power & Light Co. | Kansas City Power & Light Co. | Kansas City Power & Light Co. |
| 06/15/2047 | &nbsp;&nbsp; 4.200% | 219000 | &nbsp;&nbsp; 181080 |
| Metropolitan Edison Co.<sup>(a)</sup>  | Metropolitan Edison Co.<sup>(a)</sup>  | Metropolitan Edison Co.<sup>(a)</sup>  | Metropolitan Edison Co.<sup>(a)</sup>  |
| 04/01/2028 | &nbsp;&nbsp; 5.200% | 804000 | &nbsp;&nbsp; 821709 |
| 01/15/2029 | &nbsp;&nbsp; 4.300% | 1229000 | &nbsp;&nbsp; 1228891 |
| MidAmerican Energy Co. | MidAmerican Energy Co. | MidAmerican Energy Co. | MidAmerican Energy Co. |
| 11/01/2035 | &nbsp;&nbsp; 5.750% | 346000 | &nbsp;&nbsp; 369903 |
| 08/01/2052 | &nbsp;&nbsp; 2.700% | 906000 | &nbsp;&nbsp; 569750 |
| Mississippi Power Co. | Mississippi Power Co. | Mississippi Power Co. | Mississippi Power Co. |
| 03/15/2042 | &nbsp;&nbsp; 4.250% | 532000 | &nbsp;&nbsp; 463296 |
| 07/30/2051 | &nbsp;&nbsp; 3.100% | 1253000 | &nbsp;&nbsp; 844952 |
| Nevada Power Co. | Nevada Power Co. | Nevada Power Co. | Nevada Power Co. |
| 09/15/2040 | &nbsp;&nbsp; 5.375% | 287000 | &nbsp;&nbsp; 290483 |
| NextEra Energy Capital Holdings, Inc.<sup>(e)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(e)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(e)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(e)</sup>  |
| 06/15/2054 | &nbsp;&nbsp; 6.750% | 286000 | &nbsp;&nbsp; 308161 |
| 08/15/2055 | &nbsp;&nbsp; 6.375% | 299000 | &nbsp;&nbsp; 310938 |
| 08/15/2055 | &nbsp;&nbsp; 6.500% | 225000 | &nbsp;&nbsp; 238581 |
| Northern States Power Co. | Northern States Power Co. | Northern States Power Co. | Northern States Power Co. |
| 05/15/2035 | &nbsp;&nbsp; 5.050% | 1710000 | &nbsp;&nbsp; 1744488 |
| 06/01/2052 | &nbsp;&nbsp; 4.500% | 258000 | &nbsp;&nbsp; 223916 |
| 03/15/2054 | &nbsp;&nbsp; 5.400% | 633000 | &nbsp;&nbsp; 628524 |
| 06/15/2054 | &nbsp;&nbsp; 5.650% | 687000 | &nbsp;&nbsp; 707274 |
| NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  |
| 12/02/2027 | &nbsp;&nbsp; 2.450% | 191000 | &nbsp;&nbsp; 183095 |
| 06/15/2029 | &nbsp;&nbsp; 5.250% | 1165000 | &nbsp;&nbsp; 1162094 |
| NRG Energy, Inc.<sup>(a),(k)</sup>  | NRG Energy, Inc.<sup>(a),(k)</sup>  | NRG Energy, Inc.<sup>(a),(k)</sup>  | NRG Energy, Inc.<sup>(a),(k)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 4.734% | 1788000 | &nbsp;&nbsp; 1787853 |
| 10/15/2035 | &nbsp;&nbsp; 5.407% | 1059000 | &nbsp;&nbsp; 1062466 |
| NSTAR Electric Co. | NSTAR Electric Co. | NSTAR Electric Co. | NSTAR Electric Co. |
| 06/01/2034 | &nbsp;&nbsp; 5.400% | 1207000 | &nbsp;&nbsp; 1254708 |
| Ohio Edison Co.<sup>(a)</sup>  | Ohio Edison Co.<sup>(a)</sup>  | Ohio Edison Co.<sup>(a)</sup>  | Ohio Edison Co.<sup>(a)</sup>  |
| 12/15/2029 | &nbsp;&nbsp; 4.950% | 1029000 | &nbsp;&nbsp; 1051932 |
| Ohio Power Co. | Ohio Power Co. | Ohio Power Co. | Ohio Power Co. |
| 10/01/2051 | &nbsp;&nbsp; 2.900% | 381000 | &nbsp;&nbsp; 237584 |
| Oncor Electric Delivery Co. LLC<sup>(a)</sup>  | Oncor Electric Delivery Co. LLC<sup>(a)</sup>  | Oncor Electric Delivery Co. LLC<sup>(a)</sup>  | Oncor Electric Delivery Co. LLC<sup>(a)</sup>  |
| 04/01/2035 | &nbsp;&nbsp; 5.350% | 961000 | &nbsp;&nbsp; 994339 |
| 04/01/2055 | &nbsp;&nbsp; 5.800% | 1121000 | &nbsp;&nbsp; 1154463 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. | Pacific Gas and Electric Co. |
| 06/04/2028 | &nbsp;&nbsp; 5.000% | 334000 | &nbsp;&nbsp; 338536 |
| 07/01/2030 | &nbsp;&nbsp; 4.550% | 1000068 | &nbsp;&nbsp; 993720 |
| 06/15/2033 | &nbsp;&nbsp; 6.400% | 2201000 | &nbsp;&nbsp; 2365811 |
| 06/01/2041 | &nbsp;&nbsp; 4.200% | 607000 | &nbsp;&nbsp; 498536 |
| 12/01/2047 | &nbsp;&nbsp; 3.950% | 2405000 | &nbsp;&nbsp; 1800197 |
| 07/01/2050 | &nbsp;&nbsp; 4.950% | 2985000 | &nbsp;&nbsp; 2571659 |
| 08/01/2050 | &nbsp;&nbsp; 3.500% | 397000 | &nbsp;&nbsp; 271625 |
| Pacific Gas and Electric Co.<sup>(k)</sup>  | Pacific Gas and Electric Co.<sup>(k)</sup>  | Pacific Gas and Electric Co.<sup>(k)</sup>  | Pacific Gas and Electric Co.<sup>(k)</sup>  |
| 10/15/2032 | &nbsp;&nbsp; 5.050% | 1723000 | &nbsp;&nbsp; 1719726 |
| 10/15/2055 | &nbsp;&nbsp; 6.100% | 1105000 | &nbsp;&nbsp; 1103453 |
| Palomino Funding Trust I<sup>(a)</sup>  | Palomino Funding Trust I<sup>(a)</sup>  | Palomino Funding Trust I<sup>(a)</sup>  | Palomino Funding Trust I<sup>(a)</sup>  |
| 05/17/2028 | &nbsp;&nbsp; 7.233% | 250000 | &nbsp;&nbsp; 265336 |
| PECO Energy Co. | PECO Energy Co. | PECO Energy Co. | PECO Energy Co. |
| 06/15/2050 | &nbsp;&nbsp; 2.800% | 286000 | &nbsp;&nbsp; 183975 |
| 09/15/2051 | &nbsp;&nbsp; 2.850% | 1261000 | &nbsp;&nbsp; 808819 |
| Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  | Pennsylvania Electric Co.<sup>(a)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 3.250% | 1018000 | &nbsp;&nbsp; 993742 |
| PG&E Corp. | PG&E Corp. | PG&E Corp. | PG&E Corp. |
| 07/01/2028 | &nbsp;&nbsp; 5.000% | 186000 | &nbsp;&nbsp; 184257 |
| 07/01/2030 | &nbsp;&nbsp; 5.250% | 210000 | &nbsp;&nbsp; 206909 |
| PG&E Corp.<sup>(e)</sup>  | PG&E Corp.<sup>(e)</sup>  | PG&E Corp.<sup>(e)</sup>  | PG&E Corp.<sup>(e)</sup>  |
| 03/15/2055 | &nbsp;&nbsp; 7.375% | 1310000 | &nbsp;&nbsp; 1348527 |
| PPL Capital Funding, Inc. | PPL Capital Funding, Inc. | PPL Capital Funding, Inc. | PPL Capital Funding, Inc. |
| 09/01/2034 | &nbsp;&nbsp; 5.250% | 726000 | &nbsp;&nbsp; 742491 |
| Public Service Co. of Colorado | Public Service Co. of Colorado | Public Service Co. of Colorado | Public Service Co. of Colorado |
| 01/15/2051 | &nbsp;&nbsp; 2.700% | 265000 | &nbsp;&nbsp; 162807 |
| Public Service Co. of Oklahoma | Public Service Co. of Oklahoma | Public Service Co. of Oklahoma | Public Service Co. of Oklahoma |
| 08/15/2051 | &nbsp;&nbsp; 3.150% | 707000 | &nbsp;&nbsp; 464092 |
| Public Service Electric and Gas Co. | Public Service Electric and Gas Co. | Public Service Electric and Gas Co. | Public Service Electric and Gas Co. |
| 08/15/2031 | &nbsp;&nbsp; 1.900% | 1796000 | &nbsp;&nbsp; 1575620 |
| 03/01/2035 | &nbsp;&nbsp; 5.050% | 1207000 | &nbsp;&nbsp; 1232640 |
| 08/15/2035 | &nbsp;&nbsp; 4.900% | 1368000 | &nbsp;&nbsp; 1378553 |
| 05/01/2050 | &nbsp;&nbsp; 2.700% | 489000 | &nbsp;&nbsp; 309322 |
| 08/01/2050 | &nbsp;&nbsp; 2.050% | 290000 | &nbsp;&nbsp; 157790 |
| 03/01/2055 | &nbsp;&nbsp; 5.500% | 479000 | &nbsp;&nbsp; 481569 |
| Puget Sound Energy, Inc. | Puget Sound Energy, Inc. | Puget Sound Energy, Inc. | Puget Sound Energy, Inc. |
| 09/15/2051 | &nbsp;&nbsp; 2.893% | 421000 | &nbsp;&nbsp; 266891 |
| 06/15/2054 | &nbsp;&nbsp; 5.685% | 843000 | &nbsp;&nbsp; 853758 |
| Saavi Energia Sarl<sup>(a)</sup>  | Saavi Energia Sarl<sup>(a)</sup>  | Saavi Energia Sarl<sup>(a)</sup>  | Saavi Energia Sarl<sup>(a)</sup>  |
| 02/10/2035 | &nbsp;&nbsp; 8.875% | 549000 | &nbsp;&nbsp; 591290 |
| San Diego Gas & Electric Co. | San Diego Gas & Electric Co. | San Diego Gas & Electric Co. | San Diego Gas & Electric Co. |
| 08/15/2028 | &nbsp;&nbsp; 4.950% | 365000 | &nbsp;&nbsp; 373948 |
| 08/15/2051 | &nbsp;&nbsp; 2.950% | 318000 | &nbsp;&nbsp; 206944 |
| Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. | Southern California Edison Co. |
| 03/15/2030 | &nbsp;&nbsp; 5.250% | 723000 | &nbsp;&nbsp; 737458 |
| 06/01/2031 | &nbsp;&nbsp; 5.450% | 257000 | &nbsp;&nbsp; 264485 |
| 06/01/2034 | &nbsp;&nbsp; 5.200% | 155000 | &nbsp;&nbsp; 154250 |
| 03/01/2035 | &nbsp;&nbsp; 5.450% | 895000 | &nbsp;&nbsp; 905280 |
| 03/01/2048 | &nbsp;&nbsp; 4.125% | 787000 | &nbsp;&nbsp; 602698 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 12/01/2053 | &nbsp;&nbsp; 5.875% | 915000 | &nbsp;&nbsp; 884321 |
| Southern Power Co. | Southern Power Co. | Southern Power Co. | Southern Power Co. |
| 09/15/2041 | &nbsp;&nbsp; 5.150% | 232000 | &nbsp;&nbsp; 222847 |
| Southwestern Electric Power Co. | Southwestern Electric Power Co. | Southwestern Electric Power Co. | Southwestern Electric Power Co. |
| 04/01/2033 | &nbsp;&nbsp; 5.300% | 199000 | &nbsp;&nbsp; 203334 |
| 04/01/2045 | &nbsp;&nbsp; 3.900% | 249000 | &nbsp;&nbsp; 193733 |
| Southwestern Public Service Co. | Southwestern Public Service Co. | Southwestern Public Service Co. | Southwestern Public Service Co. |
| 08/15/2041 | &nbsp;&nbsp; 4.500% | 192000 | &nbsp;&nbsp; 172926 |
| Trans-Allegheny Interstate Line Co.<sup>(a)</sup>  | Trans-Allegheny Interstate Line Co.<sup>(a)</sup>  | Trans-Allegheny Interstate Line Co.<sup>(a)</sup>  | Trans-Allegheny Interstate Line Co.<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 5.000% | 1490000 | &nbsp;&nbsp; 1528010 |
| Tucson Electric Power Co. | Tucson Electric Power Co. | Tucson Electric Power Co. | Tucson Electric Power Co. |
| 04/15/2053 | &nbsp;&nbsp; 5.500% | 238000 | &nbsp;&nbsp; 230976 |
| Union Electric Co. | Union Electric Co. | Union Electric Co. | Union Electric Co. |
| 01/15/2054 | &nbsp;&nbsp; 5.250% | 263000 | &nbsp;&nbsp; 251502 |
| Virginia Electric and Power Co. | Virginia Electric and Power Co. | Virginia Electric and Power Co. | Virginia Electric and Power Co. |
| 11/15/2051 | &nbsp;&nbsp; 2.950% | 1045000 | &nbsp;&nbsp; 669609 |
| Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  | Vistra Operations Co. LLC<sup>(a)</sup>  |
| 12/30/2026 | &nbsp;&nbsp; 5.050% | 1004000 | &nbsp;&nbsp; 1011124 |
| 02/15/2027 | &nbsp;&nbsp; 5.625% | 580000 | &nbsp;&nbsp; 580217 |
| 10/15/2031 | &nbsp;&nbsp; 7.750% | 370000 | &nbsp;&nbsp; 392018 |
| 04/15/2034 | &nbsp;&nbsp; 6.000% | 2345000 | &nbsp;&nbsp; 2471684 |
| Wisconsin Electric Power Co. | Wisconsin Electric Power Co. | Wisconsin Electric Power Co. | Wisconsin Electric Power Co. |
| 10/15/2030 | &nbsp;&nbsp; 4.150% | 1483000 | &nbsp;&nbsp; 1477989 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **112938552** |
| **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** | **Environmental 0.0%** |
| GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  | GFL Environmental, Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.750% | 365000 | &nbsp;&nbsp; 360044 |
| 01/15/2031 | &nbsp;&nbsp; 6.750% | 901000 | &nbsp;&nbsp; 943141 |
| Republic Services, Inc. | Republic Services, Inc. | Republic Services, Inc. | Republic Services, Inc. |
| 02/15/2031 | &nbsp;&nbsp; 1.450% | 217000 | &nbsp;&nbsp; 187985 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1491170** |
| **Finance Companies 0.3%** | **Finance Companies 0.3%** | **Finance Companies 0.3%** | **Finance Companies 0.3%** |
| AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust |
| 09/10/2029 | &nbsp;&nbsp; 4.625% | 265000 | &nbsp;&nbsp; 267436 |
| AerCap Ireland Capital DAC/Global Aviation Trust<sup>(k)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(k)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(k)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(k)</sup>  |
| 11/15/2035 | &nbsp;&nbsp; 5.000% | 340000 | &nbsp;&nbsp; 336702 |
| AerCap Ireland Capital DAC/Global Aviation Trust<sup>(e)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(e)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(e)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(e)</sup>  |
| 03/10/2055 | &nbsp;&nbsp; 6.950% | 410000 | &nbsp;&nbsp; 429143 |
| Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  | Avolon Holdings Funding Ltd.<sup>(a)</sup>  |
| 01/15/2026 | &nbsp;&nbsp; 5.500% | 984000 | &nbsp;&nbsp; 985165 |
| 02/21/2026 | &nbsp;&nbsp; 2.125% | 59000 | &nbsp;&nbsp; 58410 |
| 11/18/2027 | &nbsp;&nbsp; 2.528% | 654000 | &nbsp;&nbsp; 628950 |
| 03/01/2029 | &nbsp;&nbsp; 5.750% | 932000 | &nbsp;&nbsp; 964162 |
| 11/15/2029 | &nbsp;&nbsp; 5.750% | 2517000 | &nbsp;&nbsp; 2616990 |
| 01/15/2030 | &nbsp;&nbsp; 5.150% | 396000 | &nbsp;&nbsp; 402259 |
| 10/10/2030 | &nbsp;&nbsp; 4.900% | 900000 | &nbsp;&nbsp; 904638 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| FS KKR Capital Corp. | FS KKR Capital Corp. | FS KKR Capital Corp. | FS KKR Capital Corp. |
| 01/15/2030 | &nbsp;&nbsp; 6.125% | 2252000 | &nbsp;&nbsp; 2241181 |
| Macquarie Airfinance Holdings Ltd.<sup>(a)</sup>  | Macquarie Airfinance Holdings Ltd.<sup>(a)</sup>  | Macquarie Airfinance Holdings Ltd.<sup>(a)</sup>  | Macquarie Airfinance Holdings Ltd.<sup>(a)</sup>  |
| 03/17/2030 | &nbsp;&nbsp; 5.150% | 170000 | &nbsp;&nbsp; 172383 |
| Nationstar Mortgage Holdings, Inc.<sup>(a)</sup>  | Nationstar Mortgage Holdings, Inc.<sup>(a)</sup>  | Nationstar Mortgage Holdings, Inc.<sup>(a)</sup>  | Nationstar Mortgage Holdings, Inc.<sup>(a)</sup>  |
| 01/15/2027 | &nbsp;&nbsp; 6.000% | 300000 | &nbsp;&nbsp; 300000 |
| Oaktree Specialty Lending Corp. | Oaktree Specialty Lending Corp. | Oaktree Specialty Lending Corp. | Oaktree Specialty Lending Corp. |
| 02/27/2030 | &nbsp;&nbsp; 6.340% | 1355000 | &nbsp;&nbsp; 1361510 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |
| 05/15/2029 | &nbsp;&nbsp; 6.625% | 530000 | &nbsp;&nbsp; 545438 |
| Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  | Rocket Mortgage LLC/Co-Issuer, Inc.<sup>(a)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 3.625% | 400000 | &nbsp;&nbsp; 381743 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **12596110** |
| **Food and Beverage 0.8%** | **Food and Beverage 0.8%** | **Food and Beverage 0.8%** | **Food and Beverage 0.8%** |
| Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | Anheuser-Busch Companies LLC/InBev Worldwide, Inc. |
| 02/01/2036 | &nbsp;&nbsp; 4.700% | 5333000 | &nbsp;&nbsp; 5268554 |
| Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. | Anheuser-Busch InBev Worldwide, Inc. |
| 01/23/2039 | &nbsp;&nbsp; 5.450% | 800000 | &nbsp;&nbsp; 825917 |
| Bunge Ltd Finance Corp. | Bunge Ltd Finance Corp. | Bunge Ltd Finance Corp. | Bunge Ltd Finance Corp. |
| 08/04/2035 | &nbsp;&nbsp; 5.150% | 2053000 | &nbsp;&nbsp; 2076372 |
| Cargill, Inc.<sup>(a)</sup>  | Cargill, Inc.<sup>(a)</sup>  | Cargill, Inc.<sup>(a)</sup>  | Cargill, Inc.<sup>(a)</sup>  |
| 11/01/2036 | &nbsp;&nbsp; 7.250% | 300000 | &nbsp;&nbsp; 348336 |
| Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 5.250% | 250000 | &nbsp;&nbsp; 249405 |
| Grupo Nutresa SA<sup>(a)</sup>  | Grupo Nutresa SA<sup>(a)</sup>  | Grupo Nutresa SA<sup>(a)</sup>  | Grupo Nutresa SA<sup>(a)</sup>  |
| 05/12/2035 | &nbsp;&nbsp; 9.000% | 250000 | &nbsp;&nbsp; 283616 |
| JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. |
| 04/01/2033 | &nbsp;&nbsp; 5.750% | 512000 | &nbsp;&nbsp; 534329 |
| JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl | JBS USA Holding Lux Sarl/Food Co./Sarl |
| 11/15/2053 | &nbsp;&nbsp; 7.250% | 1656000 | &nbsp;&nbsp; 1895683 |
| JBS USA Holding Lux Sarl/Foods Group Holdings, Inc./Food Co.<sup>(a)</sup>  | JBS USA Holding Lux Sarl/Foods Group Holdings, Inc./Food Co.<sup>(a)</sup>  | JBS USA Holding Lux Sarl/Foods Group Holdings, Inc./Food Co.<sup>(a)</sup>  | JBS USA Holding Lux Sarl/Foods Group Holdings, Inc./Food Co.<sup>(a)</sup>  |
| 01/15/2036 | &nbsp;&nbsp; 5.500% | 1430000 | &nbsp;&nbsp; 1455326 |
| 04/15/2066 | &nbsp;&nbsp; 6.375% | 533000 | &nbsp;&nbsp; 548317 |
| JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. | JBS USA Lux SA/Food Co./Finance, Inc. |
| 01/15/2032 | &nbsp;&nbsp; 3.625% | 2803000 | &nbsp;&nbsp; 2615392 |
| 05/15/2032 | &nbsp;&nbsp; 3.000% | 1979000 | &nbsp;&nbsp; 1768655 |
| 12/01/2052 | &nbsp;&nbsp; 6.500% | 1081000 | &nbsp;&nbsp; 1139409 |
| JBS USA LUX Sarl/Food Co./Foods Group<sup>(a)</sup>  | JBS USA LUX Sarl/Food Co./Foods Group<sup>(a)</sup>  | JBS USA LUX Sarl/Food Co./Foods Group<sup>(a)</sup>  | JBS USA LUX Sarl/Food Co./Foods Group<sup>(a)</sup>  |
| 04/20/2035 | &nbsp;&nbsp; 5.950% | 383000 | &nbsp;&nbsp; 402484 |
| Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  | Lamb Weston Holdings, Inc.<sup>(a)</sup>  |
| 05/15/2028 | &nbsp;&nbsp; 4.875% | 345000 | &nbsp;&nbsp; 343896 |
| Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  | Mars, Inc.<sup>(a)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 4.800% | 3392000 | &nbsp;&nbsp; 3456237 |
| 03/01/2032 | &nbsp;&nbsp; 5.000% | 1578000 | &nbsp;&nbsp; 1614013 |
| 03/01/2035 | &nbsp;&nbsp; 5.200% | 1512000 | &nbsp;&nbsp; 1545022 |
| 05/01/2045 | &nbsp;&nbsp; 5.650% | 259000 | &nbsp;&nbsp; 262889 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| PepsiCo, Inc. | PepsiCo, Inc. | PepsiCo, Inc. | PepsiCo, Inc. |
| 01/15/2029 | &nbsp;&nbsp; 4.100% | 1996000 | &nbsp;&nbsp; 2003448 |
| 07/23/2030 | &nbsp;&nbsp; 4.300% | 1106000 | &nbsp;&nbsp; 1113044 |
| 08/13/2042 | &nbsp;&nbsp; 3.600% | 546000 | &nbsp;&nbsp; 445853 |
| Performance Food Group, Inc.<sup>(a)</sup>  | Performance Food Group, Inc.<sup>(a)</sup>  | Performance Food Group, Inc.<sup>(a)</sup>  | Performance Food Group, Inc.<sup>(a)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 5.500% | 400000 | &nbsp;&nbsp; 399986 |
| Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  | Post Holdings, Inc.<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 4.625% | 475000 | &nbsp;&nbsp; 458096 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **31054279** |
| **Gaming 0.1%** | **Gaming 0.1%** | **Gaming 0.1%** | **Gaming 0.1%** |
| Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  | Caesars Entertainment, Inc.<sup>(a)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 6.500% | 750000 | &nbsp;&nbsp; 765010 |
| MGM Resorts International | MGM Resorts International | MGM Resorts International | MGM Resorts International |
| 09/15/2029 | &nbsp;&nbsp; 6.125% | 300000 | &nbsp;&nbsp; 305199 |
| 04/15/2032 | &nbsp;&nbsp; 6.500% | 320000 | &nbsp;&nbsp; 326120 |
| Station Casinos LLC<sup>(a)</sup>  | Station Casinos LLC<sup>(a)</sup>  | Station Casinos LLC<sup>(a)</sup>  | Station Casinos LLC<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 4.500% | 300000 | &nbsp;&nbsp; 294953 |
| Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup>  | Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup>  | Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup>  | Wynn Las Vegas LLC/Capital Corp.<sup>(a)</sup>  |
| 05/15/2027 | &nbsp;&nbsp; 5.250% | 515000 | &nbsp;&nbsp; 514610 |
| Wynn Macau Ltd.<sup>(a)</sup>  | Wynn Macau Ltd.<sup>(a)</sup>  | Wynn Macau Ltd.<sup>(a)</sup>  | Wynn Macau Ltd.<sup>(a)</sup>  |
| 08/26/2028 | &nbsp;&nbsp; 5.625% | 295000 | &nbsp;&nbsp; 294371 |
| Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  | Wynn Resorts Finance LLC/Capital Corp.<sup>(a)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 5.125% | 300000 | &nbsp;&nbsp; 300404 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2800667** |
| **Health Care 0.7%** | **Health Care 0.7%** | **Health Care 0.7%** | **Health Care 0.7%** |
| AdaptHealth LLC<sup>(a)</sup>  | AdaptHealth LLC<sup>(a)</sup>  | AdaptHealth LLC<sup>(a)</sup>  | AdaptHealth LLC<sup>(a)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 4.625% | 210000 | &nbsp;&nbsp; 199465 |
| Alcon Finance Corp.<sup>(a)</sup>  | Alcon Finance Corp.<sup>(a)</sup>  | Alcon Finance Corp.<sup>(a)</sup>  | Alcon Finance Corp.<sup>(a)</sup>  |
| 12/06/2032 | &nbsp;&nbsp; 5.375% | 2327000 | &nbsp;&nbsp; 2426135 |
| Avantor Funding, Inc.<sup>(a)</sup>  | Avantor Funding, Inc.<sup>(a)</sup>  | Avantor Funding, Inc.<sup>(a)</sup>  | Avantor Funding, Inc.<sup>(a)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 4.625% | 345000 | &nbsp;&nbsp; 339427 |
| Baxter International, Inc. | Baxter International, Inc. | Baxter International, Inc. | Baxter International, Inc. |
| 04/01/2031 | &nbsp;&nbsp; 1.730% | 733000 | &nbsp;&nbsp; 630312 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| 06/01/2031 | &nbsp;&nbsp; 5.550% | 1572000 | &nbsp;&nbsp; 1644065 |
| 06/01/2034 | &nbsp;&nbsp; 5.700% | 1614000 | &nbsp;&nbsp; 1683557 |
| 03/25/2038 | &nbsp;&nbsp; 4.780% | 869000 | &nbsp;&nbsp; 814783 |
| 03/25/2048 | &nbsp;&nbsp; 5.050% | 3496000 | &nbsp;&nbsp; 3112457 |
| CVS Pass-Through Trust<sup>(a)</sup>  | CVS Pass-Through Trust<sup>(a)</sup>  | CVS Pass-Through Trust<sup>(a)</sup>  | CVS Pass-Through Trust<sup>(a)</sup>  |
| 10/10/2025 | &nbsp;&nbsp; 6.204% | 2104 | &nbsp;&nbsp; 2104 |
| 01/10/2034 | &nbsp;&nbsp; 5.926% | 384068 | &nbsp;&nbsp; 389467 |
| 01/10/2036 | &nbsp;&nbsp; 4.704% | 951987 | &nbsp;&nbsp; 912995 |
| DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  | DaVita, Inc.<sup>(a)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 4.625% | 600000 | &nbsp;&nbsp; 574717 |
| Encompass Health Corp. | Encompass Health Corp. | Encompass Health Corp. | Encompass Health Corp. |
| 02/01/2030 | &nbsp;&nbsp; 4.750% | 445000 | &nbsp;&nbsp; 440274 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. |
| 06/15/2029 | &nbsp;&nbsp; 4.125% | 600000 | &nbsp;&nbsp; 594765 |
| 03/01/2032 | &nbsp;&nbsp; 5.500% | 2715000 | &nbsp;&nbsp; 2826879 |
| 04/01/2034 | &nbsp;&nbsp; 5.600% | 192000 | &nbsp;&nbsp; 199372 |
| 06/15/2049 | &nbsp;&nbsp; 5.250% | 1491000 | &nbsp;&nbsp; 1360883 |
| 06/01/2053 | &nbsp;&nbsp; 5.900% | 841000 | &nbsp;&nbsp; 830469 |
| 04/01/2054 | &nbsp;&nbsp; 6.000% | 158000 | &nbsp;&nbsp; 158320 |
| 03/01/2055 | &nbsp;&nbsp; 6.200% | 1596000 | &nbsp;&nbsp; 1647818 |
| Hologic, Inc.<sup>(a)</sup>  | Hologic, Inc.<sup>(a)</sup>  | Hologic, Inc.<sup>(a)</sup>  | Hologic, Inc.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 3.250% | 525000 | &nbsp;&nbsp; 506933 |
| IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  | IQVIA, Inc.<sup>(a)</sup>  |
| 05/15/2027 | &nbsp;&nbsp; 5.000% | 358000 | &nbsp;&nbsp; 357198 |
| Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  | Mozart Debt Merger Sub, Inc.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 3.875% | 1200000 | &nbsp;&nbsp; 1157996 |
| Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. | Quest Diagnostics, Inc. |
| 12/15/2029 | &nbsp;&nbsp; 4.625% | 432000 | &nbsp;&nbsp; 438603 |
| Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. | Tenet Healthcare Corp. |
| 06/15/2030 | &nbsp;&nbsp; 6.125% | 2000000 | &nbsp;&nbsp; 2027733 |
| Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. | Zimmer Biomet Holdings, Inc. |
| 02/19/2035 | &nbsp;&nbsp; 5.500% | 732000 | &nbsp;&nbsp; 763221 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **26039948** |
| **Healthcare Insurance 0.2%** | **Healthcare Insurance 0.2%** | **Healthcare Insurance 0.2%** | **Healthcare Insurance 0.2%** |
| UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. | UnitedHealth Group, Inc. |
| 02/15/2033 | &nbsp;&nbsp; 5.350% | 1340000 | &nbsp;&nbsp; 1400522 |
| 05/15/2041 | &nbsp;&nbsp; 3.050% | 368000 | &nbsp;&nbsp; 279880 |
| 07/15/2044 | &nbsp;&nbsp; 5.500% | 958000 | &nbsp;&nbsp; 959610 |
| 02/15/2053 | &nbsp;&nbsp; 5.875% | 2018000 | &nbsp;&nbsp; 2077342 |
| 04/15/2053 | &nbsp;&nbsp; 5.050% | 911000 | &nbsp;&nbsp; 834876 |
| 07/15/2054 | &nbsp;&nbsp; 5.625% | 2558000 | &nbsp;&nbsp; 2544093 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **8096323** |
| **Healthcare REIT 0.0%** | **Healthcare REIT 0.0%** | **Healthcare REIT 0.0%** | **Healthcare REIT 0.0%** |
| Alexandria Real Estate Equities, Inc. | Alexandria Real Estate Equities, Inc. | Alexandria Real Estate Equities, Inc. | Alexandria Real Estate Equities, Inc. |
| 12/15/2030 | &nbsp;&nbsp; 4.900% | 199000 | &nbsp;&nbsp; 202613 |
| 08/15/2031 | &nbsp;&nbsp; 3.375% | 170000 | &nbsp;&nbsp; 159113 |
| 02/01/2033 | &nbsp;&nbsp; 1.875% | 102000 | &nbsp;&nbsp; 83701 |
| Sabra Health Care LP | Sabra Health Care LP | Sabra Health Care LP | Sabra Health Care LP |
| 12/01/2031 | &nbsp;&nbsp; 3.200% | 257000 | &nbsp;&nbsp; 233506 |
| Ventas Realty LP | Ventas Realty LP | Ventas Realty LP | Ventas Realty LP |
| 07/01/2034 | &nbsp;&nbsp; 5.625% | 238000 | &nbsp;&nbsp; 247909 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **926842** |
| **Independent Energy 0.5%** | **Independent Energy 0.5%** | **Independent Energy 0.5%** | **Independent Energy 0.5%** |
| Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  |
| 10/01/2034 | &nbsp;&nbsp; 5.125% | 1116000 | &nbsp;&nbsp; 1098930 |
| 10/01/2054 | &nbsp;&nbsp; 5.800% | 366000 | &nbsp;&nbsp; 340591 |
| Baytex Energy Corp.<sup>(a)</sup>  | Baytex Energy Corp.<sup>(a)</sup>  | Baytex Energy Corp.<sup>(a)</sup>  | Baytex Energy Corp.<sup>(a)</sup>  |
| 04/30/2030 | &nbsp;&nbsp; 8.500% | 660000 | &nbsp;&nbsp; 679118 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| California Resources Corp.<sup>(a)</sup>  | California Resources Corp.<sup>(a)</sup>  | California Resources Corp.<sup>(a)</sup>  | California Resources Corp.<sup>(a)</sup>  |
| 02/01/2026 | &nbsp;&nbsp; 7.125% | 121000 | &nbsp;&nbsp; 121166 |
| Chord Energy Corp.<sup>(a)</sup>  | Chord Energy Corp.<sup>(a)</sup>  | Chord Energy Corp.<sup>(a)</sup>  | Chord Energy Corp.<sup>(a)</sup>  |
| 03/15/2033 | &nbsp;&nbsp; 6.750% | 230000 | &nbsp;&nbsp; 232970 |
| Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  |
| 07/01/2031 | &nbsp;&nbsp; 8.750% | 725000 | &nbsp;&nbsp; 743013 |
| Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  | Colgate Energy Partners III LLC<sup>(a)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 5.875% | 315000 | &nbsp;&nbsp; 315112 |
| Comstock Resources, Inc.<sup>(a)</sup>  | Comstock Resources, Inc.<sup>(a)</sup>  | Comstock Resources, Inc.<sup>(a)</sup>  | Comstock Resources, Inc.<sup>(a)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 6.750% | 295000 | &nbsp;&nbsp; 294517 |
| ConocoPhillips Co. | ConocoPhillips Co. | ConocoPhillips Co. | ConocoPhillips Co. |
| 03/15/2054 | &nbsp;&nbsp; 5.550% | 1412000 | &nbsp;&nbsp; 1392343 |
| Coterra Energy, Inc. | Coterra Energy, Inc. | Coterra Energy, Inc. | Coterra Energy, Inc. |
| 02/15/2035 | &nbsp;&nbsp; 5.400% | 332000 | &nbsp;&nbsp; 334997 |
| 02/15/2055 | &nbsp;&nbsp; 5.900% | 844000 | &nbsp;&nbsp; 815382 |
| Devon Energy Corp. | Devon Energy Corp. | Devon Energy Corp. | Devon Energy Corp. |
| 09/15/2054 | &nbsp;&nbsp; 5.750% | 1315000 | &nbsp;&nbsp; 1219224 |
| Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. | Diamondback Energy, Inc. |
| 04/18/2027 | &nbsp;&nbsp; 5.200% | 792000 | &nbsp;&nbsp; 803743 |
| 01/30/2030 | &nbsp;&nbsp; 5.150% | 1480000 | &nbsp;&nbsp; 1524558 |
| 03/24/2051 | &nbsp;&nbsp; 4.400% | 298000 | &nbsp;&nbsp; 240788 |
| 04/18/2054 | &nbsp;&nbsp; 5.750% | 509000 | &nbsp;&nbsp; 489497 |
| 04/18/2064 | &nbsp;&nbsp; 5.900% | 398000 | &nbsp;&nbsp; 383333 |
| EQT Corp. | EQT Corp. | EQT Corp. | EQT Corp. |
| 01/15/2031 | &nbsp;&nbsp; 4.750% | 1775000 | &nbsp;&nbsp; 1770659 |
| Hess Corp. | Hess Corp. | Hess Corp. | Hess Corp. |
| 02/15/2041 | &nbsp;&nbsp; 5.600% | 1227000 | &nbsp;&nbsp; 1273581 |
| Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  | Hilcorp Energy I LP/Finance Co.<sup>(a)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 5.750% | 540000 | &nbsp;&nbsp; 532989 |
| Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  | Matador Resources Co.<sup>(a)</sup>  |
| 04/15/2028 | &nbsp;&nbsp; 6.875% | 270000 | &nbsp;&nbsp; 275675 |
| 04/15/2032 | &nbsp;&nbsp; 6.500% | 225000 | &nbsp;&nbsp; 227579 |
| Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  | Permian Resources Operating LLC<sup>(a)</sup>  |
| 07/15/2031 | &nbsp;&nbsp; 9.875% | 160000 | &nbsp;&nbsp; 174433 |
| Pioneer Natural Resources Co. | Pioneer Natural Resources Co. | Pioneer Natural Resources Co. | Pioneer Natural Resources Co. |
| 08/15/2030 | &nbsp;&nbsp; 1.900% | 255000 | &nbsp;&nbsp; 229126 |
| SM Energy Co. | SM Energy Co. | SM Energy Co. | SM Energy Co. |
| 09/15/2026 | &nbsp;&nbsp; 6.750% | 280000 | &nbsp;&nbsp; 280042 |
| 01/15/2027 | &nbsp;&nbsp; 6.625% | 300000 | &nbsp;&nbsp; 299990 |
| Southwestern Energy Co. | Southwestern Energy Co. | Southwestern Energy Co. | Southwestern Energy Co. |
| 02/01/2029 | &nbsp;&nbsp; 5.375% | 400000 | &nbsp;&nbsp; 400775 |
| 02/01/2032 | &nbsp;&nbsp; 4.750% | 2097000 | &nbsp;&nbsp; 2061483 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18555614** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Integrated Energy 0.2%** | **Integrated Energy 0.2%** | **Integrated Energy 0.2%** | **Integrated Energy 0.2%** |
| BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. | BP Capital Markets America, Inc. |
| 02/13/2033 | &nbsp;&nbsp; 4.812% | 541000 | &nbsp;&nbsp; 547330 |
| 09/11/2033 | &nbsp;&nbsp; 4.893% | 517000 | &nbsp;&nbsp; 524504 |
| 11/17/2034 | &nbsp;&nbsp; 5.227% | 855000 | &nbsp;&nbsp; 883587 |
| 11/10/2050 | &nbsp;&nbsp; 2.772% | 412000 | &nbsp;&nbsp; 259344 |
| 03/17/2052 | &nbsp;&nbsp; 3.001% | 1572000 | &nbsp;&nbsp; 1023381 |
| Chevron USA, Inc. | Chevron USA, Inc. | Chevron USA, Inc. | Chevron USA, Inc. |
| 10/15/2030 | &nbsp;&nbsp; 4.300% | 1425000 | &nbsp;&nbsp; 1432809 |
| Eni SpA<sup>(a)</sup>  | Eni SpA<sup>(a)</sup>  | Eni SpA<sup>(a)</sup>  | Eni SpA<sup>(a)</sup>  |
| 05/15/2054 | &nbsp;&nbsp; 5.950% | 1228000 | &nbsp;&nbsp; 1230143 |
| Total Capital International SA | Total Capital International SA | Total Capital International SA | Total Capital International SA |
| 06/29/2041 | &nbsp;&nbsp; 2.986% | 280000 | &nbsp;&nbsp; 212244 |
| 05/29/2050 | &nbsp;&nbsp; 3.127% | 729000 | &nbsp;&nbsp; 498000 |
| TotalEnergies Capital SA | TotalEnergies Capital SA | TotalEnergies Capital SA | TotalEnergies Capital SA |
| 04/05/2054 | &nbsp;&nbsp; 5.488% | 322000 | &nbsp;&nbsp; 319067 |
| 09/10/2054 | &nbsp;&nbsp; 5.275% | 285000 | &nbsp;&nbsp; 273945 |
| 04/05/2064 | &nbsp;&nbsp; 5.638% | 1345000 | &nbsp;&nbsp; 1345120 |
| 09/10/2064 | &nbsp;&nbsp; 5.425% | 411000 | &nbsp;&nbsp; 395784 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **8945258** |
| **Leisure 0.1%** | **Leisure 0.1%** | **Leisure 0.1%** | **Leisure 0.1%** |
| Boyne USA, Inc.<sup>(a)</sup>  | Boyne USA, Inc.<sup>(a)</sup>  | Boyne USA, Inc.<sup>(a)</sup>  | Boyne USA, Inc.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.750% | 595000 | &nbsp;&nbsp; 583808 |
| Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 6.000% | 195000 | &nbsp;&nbsp; 197925 |
| 02/15/2033 | &nbsp;&nbsp; 6.125% | 1135000 | &nbsp;&nbsp; 1163726 |
| Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  | Cinemark USA, Inc.<sup>(a)</sup>  |
| 07/15/2028 | &nbsp;&nbsp; 5.250% | 210000 | &nbsp;&nbsp; 209051 |
| Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  |
| 05/15/2027 | &nbsp;&nbsp; 6.500% | 475000 | &nbsp;&nbsp; 479952 |
| 10/15/2027 | &nbsp;&nbsp; 4.750% | 435000 | &nbsp;&nbsp; 431996 |
| Six Flags Entertainment Corp.<sup>(a)</sup>  | Six Flags Entertainment Corp.<sup>(a)</sup>  | Six Flags Entertainment Corp.<sup>(a)</sup>  | Six Flags Entertainment Corp.<sup>(a)</sup>  |
| 05/15/2031 | &nbsp;&nbsp; 7.250% | 340000 | &nbsp;&nbsp; 340013 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3406471** |
| **Life Insurance 0.3%** | **Life Insurance 0.3%** | **Life Insurance 0.3%** | **Life Insurance 0.3%** |
| AIA Group Ltd.<sup>(a)</sup>  | AIA Group Ltd.<sup>(a)</sup>  | AIA Group Ltd.<sup>(a)</sup>  | AIA Group Ltd.<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/16/2040 | &nbsp;&nbsp; 3.200% | 340000 | &nbsp;&nbsp; 268078 |
| Allianz SE<sup>(a),(e)</sup>  | Allianz SE<sup>(a),(e)</sup>  | Allianz SE<sup>(a),(e)</sup>  | Allianz SE<sup>(a),(e)</sup>  |
| 09/03/2054 | &nbsp;&nbsp; 5.600% | 800000 | &nbsp;&nbsp; 823126 |
| Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  |
| 08/22/2035 | &nbsp;&nbsp; 5.543% | 1224000 | &nbsp;&nbsp; 1240198 |
| CNO Global Funding<sup>(a)</sup>  | CNO Global Funding<sup>(a)</sup>  | CNO Global Funding<sup>(a)</sup>  | CNO Global Funding<sup>(a)</sup>  |
| 06/04/2027 | &nbsp;&nbsp; 5.875% | 467000 | &nbsp;&nbsp; 479430 |
| Corebridge Global Funding<sup>(a)</sup>  | Corebridge Global Funding<sup>(a)</sup>  | Corebridge Global Funding<sup>(a)</sup>  | Corebridge Global Funding<sup>(a)</sup>  |
| 08/21/2032 | &nbsp;&nbsp; 4.900% | 284000 | &nbsp;&nbsp; 285306 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Guardian Life Global Funding<sup>(a),(k)</sup>  | Guardian Life Global Funding<sup>(a),(k)</sup>  | Guardian Life Global Funding<sup>(a),(k)</sup>  | Guardian Life Global Funding<sup>(a),(k)</sup>  |
| 10/06/2030 | &nbsp;&nbsp; 4.327% | 1720000 | &nbsp;&nbsp; 1721307 |
| Metropolitan Life Global Funding I<sup>(a)</sup>  | Metropolitan Life Global Funding I<sup>(a)</sup>  | Metropolitan Life Global Funding I<sup>(a)</sup>  | Metropolitan Life Global Funding I<sup>(a)</sup>  |
| 03/28/2033 | &nbsp;&nbsp; 5.150% | 799000 | &nbsp;&nbsp; 827513 |
| New York Life Global Funding<sup>(a)</sup>  | New York Life Global Funding<sup>(a)</sup>  | New York Life Global Funding<sup>(a)</sup>  | New York Life Global Funding<sup>(a)</sup>  |
| 01/10/2028 | &nbsp;&nbsp; 3.000% | 229000 | &nbsp;&nbsp; 224241 |
| New York Life Insurance Co.<sup>(a)</sup>  | New York Life Insurance Co.<sup>(a)</sup>  | New York Life Insurance Co.<sup>(a)</sup>  | New York Life Insurance Co.<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 05/15/2033 | &nbsp;&nbsp; 5.875% | 999000 | &nbsp;&nbsp; 1058466 |
| Northwestern Mutual Global Funding<sup>(a)</sup>  | Northwestern Mutual Global Funding<sup>(a)</sup>  | Northwestern Mutual Global Funding<sup>(a)</sup>  | Northwestern Mutual Global Funding<sup>(a)</sup>  |
| 05/28/2031 | &nbsp;&nbsp; 5.160% | 270000 | &nbsp;&nbsp; 279849 |
| Principal Financial Group, Inc.<sup>(a)</sup>  | Principal Financial Group, Inc.<sup>(a)</sup>  | Principal Financial Group, Inc.<sup>(a)</sup>  | Principal Financial Group, Inc.<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 4.111% | 468000 | &nbsp;&nbsp; 466451 |
| Protective Life Global Funding<sup>(a)</sup>  | Protective Life Global Funding<sup>(a)</sup>  | Protective Life Global Funding<sup>(a)</sup>  | Protective Life Global Funding<sup>(a)</sup>  |
| 12/08/2028 | &nbsp;&nbsp; 5.467% | 466000 | &nbsp;&nbsp; 483176 |
| Prudential Funding Asia PLC | Prudential Funding Asia PLC | Prudential Funding Asia PLC | Prudential Funding Asia PLC |
| 04/14/2030 | &nbsp;&nbsp; 3.125% | 322000 | &nbsp;&nbsp; 308771 |
| Sumitomo Life Insurance Co.<sup>(a),(e)</sup>  | Sumitomo Life Insurance Co.<sup>(a),(e)</sup>  | Sumitomo Life Insurance Co.<sup>(a),(e)</sup>  | Sumitomo Life Insurance Co.<sup>(a),(e)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/10/2055 | &nbsp;&nbsp; 5.875% | 2669000 | &nbsp;&nbsp; 2720418 |
| Teachers Insurance & Annuity Association of America<sup>(a)</sup>  | Teachers Insurance & Annuity Association of America<sup>(a)</sup>  | Teachers Insurance & Annuity Association of America<sup>(a)</sup>  | Teachers Insurance & Annuity Association of America<sup>(a)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 05/15/2047 | &nbsp;&nbsp; 4.270% | 496000 | &nbsp;&nbsp; 411841 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **11598171** |
| **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** | **Lodging 0.1%** |
| Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 3.750% | 490000 | &nbsp;&nbsp; 471365 |
| 03/15/2033 | &nbsp;&nbsp; 5.875% | 50000 | &nbsp;&nbsp; 51083 |
| Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. |
| 01/15/2030 | &nbsp;&nbsp; 4.875% | 145000 | &nbsp;&nbsp; 144137 |
| Hilton Worldwide Finance LLC/Corp. | Hilton Worldwide Finance LLC/Corp. | Hilton Worldwide Finance LLC/Corp. | Hilton Worldwide Finance LLC/Corp. |
| 04/01/2027 | &nbsp;&nbsp; 4.875% | 305000 | &nbsp;&nbsp; 304676 |
| Marriott International, Inc. | Marriott International, Inc. | Marriott International, Inc. | Marriott International, Inc. |
| 10/15/2035 | &nbsp;&nbsp; 5.250% | 2380000 | &nbsp;&nbsp; 2402081 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3373342** |
| **Media and Entertainment 0.3%** | **Media and Entertainment 0.3%** | **Media and Entertainment 0.3%** | **Media and Entertainment 0.3%** |
| Gray Media, Inc.<sup>(a)</sup>  | Gray Media, Inc.<sup>(a)</sup>  | Gray Media, Inc.<sup>(a)</sup>  | Gray Media, Inc.<sup>(a)</sup>  |
| 08/15/2033 | &nbsp;&nbsp; 7.250% | 150000 | &nbsp;&nbsp; 148788 |
| Gray Television, Inc.<sup>(a)</sup>  | Gray Television, Inc.<sup>(a)</sup>  | Gray Television, Inc.<sup>(a)</sup>  | Gray Television, Inc.<sup>(a)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 4.750% | 350000 | &nbsp;&nbsp; 268270 |
| iHeartCommunications, Inc.<sup>(a)</sup>  | iHeartCommunications, Inc.<sup>(a)</sup>  | iHeartCommunications, Inc.<sup>(a)</sup>  | iHeartCommunications, Inc.<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 9.125% | 394250 | &nbsp;&nbsp; 356908 |
| 08/15/2030 | &nbsp;&nbsp; 7.750% | 372700 | &nbsp;&nbsp; 309591 |
| Lamar Media Corp. | Lamar Media Corp. | Lamar Media Corp. | Lamar Media Corp. |
| 02/15/2030 | &nbsp;&nbsp; 4.000% | 530000 | &nbsp;&nbsp; 507003 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |
| 05/15/2053 | &nbsp;&nbsp; 5.600% | 635000 | &nbsp;&nbsp; 643159 |
| 08/15/2054 | &nbsp;&nbsp; 5.400% | 1035000 | &nbsp;&nbsp; 1023111 |
| 08/15/2064 | &nbsp;&nbsp; 5.550% | 2181000 | &nbsp;&nbsp; 2164922 |
| Midas OpCo Holdings LLC<sup>(a)</sup>  | Midas OpCo Holdings LLC<sup>(a)</sup>  | Midas OpCo Holdings LLC<sup>(a)</sup>  | Midas OpCo Holdings LLC<sup>(a)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 5.625% | 450000 | &nbsp;&nbsp; 437539 |
| Netflix, Inc. | Netflix, Inc. | Netflix, Inc. | Netflix, Inc. |
| 08/15/2054 | &nbsp;&nbsp; 5.400% | 1005000 | &nbsp;&nbsp; 1013266 |
| Nexstar Escrow, Inc.<sup>(a)</sup>  | Nexstar Escrow, Inc.<sup>(a)</sup>  | Nexstar Escrow, Inc.<sup>(a)</sup>  | Nexstar Escrow, Inc.<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 5.625% | 550000 | &nbsp;&nbsp; 549383 |
| Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  | Outfront Media Capital LLC/Corp.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 4.250% | 375000 | &nbsp;&nbsp; 360329 |
| Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 3.875% | 185000 | &nbsp;&nbsp; 163421 |
| Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. | Take-Two Interactive Software, Inc. |
| 06/12/2029 | &nbsp;&nbsp; 5.400% | 193000 | &nbsp;&nbsp; 199892 |
| 06/12/2034 | &nbsp;&nbsp; 5.600% | 771000 | &nbsp;&nbsp; 805275 |
| TEGNA, Inc. | TEGNA, Inc. | TEGNA, Inc. | TEGNA, Inc. |
| 03/15/2028 | &nbsp;&nbsp; 4.625% | 362000 | &nbsp;&nbsp; 357191 |
| 09/15/2029 | &nbsp;&nbsp; 5.000% | 396000 | &nbsp;&nbsp; 394103 |
| Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  | Univision Communications, Inc.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 8.000% | 285000 | &nbsp;&nbsp; 295243 |
| WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. |
| 03/15/2032 | &nbsp;&nbsp; 4.279% | 110000 | &nbsp;&nbsp; 100849 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **10098243** |
| **Metals and Mining 0.3%** | **Metals and Mining 0.3%** | **Metals and Mining 0.3%** | **Metals and Mining 0.3%** |
| Alumina Pty Ltd.<sup>(a)</sup>  | Alumina Pty Ltd.<sup>(a)</sup>  | Alumina Pty Ltd.<sup>(a)</sup>  | Alumina Pty Ltd.<sup>(a)</sup>  |
| 09/15/2032 | &nbsp;&nbsp; 6.375% | 200000 | &nbsp;&nbsp; 205698 |
| Big River Steel LLC/Finance Corp.<sup>(a)</sup>  | Big River Steel LLC/Finance Corp.<sup>(a)</sup>  | Big River Steel LLC/Finance Corp.<sup>(a)</sup>  | Big River Steel LLC/Finance Corp.<sup>(a)</sup>  |
| 01/31/2029 | &nbsp;&nbsp; 6.625% | 320000 | &nbsp;&nbsp; 320409 |
| Carpenter Technology Corp. | Carpenter Technology Corp. | Carpenter Technology Corp. | Carpenter Technology Corp. |
| 07/15/2028 | &nbsp;&nbsp; 6.375% | 485000 | &nbsp;&nbsp; 486241 |
| Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. | Cleveland-Cliffs, Inc. |
| 06/01/2027 | &nbsp;&nbsp; 5.875% | 448000 | &nbsp;&nbsp; 448000 |
| Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 6.750% | 130000 | &nbsp;&nbsp; 131853 |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. |
| 08/01/2030 | &nbsp;&nbsp; 4.625% | 308000 | &nbsp;&nbsp; 305185 |
| Gerdau Trade, Inc. | Gerdau Trade, Inc. | Gerdau Trade, Inc. | Gerdau Trade, Inc. |
| 06/09/2035 | &nbsp;&nbsp; 5.750% | 1265000 | &nbsp;&nbsp; 1309683 |
| Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  | Glencore Funding LLC<sup>(a)</sup>  |
| 09/23/2031 | &nbsp;&nbsp; 2.625% | 831000 | &nbsp;&nbsp; 745853 |
| 04/04/2034 | &nbsp;&nbsp; 5.634% | 3229000 | &nbsp;&nbsp; 3358348 |
| 04/01/2035 | &nbsp;&nbsp; 5.673% | 2156000 | &nbsp;&nbsp; 2239988 |
| 04/01/2055 | &nbsp;&nbsp; 6.141% | 808000 | &nbsp;&nbsp; 844319 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| United States Steel Corp. | United States Steel Corp. | United States Steel Corp. | United States Steel Corp. |
| 03/01/2029 | &nbsp;&nbsp; 6.875% | 275000 | &nbsp;&nbsp; 277399 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **10672976** |
| **Midstream 1.2%** | **Midstream 1.2%** | **Midstream 1.2%** | **Midstream 1.2%** |
| Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Antero Midstream Partners LP/Finance Corp.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 5.375% | 730000 | &nbsp;&nbsp; 727286 |
| Blue Racer Midstream LLC/Finance Corp.<sup>(a)</sup>  | Blue Racer Midstream LLC/Finance Corp.<sup>(a)</sup>  | Blue Racer Midstream LLC/Finance Corp.<sup>(a)</sup>  | Blue Racer Midstream LLC/Finance Corp.<sup>(a)</sup>  |
| 07/15/2026 | &nbsp;&nbsp; 6.625% | 475000 | &nbsp;&nbsp; 475063 |
| Buckeye Partners LP | Buckeye Partners LP | Buckeye Partners LP | Buckeye Partners LP |
| 12/01/2027 | &nbsp;&nbsp; 4.125% | 280000 | &nbsp;&nbsp; 277295 |
| 11/15/2043 | &nbsp;&nbsp; 5.850% | 400000 | &nbsp;&nbsp; 374009 |
| Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP | Cheniere Energy Partners LP |
| 10/01/2029 | &nbsp;&nbsp; 4.500% | 1080000 | &nbsp;&nbsp; 1077157 |
| 03/01/2031 | &nbsp;&nbsp; 4.000% | 951000 | &nbsp;&nbsp; 917623 |
| 08/15/2034 | &nbsp;&nbsp; 5.750% | 1737000 | &nbsp;&nbsp; 1806467 |
| Cheniere Energy, Inc. | Cheniere Energy, Inc. | Cheniere Energy, Inc. | Cheniere Energy, Inc. |
| 10/15/2028 | &nbsp;&nbsp; 4.625% | 690000 | &nbsp;&nbsp; 688082 |
| Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  | Columbia Pipelines Holding Co. LLC<sup>(a)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 5.097% | 255000 | &nbsp;&nbsp; 258878 |
| Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  | Columbia Pipelines Operating Co. LLC<sup>(a)</sup>  |
| 11/15/2033 | &nbsp;&nbsp; 6.036% | 1404000 | &nbsp;&nbsp; 1498359 |
| Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  | Crestwood Midstream Partners LP/Finance Corp.<sup>(a)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 6.000% | 1450000 | &nbsp;&nbsp; 1470282 |
| DT Midstream, Inc.<sup>(a)</sup>  | DT Midstream, Inc.<sup>(a)</sup>  | DT Midstream, Inc.<sup>(a)</sup>  | DT Midstream, Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.125% | 500000 | &nbsp;&nbsp; 487959 |
| Enbridge, Inc.<sup>(e)</sup>  | Enbridge, Inc.<sup>(e)</sup>  | Enbridge, Inc.<sup>(e)</sup>  | Enbridge, Inc.<sup>(e)</sup>  |
| 01/15/2084 | &nbsp;&nbsp; 8.500% | 684000 | &nbsp;&nbsp; 782653 |
| Energy Transfer LP | Energy Transfer LP | Energy Transfer LP | Energy Transfer LP |
| 07/01/2029 | &nbsp;&nbsp; 5.250% | 3474000 | &nbsp;&nbsp; 3576106 |
| 04/01/2035 | &nbsp;&nbsp; 5.700% | 2336000 | &nbsp;&nbsp; 2412960 |
| 05/15/2054 | &nbsp;&nbsp; 5.950% | 3218000 | &nbsp;&nbsp; 3121467 |
| 09/01/2054 | &nbsp;&nbsp; 6.050% | 802000 | &nbsp;&nbsp; 789475 |
| Energy Transfer LP<sup>(e)</sup>  | Energy Transfer LP<sup>(e)</sup>  | Energy Transfer LP<sup>(e)</sup>  | Energy Transfer LP<sup>(e)</sup>  |
| 02/15/2056 | &nbsp;&nbsp; 6.500% | 1015000 | &nbsp;&nbsp; 1011967 |
| Energy Transfer Operating LP | Energy Transfer Operating LP | Energy Transfer Operating LP | Energy Transfer Operating LP |
| 04/15/2047 | &nbsp;&nbsp; 5.300% | 800000 | &nbsp;&nbsp; 723083 |
| 05/15/2050 | &nbsp;&nbsp; 5.000% | 231000 | &nbsp;&nbsp; 197784 |
| Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC | Enterprise Products Operating LLC |
| 10/15/2034 | &nbsp;&nbsp; 6.650% | 485000 | &nbsp;&nbsp; 551504 |
| Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  | Galaxy Pipeline Assets Bidco Ltd.<sup>(a)</sup>  |
| 03/31/2034 | &nbsp;&nbsp; 2.160% | 1120801 | &nbsp;&nbsp; 1018665 |
| 03/31/2036 | &nbsp;&nbsp; 2.625% | 1070000 | &nbsp;&nbsp; 942753 |
| Genesis Energy LP/Finance Corp. | Genesis Energy LP/Finance Corp. | Genesis Energy LP/Finance Corp. | Genesis Energy LP/Finance Corp. |
| 02/01/2028 | &nbsp;&nbsp; 7.750% | 280000 | &nbsp;&nbsp; 282185 |
| Harvest Midstream I LP<sup>(a)</sup>  | Harvest Midstream I LP<sup>(a)</sup>  | Harvest Midstream I LP<sup>(a)</sup>  | Harvest Midstream I LP<sup>(a)</sup>  |
| 05/15/2032 | &nbsp;&nbsp; 7.500% | 420000 | &nbsp;&nbsp; 430689 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Hess Midstream Operations LP<sup>(a)</sup>  | Hess Midstream Operations LP<sup>(a)</sup>  | Hess Midstream Operations LP<sup>(a)</sup>  | Hess Midstream Operations LP<sup>(a)</sup>  |
| 03/01/2028 | &nbsp;&nbsp; 5.875% | 415000 | &nbsp;&nbsp; 422912 |
| Howard Midstream Energy Partners LLC<sup>(a)</sup>  | Howard Midstream Energy Partners LLC<sup>(a)</sup>  | Howard Midstream Energy Partners LLC<sup>(a)</sup>  | Howard Midstream Energy Partners LLC<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 7.375% | 160000 | &nbsp;&nbsp; 165988 |
| Kinder Morgan, Inc | Kinder Morgan, Inc | Kinder Morgan, Inc | Kinder Morgan, Inc |
| 06/01/2030 | &nbsp;&nbsp; 5.150% | 2367000 | &nbsp;&nbsp; 2442037 |
| Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. | Kinder Morgan, Inc. |
| 08/01/2050 | &nbsp;&nbsp; 3.250% | 704000 | &nbsp;&nbsp; 466802 |
| Kinetik Holdings LP<sup>(a)</sup>  | Kinetik Holdings LP<sup>(a)</sup>  | Kinetik Holdings LP<sup>(a)</sup>  | Kinetik Holdings LP<sup>(a)</sup>  |
| 12/15/2028 | &nbsp;&nbsp; 6.625% | 549000 | &nbsp;&nbsp; 563834 |
| 06/15/2030 | &nbsp;&nbsp; 5.875% | 1603000 | &nbsp;&nbsp; 1612990 |
| MPLX LP | MPLX LP | MPLX LP | MPLX LP |
| 02/15/2031 | &nbsp;&nbsp; 4.800% | 1550000 | &nbsp;&nbsp; 1559804 |
| NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  | NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  | NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  | NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 8.125% | 280000 | &nbsp;&nbsp; 287127 |
| Northriver Midstream Finance LP<sup>(a)</sup>  | Northriver Midstream Finance LP<sup>(a)</sup>  | Northriver Midstream Finance LP<sup>(a)</sup>  | Northriver Midstream Finance LP<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 6.750% | 340000 | &nbsp;&nbsp; 347708 |
| NuStar Logistics LP | NuStar Logistics LP | NuStar Logistics LP | NuStar Logistics LP |
| 10/01/2030 | &nbsp;&nbsp; 6.375% | 530000 | &nbsp;&nbsp; 549003 |
| ONEOK, Inc.<sup>(a)</sup>  | ONEOK, Inc.<sup>(a)</sup>  | ONEOK, Inc.<sup>(a)</sup>  | ONEOK, Inc.<sup>(a)</sup>  |
| 09/01/2030 | &nbsp;&nbsp; 6.500% | 699000 | &nbsp;&nbsp; 751069 |
| ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. | ONEOK, Inc. |
| 10/15/2031 | &nbsp;&nbsp; 4.750% | 565000 | &nbsp;&nbsp; 565026 |
| 11/01/2034 | &nbsp;&nbsp; 5.050% | 412000 | &nbsp;&nbsp; 406493 |
| 11/01/2054 | &nbsp;&nbsp; 5.700% | 1713000 | &nbsp;&nbsp; 1619054 |
| 10/15/2055 | &nbsp;&nbsp; 6.250% | 1026000 | &nbsp;&nbsp; 1042216 |
| 11/01/2064 | &nbsp;&nbsp; 5.850% | 319000 | &nbsp;&nbsp; 304168 |
| Peru LNG Srl<sup>(a)</sup>  | Peru LNG Srl<sup>(a)</sup>  | Peru LNG Srl<sup>(a)</sup>  | Peru LNG Srl<sup>(a)</sup>  |
| 03/22/2030 | &nbsp;&nbsp; 5.375% | 150020 | &nbsp;&nbsp; 144007 |
| Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  | Rockies Express Pipeline LLC<sup>(a)</sup>  |
| 05/15/2030 | &nbsp;&nbsp; 4.800% | 670000 | &nbsp;&nbsp; 652801 |
| South Bow USA Infrastructure Holdings LLC | South Bow USA Infrastructure Holdings LLC | South Bow USA Infrastructure Holdings LLC | South Bow USA Infrastructure Holdings LLC |
| 09/01/2027 | &nbsp;&nbsp; 4.911% | 568000 | &nbsp;&nbsp; 572967 |
| 10/01/2029 | &nbsp;&nbsp; 5.026% | 300000 | &nbsp;&nbsp; 303491 |
| Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  | Sunoco LP<sup>(a)</sup>  |
| 05/01/2032 | &nbsp;&nbsp; 7.250% | 165000 | &nbsp;&nbsp; 173277 |
| Sunoco LP/Finance Corp. | Sunoco LP/Finance Corp. | Sunoco LP/Finance Corp. | Sunoco LP/Finance Corp. |
| 04/15/2027 | &nbsp;&nbsp; 6.000% | 300000 | &nbsp;&nbsp; 300059 |
| Superior Plus LP/General Partner, Inc.<sup>(a)</sup>  | Superior Plus LP/General Partner, Inc.<sup>(a)</sup>  | Superior Plus LP/General Partner, Inc.<sup>(a)</sup>  | Superior Plus LP/General Partner, Inc.<sup>(a)</sup>  |
| 03/15/2029 | &nbsp;&nbsp; 4.500% | 550000 | &nbsp;&nbsp; 530945 |
| Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  | Tallgrass Energy Partners LP/Finance Corp.<sup>(a)</sup>  |
| 03/01/2027 | &nbsp;&nbsp; 6.000% | 371000 | &nbsp;&nbsp; 371000 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |
| 03/01/2034 | &nbsp;&nbsp; 4.625% | 620000 | &nbsp;&nbsp; 604362 |
| TransCanada Trust<sup>(e)</sup>  | TransCanada Trust<sup>(e)</sup>  | TransCanada Trust<sup>(e)</sup>  | TransCanada Trust<sup>(e)</sup>  |
| 09/15/2079 | &nbsp;&nbsp; 5.500% | 1155000 | &nbsp;&nbsp; 1149548 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  | Venture Global Calcasieu Pass LLC<sup>(a)</sup>  |
| 08/15/2029 | &nbsp;&nbsp; 3.875% | 167000 | &nbsp;&nbsp; 159986 |
| 11/01/2033 | &nbsp;&nbsp; 3.875% | 433000 | &nbsp;&nbsp; 390397 |
| Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  | Venture Global LNG, Inc.<sup>(a)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 8.375% | 1190000 | &nbsp;&nbsp; 1249653 |
| Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  |
| 01/15/2034 | &nbsp;&nbsp; 6.500% | 190000 | &nbsp;&nbsp; 200302 |
| Williams Cos, Inc. (The) | Williams Cos, Inc. (The) | Williams Cos, Inc. (The) | Williams Cos, Inc. (The) |
| 08/15/2032 | &nbsp;&nbsp; 4.650% | 885000 | &nbsp;&nbsp; 884105 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **46692882** |
| **Natural Gas 0.1%** | **Natural Gas 0.1%** | **Natural Gas 0.1%** | **Natural Gas 0.1%** |
| Atmos Energy Corp. | Atmos Energy Corp. | Atmos Energy Corp. | Atmos Energy Corp. |
| 02/15/2052 | &nbsp;&nbsp; 2.850% | 298000 | &nbsp;&nbsp; 188797 |
| Brooklyn Union Gas Co. (The)<sup>(a)</sup>  | Brooklyn Union Gas Co. (The)<sup>(a)</sup>  | Brooklyn Union Gas Co. (The)<sup>(a)</sup>  | Brooklyn Union Gas Co. (The)<sup>(a)</sup>  |
| 03/15/2048 | &nbsp;&nbsp; 4.273% | 193000 | &nbsp;&nbsp; 155041 |
| NiSource Finance Corp. | NiSource Finance Corp. | NiSource Finance Corp. | NiSource Finance Corp. |
| 02/01/2042 | &nbsp;&nbsp; 5.800% | 222000 | &nbsp;&nbsp; 231288 |
| NiSource, Inc. | NiSource, Inc. | NiSource, Inc. | NiSource, Inc. |
| 02/15/2031 | &nbsp;&nbsp; 1.700% | 180000 | &nbsp;&nbsp; 156370 |
| Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. | Piedmont Natural Gas Co., Inc. |
| 06/01/2050 | &nbsp;&nbsp; 3.350% | 291000 | &nbsp;&nbsp; 202141 |
| Sempra<sup>(e)</sup>  | Sempra<sup>(e)</sup>  | Sempra<sup>(e)</sup>  | Sempra<sup>(e)</sup>  |
| 10/01/2054 | &nbsp;&nbsp; 6.875% | 245000 | &nbsp;&nbsp; 253933 |
| 04/01/2055 | &nbsp;&nbsp; 6.550% | 228000 | &nbsp;&nbsp; 232887 |
| 04/01/2056 | &nbsp;&nbsp; 6.375% | 163000 | &nbsp;&nbsp; 167251 |
| Southern California Gas Co. | Southern California Gas Co. | Southern California Gas Co. | Southern California Gas Co. |
| 02/01/2030 | &nbsp;&nbsp; 2.550% | 215000 | &nbsp;&nbsp; 200737 |
| Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. | Southern Co. Gas Capital Corp. |
| 09/30/2051 | &nbsp;&nbsp; 3.150% | 348000 | &nbsp;&nbsp; 227707 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2016152** |
| **Office REIT 0.0%** | **Office REIT 0.0%** | **Office REIT 0.0%** | **Office REIT 0.0%** |
| Corporate Office Properties LP | Corporate Office Properties LP | Corporate Office Properties LP | Corporate Office Properties LP |
| 04/15/2031 | &nbsp;&nbsp; 2.750% | 322000 | &nbsp;&nbsp; 291526 |
| **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** | **Oil Field Services 0.1%** |
| Crescent Energy Finance LLC<sup>(a)</sup>  | Crescent Energy Finance LLC<sup>(a)</sup>  | Crescent Energy Finance LLC<sup>(a)</sup>  | Crescent Energy Finance LLC<sup>(a)</sup>  |
| 02/15/2028 | &nbsp;&nbsp; 9.250% | 631000 | &nbsp;&nbsp; 656259 |
| Diamond Foreign Asset Co. /Finance LLC<sup>(a)</sup>  | Diamond Foreign Asset Co. /Finance LLC<sup>(a)</sup>  | Diamond Foreign Asset Co. /Finance LLC<sup>(a)</sup>  | Diamond Foreign Asset Co. /Finance LLC<sup>(a)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 8.500% | 295000 | &nbsp;&nbsp; 312846 |
| MV24 Capital BV<sup>(a)</sup>  | MV24 Capital BV<sup>(a)</sup>  | MV24 Capital BV<sup>(a)</sup>  | MV24 Capital BV<sup>(a)</sup>  |
| 06/01/2034 | &nbsp;&nbsp; 6.748% | 292928 | &nbsp;&nbsp; 290764 |
| Noble Finance II LLC<sup>(a)</sup>  | Noble Finance II LLC<sup>(a)</sup>  | Noble Finance II LLC<sup>(a)</sup>  | Noble Finance II LLC<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 8.000% | 435000 | &nbsp;&nbsp; 450295 |
| Valaris Ltd.<sup>(a)</sup>  | Valaris Ltd.<sup>(a)</sup>  | Valaris Ltd.<sup>(a)</sup>  | Valaris Ltd.<sup>(a)</sup>  |
| 04/30/2030 | &nbsp;&nbsp; 8.375% | 175000 | &nbsp;&nbsp; 181603 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1891767** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Other Financial Institutions 0.0%** | **Other Financial Institutions 0.0%** | **Other Financial Institutions 0.0%** | **Other Financial Institutions 0.0%** |
| Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. | Icahn Enterprises LP/Finance Corp. |
| 05/15/2027 | &nbsp;&nbsp; 5.250% | 276000 | &nbsp;&nbsp; 271503 |
| **Other Industry 0.1%** | **Other Industry 0.1%** | **Other Industry 0.1%** | **Other Industry 0.1%** |
| Dycom Industries, Inc.<sup>(a)</sup>  | Dycom Industries, Inc.<sup>(a)</sup>  | Dycom Industries, Inc.<sup>(a)</sup>  | Dycom Industries, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.500% | 305000 | &nbsp;&nbsp; 297838 |
| Global Infrastructure Solutions, Inc.<sup>(a)</sup>  | Global Infrastructure Solutions, Inc.<sup>(a)</sup>  | Global Infrastructure Solutions, Inc.<sup>(a)</sup>  | Global Infrastructure Solutions, Inc.<sup>(a)</sup>  |
| 06/01/2029 | &nbsp;&nbsp; 5.625% | 670000 | &nbsp;&nbsp; 660785 |
| Hillenbrand, Inc. | Hillenbrand, Inc. | Hillenbrand, Inc. | Hillenbrand, Inc. |
| 03/01/2031 | &nbsp;&nbsp; 3.750% | 505000 | &nbsp;&nbsp; 475502 |
| Quanta Services, Inc. | Quanta Services, Inc. | Quanta Services, Inc. | Quanta Services, Inc. |
| 08/09/2034 | &nbsp;&nbsp; 5.250% | 714000 | &nbsp;&nbsp; 731012 |
| Williams Scotsman International, Inc.<sup>(a)</sup>  | Williams Scotsman International, Inc.<sup>(a)</sup>  | Williams Scotsman International, Inc.<sup>(a)</sup>  | Williams Scotsman International, Inc.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 4.625% | 75000 | &nbsp;&nbsp; 73719 |
| Williams Scotsman, Inc.<sup>(a)</sup>  | Williams Scotsman, Inc.<sup>(a)</sup>  | Williams Scotsman, Inc.<sup>(a)</sup>  | Williams Scotsman, Inc.<sup>(a)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 7.375% | 365000 | &nbsp;&nbsp; 380346 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2619202** |
| **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** | **Other REIT 0.3%** |
| Arbor Realty SR, Inc.<sup>(a)</sup>  | Arbor Realty SR, Inc.<sup>(a)</sup>  | Arbor Realty SR, Inc.<sup>(a)</sup>  | Arbor Realty SR, Inc.<sup>(a)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 9.000% | 3000000 | &nbsp;&nbsp; 2972342 |
| Arbor Realty Trust, Inc.<sup>(a)</sup>  | Arbor Realty Trust, Inc.<sup>(a)</sup>  | Arbor Realty Trust, Inc.<sup>(a)</sup>  | Arbor Realty Trust, Inc.<sup>(a)</sup>  |
| 09/01/2026 | &nbsp;&nbsp; 4.500% | 6000000 | &nbsp;&nbsp; 5879974 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| 06/15/2029 | &nbsp;&nbsp; 4.000% | 159000 | &nbsp;&nbsp; 157389 |
| Prologis LP | Prologis LP | Prologis LP | Prologis LP |
| 04/15/2050 | &nbsp;&nbsp; 3.000% | 300000 | &nbsp;&nbsp; 200816 |
| RHP Hotel Properties LP/Finance Corp. | RHP Hotel Properties LP/Finance Corp. | RHP Hotel Properties LP/Finance Corp. | RHP Hotel Properties LP/Finance Corp. |
| 10/15/2027 | &nbsp;&nbsp; 4.750% | 805000 | &nbsp;&nbsp; 801335 |
| Starwood Property Trust, Inc.<sup>(a)</sup>  | Starwood Property Trust, Inc.<sup>(a)</sup>  | Starwood Property Trust, Inc.<sup>(a)</sup>  | Starwood Property Trust, Inc.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 7.250% | 360000 | &nbsp;&nbsp; 378037 |
| Sun Communities Operating LP | Sun Communities Operating LP | Sun Communities Operating LP | Sun Communities Operating LP |
| 04/15/2032 | &nbsp;&nbsp; 4.200% | 1482000 | &nbsp;&nbsp; 1437912 |
| WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. | WP Carey, Inc. |
| 10/01/2026 | &nbsp;&nbsp; 4.250% | 178000 | &nbsp;&nbsp; 178028 |
| 04/01/2033 | &nbsp;&nbsp; 2.250% | 255000 | &nbsp;&nbsp; 213014 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **12218847** |
| **Other Utility 0.0%** | **Other Utility 0.0%** | **Other Utility 0.0%** | **Other Utility 0.0%** |
| American Water Capital Corp. | American Water Capital Corp. | American Water Capital Corp. | American Water Capital Corp. |
| 12/01/2046 | &nbsp;&nbsp; 4.000% | 251000 | &nbsp;&nbsp; 206194 |
| Entergy Texas Restoration Funding II LLC | Entergy Texas Restoration Funding II LLC | Entergy Texas Restoration Funding II LLC | Entergy Texas Restoration Funding II LLC |
| 12/15/2035 | &nbsp;&nbsp; 3.697% | 585000 | &nbsp;&nbsp; 550158 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **756352** |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Packaging 0.1%** | **Packaging 0.1%** | **Packaging 0.1%** | **Packaging 0.1%** |
| Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. |
| 03/17/2030 | &nbsp;&nbsp; 5.100% | 428000 | &nbsp;&nbsp; 437975 |
| Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  | Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  | Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  | Ardagh Packaging Finance PLC/Holdings USA, Inc.<sup>(a)</sup>  |
| 08/15/2026 | &nbsp;&nbsp; 4.125% | 1465000 | &nbsp;&nbsp; 1411752 |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| 06/15/2031 | &nbsp;&nbsp; 5.800% | 1939000 | &nbsp;&nbsp; 2052363 |
| Mauser Packaging Solutions Holding Co.<sup>(a)</sup>  | Mauser Packaging Solutions Holding Co.<sup>(a)</sup>  | Mauser Packaging Solutions Holding Co.<sup>(a)</sup>  | Mauser Packaging Solutions Holding Co.<sup>(a)</sup>  |
| 04/15/2027 | &nbsp;&nbsp; 7.875% | 360000 | &nbsp;&nbsp; 363980 |
| Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  | Owens-Brockway Glass Container, Inc.<sup>(a)</sup>  |
| 05/13/2027 | &nbsp;&nbsp; 6.625% | 150000 | &nbsp;&nbsp; 149832 |
| Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. | Sonoco Products Co. |
| 05/01/2030 | &nbsp;&nbsp; 3.125% | 657000 | &nbsp;&nbsp; 620694 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5036596** |
| **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** |
| Graphic Packaging International LLC<sup>(a)</sup>  | Graphic Packaging International LLC<sup>(a)</sup>  | Graphic Packaging International LLC<sup>(a)</sup>  | Graphic Packaging International LLC<sup>(a)</sup>  |
| 07/15/2032 | &nbsp;&nbsp; 6.375% | 395000 | &nbsp;&nbsp; 401492 |
| Suzano Netherlands BV | Suzano Netherlands BV | Suzano Netherlands BV | Suzano Netherlands BV |
| 01/15/2036 | &nbsp;&nbsp; 5.500% | 1207000 | &nbsp;&nbsp; 1208543 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1610035** |
| **Pharmaceuticals 1.3%** | **Pharmaceuticals 1.3%** | **Pharmaceuticals 1.3%** | **Pharmaceuticals 1.3%** |
| AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. |
| 03/15/2027 | &nbsp;&nbsp; 4.800% | 1982000 | &nbsp;&nbsp; 2005041 |
| 11/21/2029 | &nbsp;&nbsp; 3.200% | 2922000 | &nbsp;&nbsp; 2818457 |
| 03/15/2030 | &nbsp;&nbsp; 4.875% | 1595000 | &nbsp;&nbsp; 1641824 |
| 03/15/2031 | &nbsp;&nbsp; 4.950% | 1190000 | &nbsp;&nbsp; 1229767 |
| 03/15/2034 | &nbsp;&nbsp; 5.050% | 2265000 | &nbsp;&nbsp; 2328163 |
| 03/15/2035 | &nbsp;&nbsp; 4.550% | 544000 | &nbsp;&nbsp; 535548 |
| 03/15/2035 | &nbsp;&nbsp; 5.200% | 1852000 | &nbsp;&nbsp; 1918342 |
| 05/14/2035 | &nbsp;&nbsp; 4.500% | 122000 | &nbsp;&nbsp; 119634 |
| 11/21/2039 | &nbsp;&nbsp; 4.050% | 3493000 | &nbsp;&nbsp; 3125505 |
| 11/21/2049 | &nbsp;&nbsp; 4.250% | 3489000 | &nbsp;&nbsp; 2945563 |
| 03/15/2055 | &nbsp;&nbsp; 5.600% | 184000 | &nbsp;&nbsp; 188197 |
| Amgen, Inc. | Amgen, Inc. | Amgen, Inc. | Amgen, Inc. |
| 03/02/2043 | &nbsp;&nbsp; 5.600% | 1143000 | &nbsp;&nbsp; 1157036 |
| 06/15/2051 | &nbsp;&nbsp; 4.663% | 439000 | &nbsp;&nbsp; 383450 |
| 03/01/2053 | &nbsp;&nbsp; 4.875% | 1648000 | &nbsp;&nbsp; 1470973 |
| 03/02/2053 | &nbsp;&nbsp; 5.650% | 361000 | &nbsp;&nbsp; 360321 |
| Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  | Bausch Health Companies, Inc.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 4.875% | 140000 | &nbsp;&nbsp; 125396 |
| Biogen, Inc. | Biogen, Inc. | Biogen, Inc. | Biogen, Inc. |
| 05/01/2030 | &nbsp;&nbsp; 2.250% | 930000 | &nbsp;&nbsp; 848472 |
| Bristol Myers Squibb Co. | Bristol Myers Squibb Co. | Bristol Myers Squibb Co. | Bristol Myers Squibb Co. |
| 03/15/2052 | &nbsp;&nbsp; 3.700% | 875000 | &nbsp;&nbsp; 653244 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |
| 02/22/2054 | &nbsp;&nbsp; 5.550% | 2300000 | &nbsp;&nbsp; 2292296 |
| 03/15/2062 | &nbsp;&nbsp; 3.900% | 257000 | &nbsp;&nbsp; 188254 |
| 02/22/2064 | &nbsp;&nbsp; 5.650% | 1080000 | &nbsp;&nbsp; 1071354 |
| Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. | Eli Lilly & Co. |
| 08/14/2029 | &nbsp;&nbsp; 4.200% | 2491000 | &nbsp;&nbsp; 2508707 |
| 03/15/2031 | &nbsp;&nbsp; 4.250% | 2391000 | &nbsp;&nbsp; 2395164 |
| 02/12/2032 | &nbsp;&nbsp; 4.900% | 602000 | &nbsp;&nbsp; 622040 |
| 02/09/2034 | &nbsp;&nbsp; 4.700% | 1575000 | &nbsp;&nbsp; 1591924 |
| 08/14/2034 | &nbsp;&nbsp; 4.600% | 2052000 | &nbsp;&nbsp; 2059315 |
| 02/12/2035 | &nbsp;&nbsp; 5.100% | 856000 | &nbsp;&nbsp; 885002 |
| 08/14/2054 | &nbsp;&nbsp; 5.050% | 193000 | &nbsp;&nbsp; 184014 |
| 02/12/2055 | &nbsp;&nbsp; 5.500% | 991000 | &nbsp;&nbsp; 1012252 |
| 10/15/2055 | &nbsp;&nbsp; 5.550% | 498000 | &nbsp;&nbsp; 512624 |
| 02/09/2064 | &nbsp;&nbsp; 5.100% | 791000 | &nbsp;&nbsp; 747034 |
| 02/12/2065 | &nbsp;&nbsp; 5.600% | 1093000 | &nbsp;&nbsp; 1118137 |
| EMD Finance LLC<sup>(a)</sup>  | EMD Finance LLC<sup>(a)</sup>  | EMD Finance LLC<sup>(a)</sup>  | EMD Finance LLC<sup>(a)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 4.375% | 2197000 | &nbsp;&nbsp; 2196503 |
| 10/15/2035 | &nbsp;&nbsp; 5.000% | 1550000 | &nbsp;&nbsp; 1550584 |
| Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. | Gilead Sciences, Inc. |
| 10/15/2033 | &nbsp;&nbsp; 5.250% | 566000 | &nbsp;&nbsp; 593307 |
| 09/01/2036 | &nbsp;&nbsp; 4.000% | 801000 | &nbsp;&nbsp; 744749 |
| 10/01/2040 | &nbsp;&nbsp; 2.600% | 295000 | &nbsp;&nbsp; 216519 |
| 03/01/2047 | &nbsp;&nbsp; 4.150% | 202000 | &nbsp;&nbsp; 170336 |
| Merck & Co., Inc. | Merck & Co., Inc. | Merck & Co., Inc. | Merck & Co., Inc. |
| 06/24/2040 | &nbsp;&nbsp; 2.350% | 665000 | &nbsp;&nbsp; 477503 |
| 03/07/2049 | &nbsp;&nbsp; 4.000% | 191000 | &nbsp;&nbsp; 155122 |
| Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  | Organon Finance 1 LLC<sup>(a)</sup>  |
| 04/30/2028 | &nbsp;&nbsp; 4.125% | 450000 | &nbsp;&nbsp; 434792 |
| 04/30/2031 | &nbsp;&nbsp; 5.125% | 275000 | &nbsp;&nbsp; 240616 |
| Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. | Pfizer Investment Enterprises Pte., Ltd. |
| 05/19/2053 | &nbsp;&nbsp; 5.300% | 468000 | &nbsp;&nbsp; 452348 |
| Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. | Takeda Pharmaceutical Co., Ltd. |
| 07/05/2044 | &nbsp;&nbsp; 5.650% | 200000 | &nbsp;&nbsp; 204370 |
| 07/09/2050 | &nbsp;&nbsp; 3.175% | 439000 | &nbsp;&nbsp; 296524 |
| Zoetis, Inc. | Zoetis, Inc. | Zoetis, Inc. | Zoetis, Inc. |
| 05/15/2030 | &nbsp;&nbsp; 2.000% | 178000 | &nbsp;&nbsp; 161860 |
| 11/16/2032 | &nbsp;&nbsp; 5.600% | 178000 | &nbsp;&nbsp; 189251 |
| 08/17/2035 | &nbsp;&nbsp; 5.000% | 340000 | &nbsp;&nbsp; 343180 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **49470614** |
| **Property & Casualty 0.0%** | **Property & Casualty 0.0%** | **Property & Casualty 0.0%** | **Property & Casualty 0.0%** |
| Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. |
| 01/15/2051 | &nbsp;&nbsp; 2.500% | 912000 | &nbsp;&nbsp; 557966 |
| **Railroads 0.1%** | **Railroads 0.1%** | **Railroads 0.1%** | **Railroads 0.1%** |
| Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC | Burlington Northern Santa Fe LLC |
| 02/15/2051 | &nbsp;&nbsp; 3.050% | 456000 | &nbsp;&nbsp; 308088 |
| 04/15/2054 | &nbsp;&nbsp; 5.200% | 525000 | &nbsp;&nbsp; 504074 |
| 03/15/2055 | &nbsp;&nbsp; 5.500% | 1265000 | &nbsp;&nbsp; 1269655 |
| Genesee & Wyoming, Inc.<sup>(a)</sup>  | Genesee & Wyoming, Inc.<sup>(a)</sup>  | Genesee & Wyoming, Inc.<sup>(a)</sup>  | Genesee & Wyoming, Inc.<sup>(a)</sup>  |
| 04/15/2032 | &nbsp;&nbsp; 6.250% | 565000 | &nbsp;&nbsp; 574668 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. | Norfolk Southern Corp. |
| 05/01/2035 | &nbsp;&nbsp; 5.100% | 1370000 | &nbsp;&nbsp; 1398179 |
| Union Pacific Corp. | Union Pacific Corp. | Union Pacific Corp. | Union Pacific Corp. |
| 12/01/2054 | &nbsp;&nbsp; 5.600% | 617000 | &nbsp;&nbsp; 627012 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4681676** |
| **Refining 0.0%** | **Refining 0.0%** | **Refining 0.0%** | **Refining 0.0%** |
| FS Luxembourg Sarl<sup>(a)</sup>  | FS Luxembourg Sarl<sup>(a)</sup>  | FS Luxembourg Sarl<sup>(a)</sup>  | FS Luxembourg Sarl<sup>(a)</sup>  |
| 02/12/2031 | &nbsp;&nbsp; 8.875% | 385000 | &nbsp;&nbsp; 405173 |
| Raizen Fuels Finance SA<sup>(a)</sup>  | Raizen Fuels Finance SA<sup>(a)</sup>  | Raizen Fuels Finance SA<sup>(a)</sup>  | Raizen Fuels Finance SA<sup>(a)</sup>  |
| 01/17/2035 | &nbsp;&nbsp; 5.700% | 200000 | &nbsp;&nbsp; 183368 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **588541** |
| **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** | **Restaurants 0.0%** |
| McDonald's Corp. | McDonald's Corp. | McDonald's Corp. | McDonald's Corp. |
| 03/01/2038 | &nbsp;&nbsp; 6.300% | 1198000 | &nbsp;&nbsp; 1326571 |
| 09/09/2052 | &nbsp;&nbsp; 5.150% | 558000 | &nbsp;&nbsp; 527549 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1854120** |
| **Retail REIT 0.5%** | **Retail REIT 0.5%** | **Retail REIT 0.5%** | **Retail REIT 0.5%** |
| Agree LP | Agree LP | Agree LP | Agree LP |
| 06/15/2028 | &nbsp;&nbsp; 2.000% | 1222000 | &nbsp;&nbsp; 1153681 |
| 10/01/2032 | &nbsp;&nbsp; 4.800% | 735000 | &nbsp;&nbsp; 738868 |
| 06/15/2033 | &nbsp;&nbsp; 2.600% | 333000 | &nbsp;&nbsp; 284559 |
| 06/15/2035 | &nbsp;&nbsp; 5.600% | 1197000 | &nbsp;&nbsp; 1247355 |
| Brixmor Operating Partnership LP | Brixmor Operating Partnership LP | Brixmor Operating Partnership LP | Brixmor Operating Partnership LP |
| 04/01/2028 | &nbsp;&nbsp; 2.250% | 173000 | &nbsp;&nbsp; 164790 |
| 08/16/2031 | &nbsp;&nbsp; 2.500% | 1290000 | &nbsp;&nbsp; 1146372 |
| 02/15/2033 | &nbsp;&nbsp; 4.850% | 563000 | &nbsp;&nbsp; 561659 |
| Kimco Realty OP LLC | Kimco Realty OP LLC | Kimco Realty OP LLC | Kimco Realty OP LLC |
| 03/01/2035 | &nbsp;&nbsp; 4.850% | 1074000 | &nbsp;&nbsp; 1067422 |
| 02/01/2036 | &nbsp;&nbsp; 5.300% | 1234000 | &nbsp;&nbsp; 1260953 |
| NNN REIT, Inc. | NNN REIT, Inc. | NNN REIT, Inc. | NNN REIT, Inc. |
| 04/15/2051 | &nbsp;&nbsp; 3.500% | 288000 | &nbsp;&nbsp; 203681 |
| Realty Income Corp. | Realty Income Corp. | Realty Income Corp. | Realty Income Corp. |
| 03/15/2028 | &nbsp;&nbsp; 2.100% | 757000 | &nbsp;&nbsp; 722323 |
| 01/15/2030 | &nbsp;&nbsp; 3.400% | 808000 | &nbsp;&nbsp; 782771 |
| 02/15/2032 | &nbsp;&nbsp; 2.700% | 316000 | &nbsp;&nbsp; 284620 |
| 12/15/2032 | &nbsp;&nbsp; 2.850% | 977000 | &nbsp;&nbsp; 871968 |
| 07/15/2033 | &nbsp;&nbsp; 4.900% | 1162000 | &nbsp;&nbsp; 1177851 |
| Realty Income Corp.<sup>(k)</sup>  | Realty Income Corp.<sup>(k)</sup>  | Realty Income Corp.<sup>(k)</sup>  | Realty Income Corp.<sup>(k)</sup>  |
| 02/01/2029 | &nbsp;&nbsp; 3.950% | 1206000 | &nbsp;&nbsp; 1200215 |
| 02/01/2033 | &nbsp;&nbsp; 4.500% | 1028000 | &nbsp;&nbsp; 1016787 |
| Regency Centers LP | Regency Centers LP | Regency Centers LP | Regency Centers LP |
| 09/15/2029 | &nbsp;&nbsp; 2.950% | 1848000 | &nbsp;&nbsp; 1764721 |
| 07/15/2032 | &nbsp;&nbsp; 5.000% | 1167000 | &nbsp;&nbsp; 1194227 |
| 01/15/2034 | &nbsp;&nbsp; 5.250% | 1584000 | &nbsp;&nbsp; 1626157 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| STORE Capital Corp. | STORE Capital Corp. | STORE Capital Corp. | STORE Capital Corp. |
| 11/18/2030 | &nbsp;&nbsp; 2.750% | 1193000 | &nbsp;&nbsp; 1084618 |
| 12/01/2031 | &nbsp;&nbsp; 2.700% | 469000 | &nbsp;&nbsp; 410617 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **19966215** |
| **Retailers 0.5%** | **Retailers 0.5%** | **Retailers 0.5%** | **Retailers 0.5%** |
| Asbury Automotive Group, Inc. | Asbury Automotive Group, Inc. | Asbury Automotive Group, Inc. | Asbury Automotive Group, Inc. |
| 03/01/2028 | &nbsp;&nbsp; 4.500% | 300000 | &nbsp;&nbsp; 296119 |
| Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. | Dick's Sporting Goods, Inc. |
| 01/15/2052 | &nbsp;&nbsp; 4.100% | 1508000 | &nbsp;&nbsp; 1126494 |
| Gap Inc. (The)<sup>(a)</sup>  | Gap Inc. (The)<sup>(a)</sup>  | Gap Inc. (The)<sup>(a)</sup>  | Gap Inc. (The)<sup>(a)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 3.625% | 520000 | &nbsp;&nbsp; 486458 |
| Gildan Activewear, Inc.<sup>(a),(k)</sup>  | Gildan Activewear, Inc.<sup>(a),(k)</sup>  | Gildan Activewear, Inc.<sup>(a),(k)</sup>  | Gildan Activewear, Inc.<sup>(a),(k)</sup>  |
| 10/07/2035 | &nbsp;&nbsp; 5.400% | 403000 | &nbsp;&nbsp; 403062 |
| Home Depot, Inc. (The) | Home Depot, Inc. (The) | Home Depot, Inc. (The) | Home Depot, Inc. (The) |
| 06/25/2031 | &nbsp;&nbsp; 4.850% | 351000 | &nbsp;&nbsp; 361934 |
| 06/25/2034 | &nbsp;&nbsp; 4.950% | 857000 | &nbsp;&nbsp; 877699 |
| 04/15/2052 | &nbsp;&nbsp; 3.625% | 1194000 | &nbsp;&nbsp; 893992 |
| L Brands, Inc. | L Brands, Inc. | L Brands, Inc. | L Brands, Inc. |
| 06/15/2029 | &nbsp;&nbsp; 7.500% | 590000 | &nbsp;&nbsp; 605875 |
| Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  | Lithia Motors, Inc.<sup>(a)</sup>  |
| 12/15/2027 | &nbsp;&nbsp; 4.625% | 405000 | &nbsp;&nbsp; 401031 |
| Lowe's Companies, Inc. | Lowe's Companies, Inc. | Lowe's Companies, Inc. | Lowe's Companies, Inc. |
| 04/01/2051 | &nbsp;&nbsp; 3.500% | 950000 | &nbsp;&nbsp; 672970 |
| 04/01/2052 | &nbsp;&nbsp; 4.250% | 1750000 | &nbsp;&nbsp; 1412232 |
| Lowe's Cos, Inc. | Lowe's Cos, Inc. | Lowe's Cos, Inc. | Lowe's Cos, Inc. |
| 03/15/2031 | &nbsp;&nbsp; 4.250% | 1841000 | &nbsp;&nbsp; 1828810 |
| 10/15/2035 | &nbsp;&nbsp; 4.850% | 1714000 | &nbsp;&nbsp; 1699880 |
| Penske Automotive Group, Inc. | Penske Automotive Group, Inc. | Penske Automotive Group, Inc. | Penske Automotive Group, Inc. |
| 06/15/2029 | &nbsp;&nbsp; 3.750% | 400000 | &nbsp;&nbsp; 381221 |
| Sonic Automotive, Inc.<sup>(a)</sup>  | Sonic Automotive, Inc.<sup>(a)</sup>  | Sonic Automotive, Inc.<sup>(a)</sup>  | Sonic Automotive, Inc.<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 4.625% | 380000 | &nbsp;&nbsp; 368976 |
| Walmart, Inc. | Walmart, Inc. | Walmart, Inc. | Walmart, Inc. |
| 04/28/2030 | &nbsp;&nbsp; 4.350% | 2791000 | &nbsp;&nbsp; 2836669 |
| 04/28/2035 | &nbsp;&nbsp; 4.900% | 3653000 | &nbsp;&nbsp; 3753532 |
| William Carter Co. (The)<sup>(a)</sup>  | William Carter Co. (The)<sup>(a)</sup>  | William Carter Co. (The)<sup>(a)</sup>  | William Carter Co. (The)<sup>(a)</sup>  |
| 03/15/2027 | &nbsp;&nbsp; 5.625% | 405000 | &nbsp;&nbsp; 405146 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **18812100** |
| **Stranded Utility 0.1%** | **Stranded Utility 0.1%** | **Stranded Utility 0.1%** | **Stranded Utility 0.1%** |
| Consumers 2023 Securitization Funding LLC | Consumers 2023 Securitization Funding LLC | Consumers 2023 Securitization Funding LLC | Consumers 2023 Securitization Funding LLC |
| 09/01/2030 | &nbsp;&nbsp; 5.210% | 897000 | &nbsp;&nbsp; 921716 |
| PG&E Recovery Funding LLC | PG&E Recovery Funding LLC | PG&E Recovery Funding LLC | PG&E Recovery Funding LLC |
| 06/01/2042 | &nbsp;&nbsp; 5.231% | 280000 | &nbsp;&nbsp; 285392 |
| 07/15/2047 | &nbsp;&nbsp; 5.536% | 825000 | &nbsp;&nbsp; 833817 |
| 06/01/2049 | &nbsp;&nbsp; 5.529% | 335000 | &nbsp;&nbsp; 337083 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| PG&E Wildfire Recovery Funding LLC | PG&E Wildfire Recovery Funding LLC | PG&E Wildfire Recovery Funding LLC | PG&E Wildfire Recovery Funding LLC |
| 06/01/2036 | &nbsp;&nbsp; 4.263% | 165000 | &nbsp;&nbsp; 158339 |
| 12/01/2047 | &nbsp;&nbsp; 5.212% | 270000 | &nbsp;&nbsp; 261742 |
| 06/01/2052 | &nbsp;&nbsp; 5.099% | 510000 | &nbsp;&nbsp; 481655 |
| SCE Recovery Funding LLC | SCE Recovery Funding LLC | SCE Recovery Funding LLC | SCE Recovery Funding LLC |
| 06/15/2040 | &nbsp;&nbsp; 4.697% | 112651 | &nbsp;&nbsp; 111405 |
| Sigeco Securitization I LLC | Sigeco Securitization I LLC | Sigeco Securitization I LLC | Sigeco Securitization I LLC |
| 11/15/2036 | &nbsp;&nbsp; 5.026% | 107881 | &nbsp;&nbsp; 110311 |
| 05/15/2041 | &nbsp;&nbsp; 5.172% | 112000 | &nbsp;&nbsp; 112120 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3613580** |
| **Supermarkets 0.0%** | **Supermarkets 0.0%** | **Supermarkets 0.0%** | **Supermarkets 0.0%** |
| Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  | Albertsons Companies, Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC<sup>(a)</sup>  |
| 01/15/2027 | &nbsp;&nbsp; 4.625% | 750000 | &nbsp;&nbsp; 745977 |
| **Technology 2.6%** | **Technology 2.6%** | **Technology 2.6%** | **Technology 2.6%** |
| Accenture Capital, Inc. | Accenture Capital, Inc. | Accenture Capital, Inc. | Accenture Capital, Inc. |
| 10/04/2031 | &nbsp;&nbsp; 4.250% | 3178000 | &nbsp;&nbsp; 3174482 |
| 10/04/2034 | &nbsp;&nbsp; 4.500% | 1748000 | &nbsp;&nbsp; 1725505 |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| 05/15/2055 | &nbsp;&nbsp; 5.250% | 1129000 | &nbsp;&nbsp; 1132098 |
| 05/15/2065 | &nbsp;&nbsp; 5.300% | 1129000 | &nbsp;&nbsp; 1122006 |
| Amkor Technology, Inc.<sup>(a)</sup>  | Amkor Technology, Inc.<sup>(a)</sup>  | Amkor Technology, Inc.<sup>(a)</sup>  | Amkor Technology, Inc.<sup>(a)</sup>  |
| 09/15/2027 | &nbsp;&nbsp; 6.625% | 456000 | &nbsp;&nbsp; 456127 |
| ams-OSRAM AG<sup>(a)</sup>  | ams-OSRAM AG<sup>(a)</sup>  | ams-OSRAM AG<sup>(a)</sup>  | ams-OSRAM AG<sup>(a)</sup>  |
| 03/30/2029 | &nbsp;&nbsp; 12.250% | 385000 | &nbsp;&nbsp; 416071 |
| Apple, Inc. | Apple, Inc. | Apple, Inc. | Apple, Inc. |
| 05/12/2028 | &nbsp;&nbsp; 4.000% | 1198000 | &nbsp;&nbsp; 1205661 |
| 05/12/2030 | &nbsp;&nbsp; 4.200% | 2060000 | &nbsp;&nbsp; 2082330 |
| 02/08/2041 | &nbsp;&nbsp; 2.375% | 570000 | &nbsp;&nbsp; 410299 |
| 05/11/2050 | &nbsp;&nbsp; 2.650% | 621000 | &nbsp;&nbsp; 397254 |
| 02/08/2051 | &nbsp;&nbsp; 2.650% | 479000 | &nbsp;&nbsp; 304141 |
| 08/08/2052 | &nbsp;&nbsp; 3.950% | 1499000 | &nbsp;&nbsp; 1218020 |
| 08/05/2061 | &nbsp;&nbsp; 2.850% | 1643000 | &nbsp;&nbsp; 999471 |
| Autodesk, Inc. | Autodesk, Inc. | Autodesk, Inc. | Autodesk, Inc. |
| 12/15/2031 | &nbsp;&nbsp; 2.400% | 97000 | &nbsp;&nbsp; 85914 |
| 06/15/2035 | &nbsp;&nbsp; 5.300% | 1028000 | &nbsp;&nbsp; 1056254 |
| Block, Inc. | Block, Inc. | Block, Inc. | Block, Inc. |
| 05/15/2032 | &nbsp;&nbsp; 6.500% | 710000 | &nbsp;&nbsp; 735245 |
| Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. | Broadcom, Inc. |
| 02/15/2028 | &nbsp;&nbsp; 4.150% | 1950000 | &nbsp;&nbsp; 1955629 |
| 07/12/2029 | &nbsp;&nbsp; 5.050% | 2858000 | &nbsp;&nbsp; 2943871 |
| 07/15/2030 | &nbsp;&nbsp; 4.600% | 2584000 | &nbsp;&nbsp; 2622732 |
| 11/15/2031 | &nbsp;&nbsp; 5.150% | 2666000 | &nbsp;&nbsp; 2767374 |
| 02/15/2032 | &nbsp;&nbsp; 4.550% | 1986000 | &nbsp;&nbsp; 1998439 |
| 07/15/2032 | &nbsp;&nbsp; 4.900% | 2233000 | &nbsp;&nbsp; 2283700 |
| 10/15/2034 | &nbsp;&nbsp; 4.800% | 2781000 | &nbsp;&nbsp; 2797330 |
| 07/15/2035 | &nbsp;&nbsp; 5.200% | 853000 | &nbsp;&nbsp; 880111 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  | Broadcom, Inc.<sup>(a)</sup>  |
| 04/15/2034 | &nbsp;&nbsp; 3.469% | 805000 | &nbsp;&nbsp; 734485 |
| 11/15/2035 | &nbsp;&nbsp; 3.137% | 1996000 | &nbsp;&nbsp; 1727996 |
| 05/15/2037 | &nbsp;&nbsp; 4.926% | 1120000 | &nbsp;&nbsp; 1115740 |
| Cadence Design Systems, Inc. | Cadence Design Systems, Inc. | Cadence Design Systems, Inc. | Cadence Design Systems, Inc. |
| 09/10/2027 | &nbsp;&nbsp; 4.200% | 1481000 | &nbsp;&nbsp; 1487297 |
| 09/10/2029 | &nbsp;&nbsp; 4.300% | 4112000 | &nbsp;&nbsp; 4135213 |
| 09/10/2034 | &nbsp;&nbsp; 4.700% | 3782000 | &nbsp;&nbsp; 3775547 |
| Clarivate Science Holdings Corp.<sup>(a)</sup>  | Clarivate Science Holdings Corp.<sup>(a)</sup>  | Clarivate Science Holdings Corp.<sup>(a)</sup>  | Clarivate Science Holdings Corp.<sup>(a)</sup>  |
| 07/01/2028 | &nbsp;&nbsp; 3.875% | 285000 | &nbsp;&nbsp; 274598 |
| Coherent Corp.<sup>(a)</sup>  | Coherent Corp.<sup>(a)</sup>  | Coherent Corp.<sup>(a)</sup>  | Coherent Corp.<sup>(a)</sup>  |
| 12/15/2029 | &nbsp;&nbsp; 5.000% | 440000 | &nbsp;&nbsp; 434250 |
| CommScope Technologies LLC<sup>(a)</sup>  | CommScope Technologies LLC<sup>(a)</sup>  | CommScope Technologies LLC<sup>(a)</sup>  | CommScope Technologies LLC<sup>(a)</sup>  |
| 03/15/2027 | &nbsp;&nbsp; 5.000% | 325000 | &nbsp;&nbsp; 322489 |
| CoreWeave, Inc.<sup>(a)</sup>  | CoreWeave, Inc.<sup>(a)</sup>  | CoreWeave, Inc.<sup>(a)</sup>  | CoreWeave, Inc.<sup>(a)</sup>  |
| 06/01/2030 | &nbsp;&nbsp; 9.250% | 100000 | &nbsp;&nbsp; 103275 |
| Elastic NV<sup>(a)</sup>  | Elastic NV<sup>(a)</sup>  | Elastic NV<sup>(a)</sup>  | Elastic NV<sup>(a)</sup>  |
| 07/15/2029 | &nbsp;&nbsp; 4.125% | 300000 | &nbsp;&nbsp; 288048 |
| Entegris Escrow Corp.<sup>(a)</sup>  | Entegris Escrow Corp.<sup>(a)</sup>  | Entegris Escrow Corp.<sup>(a)</sup>  | Entegris Escrow Corp.<sup>(a)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 5.950% | 275000 | &nbsp;&nbsp; 278892 |
| Entegris, Inc.<sup>(a)</sup>  | Entegris, Inc.<sup>(a)</sup>  | Entegris, Inc.<sup>(a)</sup>  | Entegris, Inc.<sup>(a)</sup>  |
| 04/15/2028 | &nbsp;&nbsp; 4.375% | 400000 | &nbsp;&nbsp; 391319 |
| Fair Isaac Corp.<sup>(a)</sup>  | Fair Isaac Corp.<sup>(a)</sup>  | Fair Isaac Corp.<sup>(a)</sup>  | Fair Isaac Corp.<sup>(a)</sup>  |
| 05/15/2033 | &nbsp;&nbsp; 6.000% | 100000 | &nbsp;&nbsp; 101616 |
| Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  | Foundry JV Holdco LLC<sup>(a)</sup>  |
| 01/25/2031 | &nbsp;&nbsp; 5.500% | 781000 | &nbsp;&nbsp; 810872 |
| 01/25/2033 | &nbsp;&nbsp; 5.900% | 519000 | &nbsp;&nbsp; 547280 |
| 01/25/2035 | &nbsp;&nbsp; 6.250% | 320000 | &nbsp;&nbsp; 342706 |
| 01/25/2039 | &nbsp;&nbsp; 6.300% | 516000 | &nbsp;&nbsp; 555400 |
| GTCR W-2 Merger Sub LLC<sup>(a)</sup>  | GTCR W-2 Merger Sub LLC<sup>(a)</sup>  | GTCR W-2 Merger Sub LLC<sup>(a)</sup>  | GTCR W-2 Merger Sub LLC<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 7.500% | 525000 | &nbsp;&nbsp; 557060 |
| Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. | Hewlett Packard Enterprise Co. |
| 10/15/2054 | &nbsp;&nbsp; 5.600% | 851000 | &nbsp;&nbsp; 814152 |
| Imola Merger Corp.<sup>(a)</sup>  | Imola Merger Corp.<sup>(a)</sup>  | Imola Merger Corp.<sup>(a)</sup>  | Imola Merger Corp.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.750% | 540000 | &nbsp;&nbsp; 525528 |
| Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. |
| 08/12/2041 | &nbsp;&nbsp; 2.800% | 673000 | &nbsp;&nbsp; 470677 |
| 02/10/2043 | &nbsp;&nbsp; 5.625% | 449000 | &nbsp;&nbsp; 442844 |
| 11/15/2049 | &nbsp;&nbsp; 3.250% | 394000 | &nbsp;&nbsp; 262029 |
| 02/10/2063 | &nbsp;&nbsp; 5.900% | 589000 | &nbsp;&nbsp; 576424 |
| Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  | Iron Mountain, Inc.<sup>(a)</sup>  |
| 09/15/2027 | &nbsp;&nbsp; 4.875% | 750000 | &nbsp;&nbsp; 746566 |
| Kioxia Holdings Corp.<sup>(a)</sup>  | Kioxia Holdings Corp.<sup>(a)</sup>  | Kioxia Holdings Corp.<sup>(a)</sup>  | Kioxia Holdings Corp.<sup>(a)</sup>  |
| 07/24/2030 | &nbsp;&nbsp; 6.250% | 200000 | &nbsp;&nbsp; 204335 |
| Leidos, Inc. | Leidos, Inc. | Leidos, Inc. | Leidos, Inc. |
| 03/15/2032 | &nbsp;&nbsp; 5.400% | 841000 | &nbsp;&nbsp; 873593 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Marvell Technology, Inc. | Marvell Technology, Inc. | Marvell Technology, Inc. | Marvell Technology, Inc. |
| 07/15/2030 | &nbsp;&nbsp; 4.750% | 140000 | &nbsp;&nbsp; 141825 |
| 07/15/2035 | &nbsp;&nbsp; 5.450% | 469000 | &nbsp;&nbsp; 483802 |
| NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  | NCR Atleos Escrow Corp.<sup>(a)</sup>  |
| 04/01/2029 | &nbsp;&nbsp; 9.500% | 505000 | &nbsp;&nbsp; 546778 |
| NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 5.000% | 417000 | &nbsp;&nbsp; 410785 |
| ON Semiconductor Corp.<sup>(a)</sup>  | ON Semiconductor Corp.<sup>(a)</sup>  | ON Semiconductor Corp.<sup>(a)</sup>  | ON Semiconductor Corp.<sup>(a)</sup>  |
| 09/01/2028 | &nbsp;&nbsp; 3.875% | 150000 | &nbsp;&nbsp; 145564 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| 09/26/2030 | &nbsp;&nbsp; 4.450% | 1688000 | &nbsp;&nbsp; 1687458 |
| 09/26/2032 | &nbsp;&nbsp; 4.800% | 1688000 | &nbsp;&nbsp; 1690494 |
| 09/26/2035 | &nbsp;&nbsp; 5.200% | 2008000 | &nbsp;&nbsp; 2018293 |
| 04/01/2040 | &nbsp;&nbsp; 3.600% | 537000 | &nbsp;&nbsp; 431126 |
| 09/26/2045 | &nbsp;&nbsp; 5.875% | 2189000 | &nbsp;&nbsp; 2196571 |
| 07/15/2046 | &nbsp;&nbsp; 4.000% | 1360000 | &nbsp;&nbsp; 1058497 |
| 02/06/2053 | &nbsp;&nbsp; 5.550% | 844000 | &nbsp;&nbsp; 796574 |
| 09/27/2054 | &nbsp;&nbsp; 5.375% | 1022000 | &nbsp;&nbsp; 939098 |
| 08/03/2055 | &nbsp;&nbsp; 6.000% | 4766000 | &nbsp;&nbsp; 4785156 |
| 09/26/2055 | &nbsp;&nbsp; 5.950% | 2487000 | &nbsp;&nbsp; 2479407 |
| 09/26/2065 | &nbsp;&nbsp; 6.100% | 1607000 | &nbsp;&nbsp; 1605885 |
| RingCentral, Inc.<sup>(a)</sup>  | RingCentral, Inc.<sup>(a)</sup>  | RingCentral, Inc.<sup>(a)</sup>  | RingCentral, Inc.<sup>(a)</sup>  |
| 08/15/2030 | &nbsp;&nbsp; 8.500% | 445000 | &nbsp;&nbsp; 473929 |
| Roper Technologies, Inc. | Roper Technologies, Inc. | Roper Technologies, Inc. | Roper Technologies, Inc. |
| 09/15/2030 | &nbsp;&nbsp; 4.450% | 215000 | &nbsp;&nbsp; 215928 |
| 10/15/2034 | &nbsp;&nbsp; 4.900% | 658000 | &nbsp;&nbsp; 658220 |
| S&P Global, Inc. | S&P Global, Inc. | S&P Global, Inc. | S&P Global, Inc. |
| 03/01/2032 | &nbsp;&nbsp; 2.900% | 938000 | &nbsp;&nbsp; 859671 |
| Salesforce.com, Inc. | Salesforce.com, Inc. | Salesforce.com, Inc. | Salesforce.com, Inc. |
| 07/15/2041 | &nbsp;&nbsp; 2.700% | 347000 | &nbsp;&nbsp; 255138 |
| Seagate Data Storage Technology Pte Ltd.<sup>(a)</sup>  | Seagate Data Storage Technology Pte Ltd.<sup>(a)</sup>  | Seagate Data Storage Technology Pte Ltd.<sup>(a)</sup>  | Seagate Data Storage Technology Pte Ltd.<sup>(a)</sup>  |
| 07/15/2029 | &nbsp;&nbsp; 3.125% | 480000 | &nbsp;&nbsp; 429572 |
| 01/15/2031 | &nbsp;&nbsp; 4.125% | 200000 | &nbsp;&nbsp; 185295 |
| Sensata Technologies BV<sup>(a)</sup>  | Sensata Technologies BV<sup>(a)</sup>  | Sensata Technologies BV<sup>(a)</sup>  | Sensata Technologies BV<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.000% | 425000 | &nbsp;&nbsp; 408134 |
| Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  | Shift4 Payments LLC/Finance Sub, Inc.<sup>(a)</sup>  |
| 08/15/2032 | &nbsp;&nbsp; 6.750% | 565000 | &nbsp;&nbsp; 583987 |
| SS&C Technologies, Inc.<sup>(a)</sup>  | SS&C Technologies, Inc.<sup>(a)</sup>  | SS&C Technologies, Inc.<sup>(a)</sup>  | SS&C Technologies, Inc.<sup>(a)</sup>  |
| 09/30/2027 | &nbsp;&nbsp; 5.500% | 475000 | &nbsp;&nbsp; 474991 |
| Synaptics, Inc.<sup>(a)</sup>  | Synaptics, Inc.<sup>(a)</sup>  | Synaptics, Inc.<sup>(a)</sup>  | Synaptics, Inc.<sup>(a)</sup>  |
| 06/15/2029 | &nbsp;&nbsp; 4.000% | 340000 | &nbsp;&nbsp; 325540 |
| Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. | Synopsys, Inc. |
| 04/01/2028 | &nbsp;&nbsp; 4.650% | 1195000 | &nbsp;&nbsp; 1208224 |
| 04/01/2030 | &nbsp;&nbsp; 4.850% | 1709000 | &nbsp;&nbsp; 1740685 |
| 04/01/2032 | &nbsp;&nbsp; 5.000% | 1367000 | &nbsp;&nbsp; 1396579 |
| 04/01/2035 | &nbsp;&nbsp; 5.150% | 1201000 | &nbsp;&nbsp; 1220743 |
| 04/01/2055 | &nbsp;&nbsp; 5.700% | 1820000 | &nbsp;&nbsp; 1836691 |
| Texas Instruments, Inc. | Texas Instruments, Inc. | Texas Instruments, Inc. | Texas Instruments, Inc. |
| 03/14/2053 | &nbsp;&nbsp; 5.000% | 936000 | &nbsp;&nbsp; 880590 |
| 02/08/2054 | &nbsp;&nbsp; 5.150% | 791000 | &nbsp;&nbsp; 763649 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| TSMC Arizona Corp. | TSMC Arizona Corp. | TSMC Arizona Corp. | TSMC Arizona Corp. |
| 10/25/2031 | &nbsp;&nbsp; 2.500% | 470000 | &nbsp;&nbsp; 426586 |
| Verisk Analytics, Inc. | Verisk Analytics, Inc. | Verisk Analytics, Inc. | Verisk Analytics, Inc. |
| 08/15/2030 | &nbsp;&nbsp; 4.500% | 1368000 | &nbsp;&nbsp; 1372602 |
| 02/15/2036 | &nbsp;&nbsp; 5.125% | 1527000 | &nbsp;&nbsp; 1541330 |
| VMware, Inc. | VMware, Inc. | VMware, Inc. | VMware, Inc. |
| 05/15/2027 | &nbsp;&nbsp; 4.650% | 452000 | &nbsp;&nbsp; 455102 |
| Workday, Inc. | Workday, Inc. | Workday, Inc. | Workday, Inc. |
| 04/01/2029 | &nbsp;&nbsp; 3.700% | 594000 | &nbsp;&nbsp; 585115 |
| Xerox Holdings Corp.<sup>(a)</sup>  | Xerox Holdings Corp.<sup>(a)</sup>  | Xerox Holdings Corp.<sup>(a)</sup>  | Xerox Holdings Corp.<sup>(a)</sup>  |
| 11/30/2029 | &nbsp;&nbsp; 8.875% | 425000 | &nbsp;&nbsp; 231977 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **97617886** |
| **Tobacco 0.7%** | **Tobacco 0.7%** | **Tobacco 0.7%** | **Tobacco 0.7%** |
| Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. |
| 09/16/2046 | &nbsp;&nbsp; 3.875% | 1083000 | &nbsp;&nbsp; 828228 |
| BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. | BAT Capital Corp. |
| 08/15/2037 | &nbsp;&nbsp; 4.390% | 2525000 | &nbsp;&nbsp; 2312687 |
| 08/15/2047 | &nbsp;&nbsp; 4.540% | 1660000 | &nbsp;&nbsp; 1392372 |
| 08/02/2053 | &nbsp;&nbsp; 7.081% | 434000 | &nbsp;&nbsp; 496041 |
| 08/15/2055 | &nbsp;&nbsp; 6.250% | 1176000 | &nbsp;&nbsp; 1230522 |
| Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  | Imperial Brands Finance PLC<sup>(a)</sup>  |
| 07/01/2034 | &nbsp;&nbsp; 5.875% | 1816000 | &nbsp;&nbsp; 1896319 |
| 07/01/2035 | &nbsp;&nbsp; 5.625% | 1593000 | &nbsp;&nbsp; 1623428 |
| Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  | Japan Tobacco, Inc.<sup>(a)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 5.250% | 545000 | &nbsp;&nbsp; 564801 |
| 06/15/2035 | &nbsp;&nbsp; 5.850% | 320000 | &nbsp;&nbsp; 340451 |
| Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. | Philip Morris International, Inc. |
| 11/17/2025 | &nbsp;&nbsp; 5.000% | 1660000 | &nbsp;&nbsp; 1660667 |
| 04/28/2028 | &nbsp;&nbsp; 4.125% | 3470000 | &nbsp;&nbsp; 3476393 |
| 04/30/2030 | &nbsp;&nbsp; 4.375% | 2938000 | &nbsp;&nbsp; 2951957 |
| 02/15/2033 | &nbsp;&nbsp; 5.375% | 1332000 | &nbsp;&nbsp; 1391429 |
| 09/07/2033 | &nbsp;&nbsp; 5.625% | 1125000 | &nbsp;&nbsp; 1191308 |
| 02/13/2034 | &nbsp;&nbsp; 5.250% | 456000 | &nbsp;&nbsp; 470737 |
| 04/30/2035 | &nbsp;&nbsp; 4.875% | 3114000 | &nbsp;&nbsp; 3115097 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **24942437** |
| **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** | **Transportation Services 0.1%** |
| Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  | Avis Budget Car Rental LLC/Finance, Inc.<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 5.750% | 390000 | &nbsp;&nbsp; 388593 |
| Hertz Corp. (The)<sup>(a)</sup>  | Hertz Corp. (The)<sup>(a)</sup>  | Hertz Corp. (The)<sup>(a)</sup>  | Hertz Corp. (The)<sup>(a)</sup>  |
| 12/01/2026 | &nbsp;&nbsp; 4.625% | 500000 | &nbsp;&nbsp; 492068 |
| Penske Truck Leasing Co. LP<sup>(a)</sup>  | Penske Truck Leasing Co. LP<sup>(a)</sup>  | Penske Truck Leasing Co. LP<sup>(a)</sup>  | Penske Truck Leasing Co. LP<sup>(a)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 5.250% | 388000 | &nbsp;&nbsp; 399001 |
| United Parcel Service, Inc. | United Parcel Service, Inc. | United Parcel Service, Inc. | United Parcel Service, Inc. |
| 05/14/2065 | &nbsp;&nbsp; 6.050% | 1578000 | &nbsp;&nbsp; 1650824 |
| XPO, Inc.<sup>(a)</sup>  | XPO, Inc.<sup>(a)</sup>  | XPO, Inc.<sup>(a)</sup>  | XPO, Inc.<sup>(a)</sup>  |
| 06/01/2031 | &nbsp;&nbsp; 7.125% | 620000 | &nbsp;&nbsp; 646719 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Yinson Bergenia Production BV<sup>(a)</sup>  | Yinson Bergenia Production BV<sup>(a)</sup>  | Yinson Bergenia Production BV<sup>(a)</sup>  | Yinson Bergenia Production BV<sup>(a)</sup>  |
| 01/31/2045 | &nbsp;&nbsp; 8.498% | 343000 | &nbsp;&nbsp; 368655 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3945860** |
| **Wireless 0.1%** | **Wireless 0.1%** | **Wireless 0.1%** | **Wireless 0.1%** |
| Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. | Crown Castle International Corp. |
| 04/01/2031 | &nbsp;&nbsp; 2.100% | 56000 | &nbsp;&nbsp; 49009 |
| Digicel International Finance Ltd./DIFL US LLC<sup>(a)</sup>  | Digicel International Finance Ltd./DIFL US LLC<sup>(a)</sup>  | Digicel International Finance Ltd./DIFL US LLC<sup>(a)</sup>  | Digicel International Finance Ltd./DIFL US LLC<sup>(a)</sup>  |
| 08/01/2032 | &nbsp;&nbsp; 8.625% | 425000 | &nbsp;&nbsp; 437134 |
| SBA Communications Corp. | SBA Communications Corp. | SBA Communications Corp. | SBA Communications Corp. |
| 02/01/2029 | &nbsp;&nbsp; 3.125% | 300000 | &nbsp;&nbsp; 280879 |
| Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. | Sprint Capital Corp. |
| 11/15/2028 | &nbsp;&nbsp; 6.875% | 229000 | &nbsp;&nbsp; 246292 |
| T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. |
| 04/15/2029 | &nbsp;&nbsp; 3.375% | 1361000 | &nbsp;&nbsp; 1321606 |
| T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. | T-Mobile USA, Inc. |
| 12/15/2033 | &nbsp;&nbsp; 6.700% | 206000 | &nbsp;&nbsp; 230369 |
| 05/15/2035 | &nbsp;&nbsp; 5.300% | 1617000 | &nbsp;&nbsp; 1656308 |
| 11/15/2055 | &nbsp;&nbsp; 5.875% | 823000 | &nbsp;&nbsp; 840171 |
| Vodafone Group PLC | Vodafone Group PLC | Vodafone Group PLC | Vodafone Group PLC |
| 06/28/2054 | &nbsp;&nbsp; 5.750% | 263000 | &nbsp;&nbsp; 259069 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **5320837** |
| **Wirelines 0.5%** | **Wirelines 0.5%** | **Wirelines 0.5%** | **Wirelines 0.5%** |
| AT&T, Inc. | AT&T, Inc. | AT&T, Inc. | AT&T, Inc. |
| 06/01/2027 | &nbsp;&nbsp; 2.300% | 558000 | &nbsp;&nbsp; 541761 |
| 11/01/2032 | &nbsp;&nbsp; 4.550% | 1374000 | &nbsp;&nbsp; 1367959 |
| 11/01/2035 | &nbsp;&nbsp; 4.900% | 2249000 | &nbsp;&nbsp; 2231473 |
| 06/01/2041 | &nbsp;&nbsp; 3.500% | 751000 | &nbsp;&nbsp; 600311 |
| 11/01/2045 | &nbsp;&nbsp; 5.550% | 1099000 | &nbsp;&nbsp; 1088235 |
| 09/15/2053 | &nbsp;&nbsp; 3.500% | 2538000 | &nbsp;&nbsp; 1753727 |
| 11/01/2054 | &nbsp;&nbsp; 5.700% | 2099000 | &nbsp;&nbsp; 2074848 |
| 09/15/2055 | &nbsp;&nbsp; 3.550% | 2393000 | &nbsp;&nbsp; 1648114 |
| 08/15/2056 | &nbsp;&nbsp; 6.050% | 510000 | &nbsp;&nbsp; 529009 |
| 12/01/2057 | &nbsp;&nbsp; 3.800% | 1025000 | &nbsp;&nbsp; 731261 |
| 09/15/2059 | &nbsp;&nbsp; 3.650% | 736000 | &nbsp;&nbsp; 503249 |
| Frontier Communications Holdings LLC<sup>(a)</sup>  | Frontier Communications Holdings LLC<sup>(a)</sup>  | Frontier Communications Holdings LLC<sup>(a)</sup>  | Frontier Communications Holdings LLC<sup>(a)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 5.875% | 295000 | &nbsp;&nbsp; 295029 |
| Lumen Technologies, Inc.<sup>(a)</sup>  | Lumen Technologies, Inc.<sup>(a)</sup>  | Lumen Technologies, Inc.<sup>(a)</sup>  | Lumen Technologies, Inc.<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 4.125% | 1045883 | &nbsp;&nbsp; 1028004 |
| NTT Finance Corp.<sup>(a)</sup>  | NTT Finance Corp.<sup>(a)</sup>  | NTT Finance Corp.<sup>(a)</sup>  | NTT Finance Corp.<sup>(a)</sup>  |
| 07/02/2031 | &nbsp;&nbsp; 5.136% | 250000 | &nbsp;&nbsp; 256572 |
| Optics Bidco SpA<sup>(a)</sup>  | Optics Bidco SpA<sup>(a)</sup>  | Optics Bidco SpA<sup>(a)</sup>  | Optics Bidco SpA<sup>(a)</sup>  |
| 09/30/2034 | &nbsp;&nbsp; 6.000% | 315000 | &nbsp;&nbsp; 299914 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** | **Corporate Bonds & Notes (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. | Verizon Communications, Inc. |
| 04/02/2035 | &nbsp;&nbsp; 5.250% | 2057000 | &nbsp;&nbsp; 2090857 |
| 11/20/2040 | &nbsp;&nbsp; 2.650% | 238000 | &nbsp;&nbsp; 172136 |
| 10/30/2056 | &nbsp;&nbsp; 2.987% | 1178000 | &nbsp;&nbsp; 725306 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **17937765** |
| &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $1,061,411,167) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $1,061,411,167) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $1,061,411,167) | &nbsp;&nbsp; **1063339057** |
| **Foreign Government Obligations**<sup>(l)</sup> **1.6%** | **Foreign Government Obligations**<sup>(l)</sup> **1.6%** | **Foreign Government Obligations**<sup>(l)</sup> **1.6%** | **Foreign Government Obligations**<sup>(l)</sup> **1.6%** |
| **Argentina 0.0%** | **Argentina 0.0%** | **Argentina 0.0%** | **Argentina 0.0%** |
| Argentine Republic Government International Bond<sup>(e)</sup>  | Argentine Republic Government International Bond<sup>(e)</sup>  | Argentine Republic Government International Bond<sup>(e)</sup>  | Argentine Republic Government International Bond<sup>(e)</sup>  |
| 07/09/2035 | &nbsp;&nbsp; 4.125% | 590000 | &nbsp;&nbsp; 308218 |
| **Australia 0.1%** | **Australia 0.1%** | **Australia 0.1%** | **Australia 0.1%** |
| Export Finance & Insurance Corp.<sup>(a)</sup>  | Export Finance & Insurance Corp.<sup>(a)</sup>  | Export Finance & Insurance Corp.<sup>(a)</sup>  | Export Finance & Insurance Corp.<sup>(a)</sup>  |
| 10/26/2027 | &nbsp;&nbsp; 4.625% | 2720000 | &nbsp;&nbsp; 2764915 |
| **Bahamas 0.0%** | **Bahamas 0.0%** | **Bahamas 0.0%** | **Bahamas 0.0%** |
| Bahamas Government International Bond<sup>(a)</sup>  | Bahamas Government International Bond<sup>(a)</sup>  | Bahamas Government International Bond<sup>(a)</sup>  | Bahamas Government International Bond<sup>(a)</sup>  |
| 06/24/2036 | &nbsp;&nbsp; 8.250% | 301000 | &nbsp;&nbsp; 325799 |
| **Benin 0.0%** | **Benin 0.0%** | **Benin 0.0%** | **Benin 0.0%** |
| Benin Government International Bond<sup>(a)</sup>  | Benin Government International Bond<sup>(a)</sup>  | Benin Government International Bond<sup>(a)</sup>  | Benin Government International Bond<sup>(a)</sup>  |
| 02/13/2038 | &nbsp;&nbsp; 7.960% | 310000 | &nbsp;&nbsp; 317056 |
| **Brazil 0.0%** | **Brazil 0.0%** | **Brazil 0.0%** | **Brazil 0.0%** |
| Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond |
| 05/13/2054 | &nbsp;&nbsp; 7.125% | 400000 | &nbsp;&nbsp; 405493 |
| **Canada 0.0%** | **Canada 0.0%** | **Canada 0.0%** | **Canada 0.0%** |
| NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  | NOVA Chemicals Corp.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 4.250% | 160000 | &nbsp;&nbsp; 154933 |
| 02/15/2030 | &nbsp;&nbsp; 9.000% | 500000 | &nbsp;&nbsp; 536457 |
| Ontario Teachers' Cadillac Fairview Properties Trust<sup>(a)</sup>  | Ontario Teachers' Cadillac Fairview Properties Trust<sup>(a)</sup>  | Ontario Teachers' Cadillac Fairview Properties Trust<sup>(a)</sup>  | Ontario Teachers' Cadillac Fairview Properties Trust<sup>(a)</sup>  |
| 03/20/2027 | &nbsp;&nbsp; 3.875% | 274000 | &nbsp;&nbsp; 272173 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **963563** |
| **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** | **Chile 0.1%** |
| Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  | Chile Electricity Lux MPC II Sarl<sup>(a)</sup>  |
| 10/20/2035 | &nbsp;&nbsp; 5.580% | 991190 | &nbsp;&nbsp; 1022609 |
| 10/20/2035 | &nbsp;&nbsp; 5.672% | 1877000 | &nbsp;&nbsp; 1935940 |
| Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  | Corp Nacional del Cobre de Chile<sup>(a)</sup>  |
| 01/13/2035 | &nbsp;&nbsp; 6.330% | 1079000 | &nbsp;&nbsp; 1150198 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4108747** |
| **Colombia 0.0%** | **Colombia 0.0%** | **Colombia 0.0%** | **Colombia 0.0%** |
| Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond |
| 11/07/2036 | &nbsp;&nbsp; 7.750% | 294000 | &nbsp;&nbsp; 308459 |
| 11/14/2053 | &nbsp;&nbsp; 8.750% | 500000 | &nbsp;&nbsp; 549662 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Ecopetrol SA | Ecopetrol SA | Ecopetrol SA | Ecopetrol SA |
| 01/19/2036 | &nbsp;&nbsp; 8.375% | 150000 | &nbsp;&nbsp; 155240 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1013361** |
| **Dominican Republic 0.0%** | **Dominican Republic 0.0%** | **Dominican Republic 0.0%** | **Dominican Republic 0.0%** |
| Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  | Dominican Republic International Bond<sup>(a)</sup>  |
| 02/22/2033 | &nbsp;&nbsp; 6.000% | 450000 | &nbsp;&nbsp; 459872 |
| 01/30/2060 | &nbsp;&nbsp; 5.875% | 450000 | &nbsp;&nbsp; 401280 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **861152** |
| **Ecuador 0.0%** | **Ecuador 0.0%** | **Ecuador 0.0%** | **Ecuador 0.0%** |
| Ecuador Government International Bond<sup>(a),(e)</sup>  | Ecuador Government International Bond<sup>(a),(e)</sup>  | Ecuador Government International Bond<sup>(a),(e)</sup>  | Ecuador Government International Bond<sup>(a),(e)</sup>  |
| 07/31/2030 | &nbsp;&nbsp; 6.900% | 330000 | &nbsp;&nbsp; 292602 |
| 07/31/2035 | &nbsp;&nbsp; 6.900% | 250000 | &nbsp;&nbsp; 186666 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **479268** |
| **Egypt 0.1%** | **Egypt 0.1%** | **Egypt 0.1%** | **Egypt 0.1%** |
| Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  | Egypt Government International Bond<sup>(a)</sup>  |
| 03/01/2029 | &nbsp;&nbsp; 7.600% | 200000 | &nbsp;&nbsp; 206411 |
| 02/04/2030 | &nbsp;&nbsp; 8.625% | 200000 | &nbsp;&nbsp; 212007 |
| 02/04/2033 | &nbsp;&nbsp; 9.450% | 200000 | &nbsp;&nbsp; 213231 |
| 09/30/2033 | &nbsp;&nbsp; 7.300% | 400000 | &nbsp;&nbsp; 378071 |
| 01/31/2047 | &nbsp;&nbsp; 8.500% | 500000 | &nbsp;&nbsp; 439723 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1449443** |
| **El Salvador 0.0%** | **El Salvador 0.0%** | **El Salvador 0.0%** | **El Salvador 0.0%** |
| El Salvador Government International Bond<sup>(a)</sup>  | El Salvador Government International Bond<sup>(a)</sup>  | El Salvador Government International Bond<sup>(a)</sup>  | El Salvador Government International Bond<sup>(a)</sup>  |
| 11/21/2054 | &nbsp;&nbsp; 9.650% | 500000 | &nbsp;&nbsp; 540191 |
| **France 0.0%** | **France 0.0%** | **France 0.0%** | **France 0.0%** |
| Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  |
| 05/23/2053 | &nbsp;&nbsp; 6.900% | 560000 | &nbsp;&nbsp; 624700 |
| **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** | **Guatemala 0.0%** |
| Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  |
| 08/15/2036 | &nbsp;&nbsp; 6.250% | 500000 | &nbsp;&nbsp; 516615 |
| **India 0.0%** | **India 0.0%** | **India 0.0%** | **India 0.0%** |
| Greenko Dutch BV<sup>(a)</sup>  | Greenko Dutch BV<sup>(a)</sup>  | Greenko Dutch BV<sup>(a)</sup>  | Greenko Dutch BV<sup>(a)</sup>  |
| 03/29/2026 | &nbsp;&nbsp; 3.850% | 173000 | &nbsp;&nbsp; 171322 |
| **Israel 0.2%** | **Israel 0.2%** | **Israel 0.2%** | **Israel 0.2%** |
| Israel Government International Bond | Israel Government International Bond | Israel Government International Bond | Israel Government International Bond |
| 02/19/2030 | &nbsp;&nbsp; 5.375% | 2349000 | &nbsp;&nbsp; 2420265 |
| 01/17/2033 | &nbsp;&nbsp; 4.500% | 363000 | &nbsp;&nbsp; 352923 |
| 07/03/2050 | &nbsp;&nbsp; 3.875% | 733000 | &nbsp;&nbsp; 526662 |
| 03/12/2054 | &nbsp;&nbsp; 5.750% | 1679000 | &nbsp;&nbsp; 1589175 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **4889025** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Ivory Coast 0.0%** | **Ivory Coast 0.0%** | **Ivory Coast 0.0%** | **Ivory Coast 0.0%** |
| Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  | Ivory Coast Government International Bond<sup>(a)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 6.125% | 200000 | &nbsp;&nbsp; 191931 |
| 04/01/2036 | &nbsp;&nbsp; 8.075% | 552000 | &nbsp;&nbsp; 570934 |
| 01/30/2037 | &nbsp;&nbsp; 8.250% | 202000 | &nbsp;&nbsp; 210521 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **973386** |
| **Jordan 0.0%** | **Jordan 0.0%** | **Jordan 0.0%** | **Jordan 0.0%** |
| Jordan Government International Bond<sup>(a)</sup>  | Jordan Government International Bond<sup>(a)</sup>  | Jordan Government International Bond<sup>(a)</sup>  | Jordan Government International Bond<sup>(a)</sup>  |
| 01/29/2026 | &nbsp;&nbsp; 6.125% | 200000 | &nbsp;&nbsp; 200253 |
| 10/10/2047 | &nbsp;&nbsp; 7.375% | 200000 | &nbsp;&nbsp; 191491 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **391744** |
| **Kenya 0.0%** | **Kenya 0.0%** | **Kenya 0.0%** | **Kenya 0.0%** |
| Republic of Kenya Government International Bond<sup>(a)</sup>  | Republic of Kenya Government International Bond<sup>(a)</sup>  | Republic of Kenya Government International Bond<sup>(a)</sup>  | Republic of Kenya Government International Bond<sup>(a)</sup>  |
| 03/05/2036 | &nbsp;&nbsp; 9.500% | 200000 | &nbsp;&nbsp; 204571 |
| **Kuwait 0.3%** | **Kuwait 0.3%** | **Kuwait 0.3%** | **Kuwait 0.3%** |
| Kuwait International Government Bond<sup>(a),(k)</sup>  | Kuwait International Government Bond<sup>(a),(k)</sup>  | Kuwait International Government Bond<sup>(a),(k)</sup>  | Kuwait International Government Bond<sup>(a),(k)</sup>  |
| 10/09/2028 | &nbsp;&nbsp; 4.016% | 3705000 | &nbsp;&nbsp; 3705000 |
| 10/09/2030 | &nbsp;&nbsp; 4.136% | 3697000 | &nbsp;&nbsp; 3697000 |
| 10/09/2035 | &nbsp;&nbsp; 4.652% | 2096000 | &nbsp;&nbsp; 2096000 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **9498000** |
| **Mexico 0.5%** | **Mexico 0.5%** | **Mexico 0.5%** | **Mexico 0.5%** |
| Banco Nacional de Comercio Exterior SNC<sup>(a),(e)</sup>  | Banco Nacional de Comercio Exterior SNC<sup>(a),(e)</sup>  | Banco Nacional de Comercio Exterior SNC<sup>(a),(e)</sup>  | Banco Nacional de Comercio Exterior SNC<sup>(a),(e)</sup>  |
| 08/11/2031 | &nbsp;&nbsp; 2.720% | 520000 | &nbsp;&nbsp; 506431 |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  | FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  | FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  | FIEMEX Energia - Banco Actinver SA Institucion de Banca<sup>(a)</sup>  |
| 01/31/2041 | &nbsp;&nbsp; 7.250% | 396203 | &nbsp;&nbsp; 423006 |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| 03/22/2031 | &nbsp;&nbsp; 4.750% | 2804000 | &nbsp;&nbsp; 2785578 |
| 03/22/2033 | &nbsp;&nbsp; 5.375% | 5173000 | &nbsp;&nbsp; 5171647 |
| 02/12/2034 | &nbsp;&nbsp; 3.500% | 1399000 | &nbsp;&nbsp; 1215732 |
| 09/22/2035 | &nbsp;&nbsp; 5.625% | 1096000 | &nbsp;&nbsp; 1091485 |
| 01/29/2038 | &nbsp;&nbsp; 6.625% | 1653000 | &nbsp;&nbsp; 1740914 |
| 03/08/2044 | &nbsp;&nbsp; 4.750% | 1084000 | &nbsp;&nbsp; 904492 |
| 01/23/2046 | &nbsp;&nbsp; 4.600% | 1151000 | &nbsp;&nbsp; 924741 |
| 02/10/2048 | &nbsp;&nbsp; 4.600% | 974000 | &nbsp;&nbsp; 771751 |
| 02/12/2052 | &nbsp;&nbsp; 4.400% | 1044000 | &nbsp;&nbsp; 781501 |
| Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos | Petroleos Mexicanos |
| 02/12/2028 | &nbsp;&nbsp; 5.350% | 600000 | &nbsp;&nbsp; 596551 |
| 01/28/2031 | &nbsp;&nbsp; 5.950% | 720000 | &nbsp;&nbsp; 697398 |
| 02/16/2032 | &nbsp;&nbsp; 6.700% | 520000 | &nbsp;&nbsp; 514712 |
| 02/07/2033 | &nbsp;&nbsp; 10.000% | 300000 | &nbsp;&nbsp; 348000 |
| 01/23/2050 | &nbsp;&nbsp; 7.690% | 1390000 | &nbsp;&nbsp; 1263328 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **19737267** |
| **Morocco 0.0%** | **Morocco 0.0%** | **Morocco 0.0%** | **Morocco 0.0%** |
| Morocco Government International Bond<sup>(a)</sup>  | Morocco Government International Bond<sup>(a)</sup>  | Morocco Government International Bond<sup>(a)</sup>  | Morocco Government International Bond<sup>(a)</sup>  |
| 12/15/2050 | &nbsp;&nbsp; 4.000% | 200000 | &nbsp;&nbsp; 147055 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| OCP SA<sup>(a)</sup>  | OCP SA<sup>(a)</sup>  | OCP SA<sup>(a)</sup>  | OCP SA<sup>(a)</sup>  |
| 03/01/2036 | &nbsp;&nbsp; 6.700% | 200000 | &nbsp;&nbsp; 214032 |
| 05/02/2054 | &nbsp;&nbsp; 7.500% | 300000 | &nbsp;&nbsp; 332759 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **693846** |
| **Nigeria 0.0%** | **Nigeria 0.0%** | **Nigeria 0.0%** | **Nigeria 0.0%** |
| Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  | Nigeria Government International Bond<sup>(a)</sup>  |
| 11/28/2027 | &nbsp;&nbsp; 6.500% | 400000 | &nbsp;&nbsp; 400562 |
| 09/28/2028 | &nbsp;&nbsp; 6.125% | 200000 | &nbsp;&nbsp; 195979 |
| 01/21/2031 | &nbsp;&nbsp; 8.747% | 200000 | &nbsp;&nbsp; 207242 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **803783** |
| **Norway 0.0%** | **Norway 0.0%** | **Norway 0.0%** | **Norway 0.0%** |
| Equinor ASA | Equinor ASA | Equinor ASA | Equinor ASA |
| 06/03/2035 | &nbsp;&nbsp; 5.125% | 686000 | &nbsp;&nbsp; 707059 |
| **Pakistan 0.0%** | **Pakistan 0.0%** | **Pakistan 0.0%** | **Pakistan 0.0%** |
| Pakistan Government International Bond<sup>(a)</sup>  | Pakistan Government International Bond<sup>(a)</sup>  | Pakistan Government International Bond<sup>(a)</sup>  | Pakistan Government International Bond<sup>(a)</sup>  |
| 12/05/2027 | &nbsp;&nbsp; 6.875% | 200000 | &nbsp;&nbsp; 199494 |
| 04/08/2031 | &nbsp;&nbsp; 7.375% | 300000 | &nbsp;&nbsp; 294010 |
| 04/08/2051 | &nbsp;&nbsp; 8.875% | 500000 | &nbsp;&nbsp; 461544 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **955048** |
| **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** | **Paraguay 0.1%** |
| Bioceanico Sovereign Certificate Ltd.<sup>(a),(i)</sup>  | Bioceanico Sovereign Certificate Ltd.<sup>(a),(i)</sup>  | Bioceanico Sovereign Certificate Ltd.<sup>(a),(i)</sup>  | Bioceanico Sovereign Certificate Ltd.<sup>(a),(i)</sup>  |
| 06/05/2034 | &nbsp;&nbsp; 0.000% | 295972 | &nbsp;&nbsp; 240739 |
| Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  | Paraguay Government International Bond<sup>(a)</sup>  |
| 03/13/2048 | &nbsp;&nbsp; 5.600% | 1300000 | &nbsp;&nbsp; 1231371 |
| 03/30/2050 | &nbsp;&nbsp; 5.400% | 2386000 | &nbsp;&nbsp; 2194063 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3666173** |
| **Saudi Arabia 0.0%** | **Saudi Arabia 0.0%** | **Saudi Arabia 0.0%** | **Saudi Arabia 0.0%** |
| Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  | Saudi Arabian Oil Co.<sup>(a)</sup>  |
| 06/02/2055 | &nbsp;&nbsp; 6.375% | 455000 | &nbsp;&nbsp; 484221 |
| **Senegal 0.0%** | **Senegal 0.0%** | **Senegal 0.0%** | **Senegal 0.0%** |
| Senegal Government International Bond<sup>(a)</sup>  | Senegal Government International Bond<sup>(a)</sup>  | Senegal Government International Bond<sup>(a)</sup>  | Senegal Government International Bond<sup>(a)</sup>  |
| 05/23/2033 | &nbsp;&nbsp; 6.250% | 200000 | &nbsp;&nbsp; 144373 |
| **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** |
| Republic of South Africa Government International Bond<sup>(a)</sup>  | Republic of South Africa Government International Bond<sup>(a)</sup>  | Republic of South Africa Government International Bond<sup>(a)</sup>  | Republic of South Africa Government International Bond<sup>(a)</sup>  |
| 11/19/2036 | &nbsp;&nbsp; 7.100% | 587000 | &nbsp;&nbsp; 611660 |
| 11/19/2054 | &nbsp;&nbsp; 7.950% | 509000 | &nbsp;&nbsp; 516771 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1128431** |
| **Trinidad and Tobago 0.0%** | **Trinidad and Tobago 0.0%** | **Trinidad and Tobago 0.0%** | **Trinidad and Tobago 0.0%** |
| Trinidad Generation Unlimited<sup>(a)</sup>  | Trinidad Generation Unlimited<sup>(a)</sup>  | Trinidad Generation Unlimited<sup>(a)</sup>  | Trinidad Generation Unlimited<sup>(a)</sup>  |
| 06/16/2033 | &nbsp;&nbsp; 7.750% | 213000 | &nbsp;&nbsp; 224505 |
| **Turkey 0.1%** | **Turkey 0.1%** | **Turkey 0.1%** | **Turkey 0.1%** |
| Istanbul Metropolitan Municipality<sup>(a)</sup>  | Istanbul Metropolitan Municipality<sup>(a)</sup>  | Istanbul Metropolitan Municipality<sup>(a)</sup>  | Istanbul Metropolitan Municipality<sup>(a)</sup>  |
| 12/06/2028 | &nbsp;&nbsp; 10.500% | 455000 | &nbsp;&nbsp; 497710 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** | **Foreign Government Obligations**<sup>(l)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| TC Ziraat Bankasi AS<sup>(a)</sup>  | TC Ziraat Bankasi AS<sup>(a)</sup>  | TC Ziraat Bankasi AS<sup>(a)</sup>  | TC Ziraat Bankasi AS<sup>(a)</sup>  |
| 02/04/2030 | &nbsp;&nbsp; 7.250% | 238000 | &nbsp;&nbsp; 244107 |
| Turkiye Government International Bond | Turkiye Government International Bond | Turkiye Government International Bond | Turkiye Government International Bond |
| 02/12/2032 | &nbsp;&nbsp; 7.125% | 200000 | &nbsp;&nbsp; 206746 |
| 05/15/2034 | &nbsp;&nbsp; 7.625% | 200000 | &nbsp;&nbsp; 211939 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1160502** |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $59,169,366) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $59,169,366) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $59,169,366) | &nbsp;&nbsp; **60511777** |
| **Municipal Bonds 0.1%** | **Municipal Bonds 0.1%** | **Municipal Bonds 0.1%** | **Municipal Bonds 0.1%** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Higher Education 0.0%** | **Higher Education 0.0%** | **Higher Education 0.0%** | **Higher Education 0.0%** |
| Ohio State University (The) | Ohio State University (The) | Ohio State University (The) | Ohio State University (The) |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2011A | Series 2011A | Series 2011A | Series 2011A |
| 06/01/2111 | &nbsp;&nbsp; 4.800% | 500000 | &nbsp;&nbsp; 425906 |
| University of Texas System (The) | University of Texas System (The) | University of Texas System (The) | University of Texas System (The) |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2020B | Series 2020B | Series 2020B | Series 2020B |
| 08/15/2049 | &nbsp;&nbsp; 2.439% | 605000 | &nbsp;&nbsp; 378520 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **804426** |
| **Municipal Power 0.0%** | **Municipal Power 0.0%** | **Municipal Power 0.0%** | **Municipal Power 0.0%** |
| Texas Natural Gas Securitization Finance | Texas Natural Gas Securitization Finance | Texas Natural Gas Securitization Finance | Texas Natural Gas Securitization Finance |
| Customer Rate Relief Bonds | Customer Rate Relief Bonds | Customer Rate Relief Bonds | Customer Rate Relief Bonds |
| Winter Storm Uri | Winter Storm Uri | Winter Storm Uri | Winter Storm Uri |
| Series 2023 | Series 2023 | Series 2023 | Series 2023 |
| 04/01/2041 | &nbsp;&nbsp; 5.169% | 140000 | &nbsp;&nbsp; 142616 |
| **Ports 0.1%** | **Ports 0.1%** | **Ports 0.1%** | **Ports 0.1%** |
| Port Authority of New York & New Jersey | Port Authority of New York & New Jersey | Port Authority of New York & New Jersey | Port Authority of New York & New Jersey |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Consolidated 174th | Consolidated 174th | Consolidated 174th | Consolidated 174th |
| Series 2012 | Series 2012 | Series 2012 | Series 2012 |
| 10/01/2062 | &nbsp;&nbsp; 4.458% | 1850000 | &nbsp;&nbsp; 1578909 |
| **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** | **Turnpike / Bridge / Toll Road 0.0%** |
| North Texas Tollway Authority | North Texas Tollway Authority | North Texas Tollway Authority | North Texas Tollway Authority |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Series 2009 (BAM) | Series 2009 (BAM) | Series 2009 (BAM) | Series 2009 (BAM) |
| 01/01/2049 | &nbsp;&nbsp; 6.718% | 1033000 | &nbsp;&nbsp; 1150659 |
| &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $4,609,073) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $4,609,073) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $4,609,073) | &nbsp;&nbsp; **3676610** |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 33.5%** | **Residential Mortgage-Backed Securities - Agency 33.5%** | **Residential Mortgage-Backed Securities - Agency 33.5%** | **Residential Mortgage-Backed Securities - Agency 33.5%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Fannie Mae REMICS | Fannie Mae REMICS | Fannie Mae REMICS | Fannie Mae REMICS |
| CMO Series 2011-111 Class DB | CMO Series 2011-111 Class DB | CMO Series 2011-111 Class DB | CMO Series 2011-111 Class DB |
| 11/25/2041 | &nbsp;&nbsp; 4.000% | 1078178 | &nbsp;&nbsp; 1047443 |
| CMO Series 2013-11 Class AP | CMO Series 2013-11 Class AP | CMO Series 2013-11 Class AP | CMO Series 2013-11 Class AP |
| 01/25/2043 | &nbsp;&nbsp; 1.500% | 39473 | &nbsp;&nbsp; 36286 |
| CMO Series 2014-25 Class EL | CMO Series 2014-25 Class EL | CMO Series 2014-25 Class EL | CMO Series 2014-25 Class EL |
| 05/25/2044 | &nbsp;&nbsp; 3.000% | 1073738 | &nbsp;&nbsp; 986791 |
| CMO Series 2015-8 Class AP | CMO Series 2015-8 Class AP | CMO Series 2015-8 Class AP | CMO Series 2015-8 Class AP |
| 03/25/2045 | &nbsp;&nbsp; 2.000% | 1840402 | &nbsp;&nbsp; 1657787 |
| CMO Series 2016-64 Class BC | CMO Series 2016-64 Class BC | CMO Series 2016-64 Class BC | CMO Series 2016-64 Class BC |
| 09/25/2046 | &nbsp;&nbsp; 1.750% | 1213968 | &nbsp;&nbsp; 1135735 |
| CMO Series 2016-64 Class PE | CMO Series 2016-64 Class PE | CMO Series 2016-64 Class PE | CMO Series 2016-64 Class PE |
| 09/25/2046 | &nbsp;&nbsp; 2.500% | 847000 | &nbsp;&nbsp; 653810 |
| CMO Series 2017-35 Class MC | CMO Series 2017-35 Class MC | CMO Series 2017-35 Class MC | CMO Series 2017-35 Class MC |
| 12/25/2044 | &nbsp;&nbsp; 2.625% | 636350 | &nbsp;&nbsp; 618112 |
| CMO Series 2018-38 Class MA | CMO Series 2018-38 Class MA | CMO Series 2018-38 Class MA | CMO Series 2018-38 Class MA |
| 06/25/2048 | &nbsp;&nbsp; 3.300% | 1867718 | &nbsp;&nbsp; 1791508 |
| CMO Series 2018-45B Class TM | CMO Series 2018-45B Class TM | CMO Series 2018-45B Class TM | CMO Series 2018-45B Class TM |
| 06/25/2048 | &nbsp;&nbsp; 3.000% | 1192211 | &nbsp;&nbsp; 1081257 |
| CMO Series 2018-55 Class GA | CMO Series 2018-55 Class GA | CMO Series 2018-55 Class GA | CMO Series 2018-55 Class GA |
| 08/25/2048 | &nbsp;&nbsp; 3.375% | 1405641 | &nbsp;&nbsp; 1352232 |
| CMO Series 2018-64 Class A | CMO Series 2018-64 Class A | CMO Series 2018-64 Class A | CMO Series 2018-64 Class A |
| 09/25/2048 | &nbsp;&nbsp; 3.000% | 1081816 | &nbsp;&nbsp; 974463 |
| CMO Series 2018-85 Class EA | CMO Series 2018-85 Class EA | CMO Series 2018-85 Class EA | CMO Series 2018-85 Class EA |
| 12/25/2048 | &nbsp;&nbsp; 3.500% | 838746 | &nbsp;&nbsp; 816804 |
| CMO Series 2020-59 Class NC | CMO Series 2020-59 Class NC | CMO Series 2020-59 Class NC | CMO Series 2020-59 Class NC |
| 08/25/2040 | &nbsp;&nbsp; 3.000% | 1318661 | &nbsp;&nbsp; 1218232 |
| CMO Series 2021-27 Class EC | CMO Series 2021-27 Class EC | CMO Series 2021-27 Class EC | CMO Series 2021-27 Class EC |
| 05/25/2051 | &nbsp;&nbsp; 1.500% | 3258975 | &nbsp;&nbsp; 2671820 |
| CMO Series 2021-42 Class AC | CMO Series 2021-42 Class AC | CMO Series 2021-42 Class AC | CMO Series 2021-42 Class AC |
| 02/25/2051 | &nbsp;&nbsp; 2.000% | 1192004 | &nbsp;&nbsp; 1033591 |
| CMO Series 2021-91A Class AB | CMO Series 2021-91A Class AB | CMO Series 2021-91A Class AB | CMO Series 2021-91A Class AB |
| 09/25/2049 | &nbsp;&nbsp; 2.500% | 1484952 | &nbsp;&nbsp; 1324662 |
| CMO Series 2022-3 Class N | CMO Series 2022-3 Class N | CMO Series 2022-3 Class N | CMO Series 2022-3 Class N |
| 10/25/2047 | &nbsp;&nbsp; 2.000% | 4229820 | &nbsp;&nbsp; 3787540 |
| CMO Series 2023-14 Class EJ | CMO Series 2023-14 Class EJ | CMO Series 2023-14 Class EJ | CMO Series 2023-14 Class EJ |
| 04/25/2049 | &nbsp;&nbsp; 2.750% | 1736752 | &nbsp;&nbsp; 1629619 |
| CMO Series 2025-18 Class MA | CMO Series 2025-18 Class MA | CMO Series 2025-18 Class MA | CMO Series 2025-18 Class MA |
| 09/25/2054 | &nbsp;&nbsp; 0.500% | 7769920 | &nbsp;&nbsp; 6662142 |
| Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  | Fannie Mae REMICS<sup>(b)</sup>  |
| CMO Series 2011-55 Class FH | CMO Series 2011-55 Class FH | CMO Series 2011-55 Class FH | CMO Series 2011-55 Class FH |
| &nbsp;&nbsp; 30-day Average SOFR + 0.554% <br>Floor 0.440%, Cap 7.000% <br>06/25/2041<br>| &nbsp;&nbsp; 4.911% | 377259 | &nbsp;&nbsp; 374525 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2014-74 Class FC | CMO Series 2014-74 Class FC | CMO Series 2014-74 Class FC | CMO Series 2014-74 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2044<br>| &nbsp;&nbsp; 4.871% | 545362 | &nbsp;&nbsp; 537422 |
| CMO Series 2016-19 Class FD | CMO Series 2016-19 Class FD | CMO Series 2016-19 Class FD | CMO Series 2016-19 Class FD |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>04/25/2046<br>| &nbsp;&nbsp; 4.871% | 3072582 | &nbsp;&nbsp; 3049675 |
| CMO Series 2017-11 Class FA | CMO Series 2017-11 Class FA | CMO Series 2017-11 Class FA | CMO Series 2017-11 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2047<br>| &nbsp;&nbsp; 4.871% | 321276 | &nbsp;&nbsp; 318615 |
| CMO Series 2017-113 Class FB | CMO Series 2017-113 Class FB | CMO Series 2017-113 Class FB | CMO Series 2017-113 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.364% <br>Floor 0.250%, Cap 6.500% <br>01/25/2048<br>| &nbsp;&nbsp; 4.721% | 322359 | &nbsp;&nbsp; 317982 |
| CMO Series 2017-82 Class FE | CMO Series 2017-82 Class FE | CMO Series 2017-82 Class FE | CMO Series 2017-82 Class FE |
| &nbsp;&nbsp; 30-day Average SOFR + 0.364% <br>Floor 0.250%, Cap 6.500% <br>10/25/2047<br>| &nbsp;&nbsp; 4.721% | 738989 | &nbsp;&nbsp; 732693 |
| CMO Series 2017-9 Class EF | CMO Series 2017-9 Class EF | CMO Series 2017-9 Class EF | CMO Series 2017-9 Class EF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2047<br>| &nbsp;&nbsp; 4.871% | 364368 | &nbsp;&nbsp; 361308 |
| CMO Series 2018-1 Class FA | CMO Series 2018-1 Class FA | CMO Series 2018-1 Class FA | CMO Series 2018-1 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.364% <br>Floor 0.250%, Cap 6.500% <br>02/25/2048<br>| &nbsp;&nbsp; 4.721% | 414774 | &nbsp;&nbsp; 409567 |
| CMO Series 2019-15 Class FA | CMO Series 2019-15 Class FA | CMO Series 2019-15 Class FA | CMO Series 2019-15 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 6.500% <br>04/25/2049<br>| &nbsp;&nbsp; 4.971% | 608494 | &nbsp;&nbsp; 594941 |
| CMO Series 2019-41 Class FG | CMO Series 2019-41 Class FG | CMO Series 2019-41 Class FG | CMO Series 2019-41 Class FG |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 6.500% <br>08/25/2059<br>| &nbsp;&nbsp; 4.971% | 1522917 | &nbsp;&nbsp; 1480203 |
| CMO Series 2019-43 Class FC | CMO Series 2019-43 Class FC | CMO Series 2019-43 Class FC | CMO Series 2019-43 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>08/25/2049<br>| &nbsp;&nbsp; 4.871% | 1185271 | &nbsp;&nbsp; 1162871 |
| CMO Series 2023-38 Class FC | CMO Series 2023-38 Class FC | CMO Series 2023-38 Class FC | CMO Series 2023-38 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 0.664% <br>Floor 0.550%, Cap 7.000% <br>06/25/2040<br>| &nbsp;&nbsp; 5.021% | 2998057 | &nbsp;&nbsp; 2992464 |
| CMO Series 2023-38 Class FD | CMO Series 2023-38 Class FD | CMO Series 2023-38 Class FD | CMO Series 2023-38 Class FD |
| &nbsp;&nbsp; 30-day Average SOFR + 0.864% <br>Floor 0.750%, Cap 7.500% <br>10/25/2039<br>| &nbsp;&nbsp; 5.213% | 574827 | &nbsp;&nbsp; 571593 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| &nbsp;&nbsp; 10/01/2026- <br>11/01/2054<br>| &nbsp;&nbsp; 6.500% | 6714890 | &nbsp;&nbsp; 7090295 |
| &nbsp;&nbsp; 03/01/2033- <br>01/01/2050<br>| &nbsp;&nbsp; 3.000% | 41690008 | &nbsp;&nbsp; 37944256 |
| &nbsp;&nbsp; 07/01/2033- <br>04/01/2052<br>| &nbsp;&nbsp; 2.500% | 76092017 | &nbsp;&nbsp; 65904472 |
| &nbsp;&nbsp; 06/01/2035- <br>07/01/2055<br>| &nbsp;&nbsp; 5.500% | 22383946 | &nbsp;&nbsp; 22603691 |
| &nbsp;&nbsp; 09/01/2037- <br>06/01/2055<br>| &nbsp;&nbsp; 6.000% | 37679703 | &nbsp;&nbsp; 38916926 |
| &nbsp;&nbsp; 06/01/2040- <br>12/01/2051<br>| &nbsp;&nbsp; 2.000% | 19711231 | &nbsp;&nbsp; 17126195 |
| &nbsp;&nbsp; 06/01/2048- <br>07/01/2052<br>| &nbsp;&nbsp; 4.500% | 6000480 | &nbsp;&nbsp; 5862356 |
| &nbsp;&nbsp; 09/01/2048- <br>08/01/2052<br>| &nbsp;&nbsp; 4.000% | 15240865 | &nbsp;&nbsp; 14551301 |
| 12/01/2048 | &nbsp;&nbsp; 5.000% | 607500 | &nbsp;&nbsp; 609587 |
| 03/01/2052 | &nbsp;&nbsp; 3.500% | 4123107 | &nbsp;&nbsp; 3795228 |
| CMO Series 2017-4742 Class PA | CMO Series 2017-4742 Class PA | CMO Series 2017-4742 Class PA | CMO Series 2017-4742 Class PA |
| 10/15/2047 | &nbsp;&nbsp; 3.000% | 941149 | &nbsp;&nbsp; 866148 |
| CMO Series 2127 Class PG | CMO Series 2127 Class PG | CMO Series 2127 Class PG | CMO Series 2127 Class PG |
| 02/15/2029 | &nbsp;&nbsp; 6.250% | 7824 | &nbsp;&nbsp; 7886 |
| CMO Series 2165 Class PE | CMO Series 2165 Class PE | CMO Series 2165 Class PE | CMO Series 2165 Class PE |
| 06/15/2029 | &nbsp;&nbsp; 6.000% | 13080 | &nbsp;&nbsp; 13310 |
| CMO Series 2326 Class ZQ | CMO Series 2326 Class ZQ | CMO Series 2326 Class ZQ | CMO Series 2326 Class ZQ |
| 06/15/2031 | &nbsp;&nbsp; 6.500% | 60998 | &nbsp;&nbsp; 62677 |
| CMO Series 2399 Class TH | CMO Series 2399 Class TH | CMO Series 2399 Class TH | CMO Series 2399 Class TH |
| 01/15/2032 | &nbsp;&nbsp; 6.500% | 55196 | &nbsp;&nbsp; 57681 |
| CMO Series 2517 Class Z | CMO Series 2517 Class Z | CMO Series 2517 Class Z | CMO Series 2517 Class Z |
| 10/15/2032 | &nbsp;&nbsp; 5.500% | 25570 | &nbsp;&nbsp; 26188 |
| CMO Series 2557 Class HL | CMO Series 2557 Class HL | CMO Series 2557 Class HL | CMO Series 2557 Class HL |
| 01/15/2033 | &nbsp;&nbsp; 5.300% | 99916 | &nbsp;&nbsp; 100880 |
| CMO Series 262 Class 35 | CMO Series 262 Class 35 | CMO Series 262 Class 35 | CMO Series 262 Class 35 |
| 07/15/2042 | &nbsp;&nbsp; 3.500% | 1540662 | &nbsp;&nbsp; 1457753 |
| CMO Series 2752 Class EZ | CMO Series 2752 Class EZ | CMO Series 2752 Class EZ | CMO Series 2752 Class EZ |
| 02/15/2034 | &nbsp;&nbsp; 5.500% | 290262 | &nbsp;&nbsp; 299071 |
| CMO Series 2764 Class ZG | CMO Series 2764 Class ZG | CMO Series 2764 Class ZG | CMO Series 2764 Class ZG |
| 03/15/2034 | &nbsp;&nbsp; 5.500% | 244378 | &nbsp;&nbsp; 251862 |
| CMO Series 2953 Class PG | CMO Series 2953 Class PG | CMO Series 2953 Class PG | CMO Series 2953 Class PG |
| 03/15/2035 | &nbsp;&nbsp; 5.500% | 1039780 | &nbsp;&nbsp; 1079102 |
| CMO Series 299 Class 300 | CMO Series 299 Class 300 | CMO Series 299 Class 300 | CMO Series 299 Class 300 |
| 01/15/2043 | &nbsp;&nbsp; 3.000% | 174487 | &nbsp;&nbsp; 158596 |
| CMO Series 2990 Class UZ | CMO Series 2990 Class UZ | CMO Series 2990 Class UZ | CMO Series 2990 Class UZ |
| 06/15/2035 | &nbsp;&nbsp; 5.750% | 362907 | &nbsp;&nbsp; 380010 |
| CMO Series 3101 Class UZ | CMO Series 3101 Class UZ | CMO Series 3101 Class UZ | CMO Series 3101 Class UZ |
| 01/15/2036 | &nbsp;&nbsp; 6.000% | 99194 | &nbsp;&nbsp; 105037 |
| CMO Series 3123 Class AZ | CMO Series 3123 Class AZ | CMO Series 3123 Class AZ | CMO Series 3123 Class AZ |
| 03/15/2036 | &nbsp;&nbsp; 6.000% | 126704 | &nbsp;&nbsp; 134371 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 3143 Class BC | CMO Series 3143 Class BC | CMO Series 3143 Class BC | CMO Series 3143 Class BC |
| 02/15/2036 | &nbsp;&nbsp; 5.500% | 142478 | &nbsp;&nbsp; 145901 |
| CMO Series 3164 Class MG | CMO Series 3164 Class MG | CMO Series 3164 Class MG | CMO Series 3164 Class MG |
| 06/15/2036 | &nbsp;&nbsp; 6.000% | 41482 | &nbsp;&nbsp; 44083 |
| CMO Series 3195 Class PD | CMO Series 3195 Class PD | CMO Series 3195 Class PD | CMO Series 3195 Class PD |
| 07/15/2036 | &nbsp;&nbsp; 6.500% | 63696 | &nbsp;&nbsp; 66106 |
| CMO Series 3200 Class AY | CMO Series 3200 Class AY | CMO Series 3200 Class AY | CMO Series 3200 Class AY |
| 08/15/2036 | &nbsp;&nbsp; 5.500% | 95370 | &nbsp;&nbsp; 98817 |
| CMO Series 3213 Class JE | CMO Series 3213 Class JE | CMO Series 3213 Class JE | CMO Series 3213 Class JE |
| 09/15/2036 | &nbsp;&nbsp; 6.000% | 138739 | &nbsp;&nbsp; 145817 |
| CMO Series 3229 Class HE | CMO Series 3229 Class HE | CMO Series 3229 Class HE | CMO Series 3229 Class HE |
| 10/15/2026 | &nbsp;&nbsp; 5.000% | 869 | &nbsp;&nbsp; 867 |
| CMO Series 3423 Class PB | CMO Series 3423 Class PB | CMO Series 3423 Class PB | CMO Series 3423 Class PB |
| 03/15/2038 | &nbsp;&nbsp; 5.500% | 326840 | &nbsp;&nbsp; 339411 |
| CMO Series 3453 Class B | CMO Series 3453 Class B | CMO Series 3453 Class B | CMO Series 3453 Class B |
| 05/15/2038 | &nbsp;&nbsp; 5.500% | 9128 | &nbsp;&nbsp; 9336 |
| CMO Series 3461 Class Z | CMO Series 3461 Class Z | CMO Series 3461 Class Z | CMO Series 3461 Class Z |
| 06/15/2038 | &nbsp;&nbsp; 6.000% | 556630 | &nbsp;&nbsp; 581680 |
| CMO Series 3501 Class CB | CMO Series 3501 Class CB | CMO Series 3501 Class CB | CMO Series 3501 Class CB |
| 01/15/2039 | &nbsp;&nbsp; 5.500% | 123694 | &nbsp;&nbsp; 128022 |
| CMO Series 3704 Class CT | CMO Series 3704 Class CT | CMO Series 3704 Class CT | CMO Series 3704 Class CT |
| 12/15/2036 | &nbsp;&nbsp; 7.000% | 183009 | &nbsp;&nbsp; 195405 |
| CMO Series 3704 Class DT | CMO Series 3704 Class DT | CMO Series 3704 Class DT | CMO Series 3704 Class DT |
| 11/15/2036 | &nbsp;&nbsp; 7.500% | 180985 | &nbsp;&nbsp; 194566 |
| CMO Series 3704 Class ET | CMO Series 3704 Class ET | CMO Series 3704 Class ET | CMO Series 3704 Class ET |
| 12/15/2036 | &nbsp;&nbsp; 7.500% | 138945 | &nbsp;&nbsp; 152909 |
| CMO Series 3819 Class ZQ | CMO Series 3819 Class ZQ | CMO Series 3819 Class ZQ | CMO Series 3819 Class ZQ |
| 04/15/2036 | &nbsp;&nbsp; 6.000% | 202706 | &nbsp;&nbsp; 212827 |
| CMO Series 3890 Class ME | CMO Series 3890 Class ME | CMO Series 3890 Class ME | CMO Series 3890 Class ME |
| 07/15/2041 | &nbsp;&nbsp; 5.000% | 949163 | &nbsp;&nbsp; 969494 |
| CMO Series 4015 Class MY | CMO Series 4015 Class MY | CMO Series 4015 Class MY | CMO Series 4015 Class MY |
| 03/15/2042 | &nbsp;&nbsp; 3.500% | 1478579 | &nbsp;&nbsp; 1404717 |
| CMO Series 4177 Class MQ | CMO Series 4177 Class MQ | CMO Series 4177 Class MQ | CMO Series 4177 Class MQ |
| 03/15/2043 | &nbsp;&nbsp; 2.500% | 1000000 | &nbsp;&nbsp; 906922 |
| CMO Series 4205 Class PA | CMO Series 4205 Class PA | CMO Series 4205 Class PA | CMO Series 4205 Class PA |
| 05/15/2043 | &nbsp;&nbsp; 1.750% | 1447484 | &nbsp;&nbsp; 1269095 |
| CMO Series 4217 Class KY | CMO Series 4217 Class KY | CMO Series 4217 Class KY | CMO Series 4217 Class KY |
| 06/15/2043 | &nbsp;&nbsp; 3.000% | 1200000 | &nbsp;&nbsp; 1066161 |
| CMO Series 4240 Class B | CMO Series 4240 Class B | CMO Series 4240 Class B | CMO Series 4240 Class B |
| 08/15/2033 | &nbsp;&nbsp; 3.000% | 1505741 | &nbsp;&nbsp; 1460726 |
| CMO Series 4880 Class DA | CMO Series 4880 Class DA | CMO Series 4880 Class DA | CMO Series 4880 Class DA |
| 05/15/2050 | &nbsp;&nbsp; 3.000% | 926671 | &nbsp;&nbsp; 861178 |
| CMO Series 5091 Class AB | CMO Series 5091 Class AB | CMO Series 5091 Class AB | CMO Series 5091 Class AB |
| 03/25/2051 | &nbsp;&nbsp; 1.500% | 1824589 | &nbsp;&nbsp; 1470379 |
| CMO Series R006 Class ZA | CMO Series R006 Class ZA | CMO Series R006 Class ZA | CMO Series R006 Class ZA |
| 04/15/2036 | &nbsp;&nbsp; 6.000% | 154168 | &nbsp;&nbsp; 163266 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series R007 Class ZA | CMO Series R007 Class ZA | CMO Series R007 Class ZA | CMO Series R007 Class ZA |
| 05/15/2036 | &nbsp;&nbsp; 6.000% | 296606 | &nbsp;&nbsp; 309966 |
| CMO STRIPS Series 264 Class 30 | CMO STRIPS Series 264 Class 30 | CMO STRIPS Series 264 Class 30 | CMO STRIPS Series 264 Class 30 |
| 07/15/2042 | &nbsp;&nbsp; 3.000% | 203201 | &nbsp;&nbsp; 187617 |
| Federal Home Loan Mortgage Corp.<sup>(b)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b)</sup>  |
| &nbsp;&nbsp; 1-year CMT + 2.250% <br>Cap 10.338% <br>07/01/2036<br>| &nbsp;&nbsp; 6.409% | 23334 | &nbsp;&nbsp; 24019 |
| &nbsp;&nbsp; 12-month Term SOFR + 1.852% <br>Cap 9.125% <br>07/01/2040<br>| &nbsp;&nbsp; 6.600% | 48918 | &nbsp;&nbsp; 50612 |
| &nbsp;&nbsp; 12-month Term SOFR + 1.640% <br>Floor 1.640%, Cap 8.176% <br>11/01/2048<br>| &nbsp;&nbsp; 5.818% | 752951 | &nbsp;&nbsp; 785545 |
| &nbsp;&nbsp; 12-month Term SOFR + 1.621% <br>Floor 1.621%, Cap 8.104% <br>02/01/2050<br>| &nbsp;&nbsp; 3.104% | 1300212 | &nbsp;&nbsp; 1310673 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.140% <br>Floor 2.140%, Cap 8.951% <br>08/01/2052<br>| &nbsp;&nbsp; 3.951% | 1441265 | &nbsp;&nbsp; 1407960 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.352% <br>Floor 2.352%, Cap 9.611% <br>03/01/2053<br>| &nbsp;&nbsp; 4.611% | 2021905 | &nbsp;&nbsp; 2011390 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.306% <br>Floor 2.306%, Cap 9.219% <br>05/01/2053<br>| &nbsp;&nbsp; 4.218% | 4003097 | &nbsp;&nbsp; 3999895 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.257% <br>Floor 2.257%, Cap 9.988% <br>02/01/2054<br>| &nbsp;&nbsp; 4.988% | 813728 | &nbsp;&nbsp; 821967 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.325% <br>Floor 2.325%, Cap 9.895% <br>10/01/2054<br>| &nbsp;&nbsp; 4.895% | 1825530 | &nbsp;&nbsp; 1841113 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.151% <br>Floor 2.151%, Cap 9.829% <br>01/01/2055<br>| &nbsp;&nbsp; 4.828% | 2140594 | &nbsp;&nbsp; 2160709 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.090% <br>Floor 2.090%, Cap 10.446% <br>05/01/2055<br>| &nbsp;&nbsp; 5.446% | 738858 | &nbsp;&nbsp; 747943 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.245% <br>Floor 2.245%, Cap 9.848% <br>06/01/2055<br>| &nbsp;&nbsp; 4.848% | 6889922 | &nbsp;&nbsp; 6900378 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.140% <br>Floor 2.140%, Cap 10.017% <br>06/01/2055<br>| &nbsp;&nbsp; 5.016% | 1280303 | &nbsp;&nbsp; 1292665 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.227% <br>Floor 2.227%, Cap 10.122% <br>06/01/2055<br>| &nbsp;&nbsp; 5.121% | 5988032 | &nbsp;&nbsp; 6037429 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.203% <br>Floor 2.203%, Cap 10.198% <br>06/01/2055<br>| &nbsp;&nbsp; 5.198% | 1794825 | &nbsp;&nbsp; 1813412 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.060% <br>Floor 2.060%, Cap 10.069% <br>07/01/2055<br>| &nbsp;&nbsp; 5.069% | 697661 | &nbsp;&nbsp; 703730 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.060% <br>Floor 2.060%, Cap 10.141% <br>07/01/2055<br>| &nbsp;&nbsp; 5.141% | 1029669 | &nbsp;&nbsp; 1037549 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| &nbsp;&nbsp; 30-day Average SOFR + 2.075% <br>Floor 2.075%, Cap 10.264% <br>07/01/2055<br>| &nbsp;&nbsp; 5.263% | 2843842 | &nbsp;&nbsp; 2872156 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.075% <br>Floor 2.075%, Cap 10.304% <br>07/01/2055<br>| &nbsp;&nbsp; 5.303% | 1152576 | &nbsp;&nbsp; 1166319 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.060% <br>Floor 2.060%, Cap 10.076% <br>08/01/2055<br>| &nbsp;&nbsp; 5.076% | 3240331 | &nbsp;&nbsp; 3265396 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.194% <br>Floor 2.194%, Cap 10.104% <br>08/01/2055<br>| &nbsp;&nbsp; 5.104% | 616891 | &nbsp;&nbsp; 623250 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.105% <br>Floor 2.105%, Cap 10.322% <br>08/01/2055<br>| &nbsp;&nbsp; 5.322% | 1053813 | &nbsp;&nbsp; 1067919 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.330% <br>Floor 2.330%, Cap 10.337% <br>08/01/2055<br>| &nbsp;&nbsp; 5.337% | 4286682 | &nbsp;&nbsp; 4329501 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.330% <br>Floor 2.330%, Cap 10.432% <br>08/01/2055<br>| &nbsp;&nbsp; 5.431% | 4660029 | &nbsp;&nbsp; 4700444 |
| CMO Series 2551 Class NS | CMO Series 2551 Class NS | CMO Series 2551 Class NS | CMO Series 2551 Class NS |
| &nbsp;&nbsp; -1.8 x 30-day Average SOFR + <br> 14.273% <br>Cap 14.483% <br>01/15/2033<br>| &nbsp;&nbsp; 6.258% | 36678 | &nbsp;&nbsp; 39699 |
| CMO Series 3852 Class QN | CMO Series 3852 Class QN | CMO Series 3852 Class QN | CMO Series 3852 Class QN |
| &nbsp;&nbsp; -3.6 x 30-day Average SOFR + <br> 26.796% <br>Cap 5.500% <br>05/15/2041<br>| &nbsp;&nbsp; 5.500% | 109607 | &nbsp;&nbsp; 105436 |
| CMO Series 4048 Class FJ | CMO Series 4048 Class FJ | CMO Series 4048 Class FJ | CMO Series 4048 Class FJ |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 9,999.000% <br>07/15/2037<br>| &nbsp;&nbsp; 4.860% | 179851 | &nbsp;&nbsp; 178133 |
| STRIPS | STRIPS | STRIPS | STRIPS |
| &nbsp;&nbsp; 30-day Average SOFR + 0.664% <br>Floor 0.550%, Cap 6.500% <br>03/15/2044<br>| &nbsp;&nbsp; 5.037% | 4170217 | &nbsp;&nbsp; 4157261 |
| Structured Pass-Through Securities | Structured Pass-Through Securities | Structured Pass-Through Securities | Structured Pass-Through Securities |
| &nbsp;&nbsp; 1-year MTA + 1.200% <br>Floor 1.200% <br>10/25/2044<br>| &nbsp;&nbsp; 5.308% | 242279 | &nbsp;&nbsp; 222395 |
| Federal Home Loan Mortgage Corp.<sup>(h)</sup>  | Federal Home Loan Mortgage Corp.<sup>(h)</sup>  | Federal Home Loan Mortgage Corp.<sup>(h)</sup>  | Federal Home Loan Mortgage Corp.<sup>(h)</sup>  |
| CMO Series 3100 Class | CMO Series 3100 Class | CMO Series 3100 Class | CMO Series 3100 Class |
| 01/15/2036 | &nbsp;&nbsp; 0.000% | 35082 | &nbsp;&nbsp; 29373 |
| CMO Series 3117 Class OG | CMO Series 3117 Class OG | CMO Series 3117 Class OG | CMO Series 3117 Class OG |
| 02/15/2036 | &nbsp;&nbsp; 0.000% | 14722 | &nbsp;&nbsp; 13057 |
| CMO Series 3181 Class OH | CMO Series 3181 Class OH | CMO Series 3181 Class OH | CMO Series 3181 Class OH |
| 07/15/2036 | &nbsp;&nbsp; 0.000% | 117057 | &nbsp;&nbsp; 99330 |
| CMO Series 3316 Class JO | CMO Series 3316 Class JO | CMO Series 3316 Class JO | CMO Series 3316 Class JO |
| 05/15/2037 | &nbsp;&nbsp; 0.000% | 5236 | &nbsp;&nbsp; 4354 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 3607 Class TO | CMO Series 3607 Class TO | CMO Series 3607 Class TO | CMO Series 3607 Class TO |
| 10/15/2039 | &nbsp;&nbsp; 0.000% | 102391 | &nbsp;&nbsp; 86938 |
| CMO STRIPS Series 197 Class | CMO STRIPS Series 197 Class | CMO STRIPS Series 197 Class | CMO STRIPS Series 197 Class |
| 04/01/2028 | &nbsp;&nbsp; 0.000% | 18430 | &nbsp;&nbsp; 17652 |
| CMO STRIPS Series 310 Class | CMO STRIPS Series 310 Class | CMO STRIPS Series 310 Class | CMO STRIPS Series 310 Class |
| 09/15/2043 | &nbsp;&nbsp; 0.000% | 663366 | &nbsp;&nbsp; 500798 |
| Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(b),(d)</sup>  |
| CMO Series 3380 Class SI | CMO Series 3380 Class SI | CMO Series 3380 Class SI | CMO Series 3380 Class SI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.256% <br>Cap 6.370% <br>10/15/2037<br>| &nbsp;&nbsp; 1.883% | 837702 | &nbsp;&nbsp; 75661 |
| CMO Series 3385 Class SN | CMO Series 3385 Class SN | CMO Series 3385 Class SN | CMO Series 3385 Class SN |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>11/15/2037<br>| &nbsp;&nbsp; 1.513% | 23815 | &nbsp;&nbsp; 1696 |
| CMO Series 3451 Class SA | CMO Series 3451 Class SA | CMO Series 3451 Class SA | CMO Series 3451 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.936% <br>Cap 6.050% <br>05/15/2038<br>| &nbsp;&nbsp; 1.563% | 13869 | &nbsp;&nbsp; 1221 |
| CMO Series 3531 Class SM | CMO Series 3531 Class SM | CMO Series 3531 Class SM | CMO Series 3531 Class SM |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.986% <br>Cap 6.100% <br>05/15/2039<br>| &nbsp;&nbsp; 1.613% | 17723 | &nbsp;&nbsp; 1171 |
| CMO Series 3608 Class SC | CMO Series 3608 Class SC | CMO Series 3608 Class SC | CMO Series 3608 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>12/15/2039<br>| &nbsp;&nbsp; 1.763% | 80536 | &nbsp;&nbsp; 4203 |
| CMO Series 3740 Class SB | CMO Series 3740 Class SB | CMO Series 3740 Class SB | CMO Series 3740 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>10/15/2040<br>| &nbsp;&nbsp; 1.513% | 102249 | &nbsp;&nbsp; 9043 |
| CMO Series 3740 Class SC | CMO Series 3740 Class SC | CMO Series 3740 Class SC | CMO Series 3740 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>10/15/2040<br>| &nbsp;&nbsp; 1.513% | 177070 | &nbsp;&nbsp; 19241 |
| CMO STRIPS Series 239 Class S30 | CMO STRIPS Series 239 Class S30 | CMO STRIPS Series 239 Class S30 | CMO STRIPS Series 239 Class S30 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 7.586% <br>Cap 7.700% <br>08/15/2036<br>| &nbsp;&nbsp; 3.213% | 127580 | &nbsp;&nbsp; 16182 |
| Federal Home Loan Mortgage Corp.<sup>(c)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c)</sup>  |
| CMO Series 3688 Class GT | CMO Series 3688 Class GT | CMO Series 3688 Class GT | CMO Series 3688 Class GT |
| 11/15/2046 | &nbsp;&nbsp; 7.483% | 118959 | &nbsp;&nbsp; 127126 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 4272 Class W | CMO Series 4272 Class W | CMO Series 4272 Class W | CMO Series 4272 Class W |
| 04/15/2040 | &nbsp;&nbsp; 5.638% | 784143 | &nbsp;&nbsp; 816744 |
| Federal Home Loan Mortgage Corp.<sup>(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(d)</sup>  |
| CMO Series 3714 Class IP | CMO Series 3714 Class IP | CMO Series 3714 Class IP | CMO Series 3714 Class IP |
| 08/15/2040 | &nbsp;&nbsp; 5.000% | 64290 | &nbsp;&nbsp; 2891 |
| Federal Home Loan Mortgage Corp.<sup>(c),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(d)</sup>  | Federal Home Loan Mortgage Corp.<sup>(c),(d)</sup>  |
| CMO Series 3802 Class LS | CMO Series 3802 Class LS | CMO Series 3802 Class LS | CMO Series 3802 Class LS |
| 01/15/2040 | &nbsp;&nbsp; 4.822% | 173619 | &nbsp;&nbsp; 15660 |
| Federal Home Loan Mortgage Corp. REMICS<sup>(b)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(b)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(b)</sup>  | Federal Home Loan Mortgage Corp. REMICS<sup>(b)</sup>  |
| CMO Series 3693 Class FC | CMO Series 3693 Class FC | CMO Series 3693 Class FC | CMO Series 3693 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 7.000% <br>07/15/2040<br>| &nbsp;&nbsp; 4.987% | 677712 | &nbsp;&nbsp; 672958 |
| CMO Series 3919 Class FA | CMO Series 3919 Class FA | CMO Series 3919 Class FA | CMO Series 3919 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 7.000% <br>09/15/2041<br>| &nbsp;&nbsp; 4.987% | 523256 | &nbsp;&nbsp; 519150 |
| CMO Series 3958 Class AF | CMO Series 3958 Class AF | CMO Series 3958 Class AF | CMO Series 3958 Class AF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>11/15/2041<br>| &nbsp;&nbsp; 4.937% | 613692 | &nbsp;&nbsp; 607958 |
| CMO Series 3975 Class FA | CMO Series 3975 Class FA | CMO Series 3975 Class FA | CMO Series 3975 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.604% <br>Floor 0.490%, Cap 7.000% <br>12/15/2041<br>| &nbsp;&nbsp; 4.977% | 565598 | &nbsp;&nbsp; 561536 |
| CMO Series 3990 Class FG | CMO Series 3990 Class FG | CMO Series 3990 Class FG | CMO Series 3990 Class FG |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>01/15/2042<br>| &nbsp;&nbsp; 4.937% | 703663 | &nbsp;&nbsp; 697413 |
| CMO Series 4059 Class FP | CMO Series 4059 Class FP | CMO Series 4059 Class FP | CMO Series 4059 Class FP |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>06/15/2042<br>| &nbsp;&nbsp; 4.937% | 662006 | &nbsp;&nbsp; 655094 |
| CMO Series 4091 Class FN | CMO Series 4091 Class FN | CMO Series 4091 Class FN | CMO Series 4091 Class FN |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 7.000% <br>08/15/2042<br>| &nbsp;&nbsp; 4.887% | 645551 | &nbsp;&nbsp; 636166 |
| CMO Series 4273 Class PF | CMO Series 4273 Class PF | CMO Series 4273 Class PF | CMO Series 4273 Class PF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/15/2043<br>| &nbsp;&nbsp; 4.887% | 3705111 | &nbsp;&nbsp; 3672161 |
| CMO Series 4587 Class AF | CMO Series 4587 Class AF | CMO Series 4587 Class AF | CMO Series 4587 Class AF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 6.500% <br>06/15/2046<br>| &nbsp;&nbsp; 4.837% | 1159282 | &nbsp;&nbsp; 1150902 |
| CMO Series 4604 Class FB | CMO Series 4604 Class FB | CMO Series 4604 Class FB | CMO Series 4604 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>08/15/2046<br>| &nbsp;&nbsp; 4.887% | 1792743 | &nbsp;&nbsp; 1775182 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 4620 Class LF | CMO Series 4620 Class LF | CMO Series 4620 Class LF | CMO Series 4620 Class LF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>10/15/2046<br>| &nbsp;&nbsp; 4.887% | 1209638 | &nbsp;&nbsp; 1198939 |
| CMO Series 4709 Class FA | CMO Series 4709 Class FA | CMO Series 4709 Class FA | CMO Series 4709 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.414% <br>Floor 0.300%, Cap 6.500% <br>08/15/2047<br>| &nbsp;&nbsp; 4.787% | 898639 | &nbsp;&nbsp; 886068 |
| CMO Series 4854 Class FB | CMO Series 4854 Class FB | CMO Series 4854 Class FB | CMO Series 4854 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.414% <br>Floor 0.300%, Cap 6.500% <br>01/15/2049<br>| &nbsp;&nbsp; 4.787% | 2276582 | &nbsp;&nbsp; 2249696 |
| CMO Series 4988 Class KF | CMO Series 4988 Class KF | CMO Series 4988 Class KF | CMO Series 4988 Class KF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 6.500% <br>07/25/2050<br>| &nbsp;&nbsp; 4.821% | 1025505 | &nbsp;&nbsp; 1013715 |
| Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS | Federal Home Loan Mortgage Corp. REMICS |
| CMO Series 4160 Class HP | CMO Series 4160 Class HP | CMO Series 4160 Class HP | CMO Series 4160 Class HP |
| 01/15/2033 | &nbsp;&nbsp; 2.500% | 1430767 | &nbsp;&nbsp; 1377783 |
| CMO Series 4427 Class CE | CMO Series 4427 Class CE | CMO Series 4427 Class CE | CMO Series 4427 Class CE |
| 02/15/2034 | &nbsp;&nbsp; 3.000% | 156243 | &nbsp;&nbsp; 154623 |
| CMO Series 5178 Class TP | CMO Series 5178 Class TP | CMO Series 5178 Class TP | CMO Series 5178 Class TP |
| 04/25/2049 | &nbsp;&nbsp; 2.500% | 1990404 | &nbsp;&nbsp; 1780004 |
| CMO Series 5202 Class KA | CMO Series 5202 Class KA | CMO Series 5202 Class KA | CMO Series 5202 Class KA |
| 06/25/2049 | &nbsp;&nbsp; 2.500% | 3935706 | &nbsp;&nbsp; 3549852 |
| CMO Series 5410 Class JY | CMO Series 5410 Class JY | CMO Series 5410 Class JY | CMO Series 5410 Class JY |
| 03/15/2044 | &nbsp;&nbsp; 3.000% | 1457000 | &nbsp;&nbsp; 1276564 |
| CMO Series 5452 Class KY | CMO Series 5452 Class KY | CMO Series 5452 Class KY | CMO Series 5452 Class KY |
| 03/15/2044 | &nbsp;&nbsp; 3.000% | 1567000 | &nbsp;&nbsp; 1334988 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 08/01/2026- <br>10/01/2054<br>| &nbsp;&nbsp; 6.500% | 5614867 | &nbsp;&nbsp; 5938274 |
| &nbsp;&nbsp; 01/01/2027- <br>09/01/2062<br>| &nbsp;&nbsp; 4.000% | 15321526 | &nbsp;&nbsp; 14704956 |
| &nbsp;&nbsp; 05/01/2033- <br>06/01/2062<br>| &nbsp;&nbsp; 3.500% | 16476153 | &nbsp;&nbsp; 15306649 |
| &nbsp;&nbsp; 11/01/2033- <br>07/01/2055<br>| &nbsp;&nbsp; 5.500% | 36116203 | &nbsp;&nbsp; 36527428 |
| &nbsp;&nbsp; 01/01/2036- <br>11/01/2052<br>| &nbsp;&nbsp; 5.000% | 4683376 | &nbsp;&nbsp; 4684118 |
| &nbsp;&nbsp; 09/01/2036- <br>08/01/2055<br>| &nbsp;&nbsp; 6.000% | 41509206 | &nbsp;&nbsp; 42877356 |
| &nbsp;&nbsp; 11/01/2037- <br>01/01/2039<br>| &nbsp;&nbsp; 7.000% | 249639 | &nbsp;&nbsp; 265787 |
| &nbsp;&nbsp; 06/01/2040- <br>03/01/2047<br>| &nbsp;&nbsp; 2.000% | 113692117 | &nbsp;&nbsp; 98226022 |
| &nbsp;&nbsp; 12/01/2040- <br>03/01/2062<br>| &nbsp;&nbsp; 2.500% | 87360105 | &nbsp;&nbsp; 75053552 |
| &nbsp;&nbsp; 08/01/2042- <br>06/01/2063<br>| &nbsp;&nbsp; 3.000% | 175968318 | &nbsp;&nbsp; 157991581 |
| &nbsp;&nbsp; 03/01/2043- <br>12/01/2061<br>| &nbsp;&nbsp; 4.500% | 13182328 | &nbsp;&nbsp; 12899398 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 1999-7 Class AB | CMO Series 1999-7 Class AB | CMO Series 1999-7 Class AB | CMO Series 1999-7 Class AB |
| 03/25/2029 | &nbsp;&nbsp; 6.000% | 25752 | &nbsp;&nbsp; 26022 |
| CMO Series 2001-60 Class PX | CMO Series 2001-60 Class PX | CMO Series 2001-60 Class PX | CMO Series 2001-60 Class PX |
| 11/25/2031 | &nbsp;&nbsp; 6.000% | 60966 | &nbsp;&nbsp; 62807 |
| CMO Series 2002-50 Class ZA | CMO Series 2002-50 Class ZA | CMO Series 2002-50 Class ZA | CMO Series 2002-50 Class ZA |
| 05/25/2031 | &nbsp;&nbsp; 6.000% | 170419 | &nbsp;&nbsp; 175056 |
| CMO Series 2002-78 Class Z | CMO Series 2002-78 Class Z | CMO Series 2002-78 Class Z | CMO Series 2002-78 Class Z |
| 12/25/2032 | &nbsp;&nbsp; 5.500% | 80406 | &nbsp;&nbsp; 82622 |
| CMO Series 2003-W19 Class 1A7 | CMO Series 2003-W19 Class 1A7 | CMO Series 2003-W19 Class 1A7 | CMO Series 2003-W19 Class 1A7 |
| 11/25/2033 | &nbsp;&nbsp; 5.620% | 1218064 | &nbsp;&nbsp; 1222181 |
| CMO Series 2004-50 Class VZ | CMO Series 2004-50 Class VZ | CMO Series 2004-50 Class VZ | CMO Series 2004-50 Class VZ |
| 07/25/2034 | &nbsp;&nbsp; 5.500% | 424846 | &nbsp;&nbsp; 441675 |
| CMO Series 2004-W10 Class A6 | CMO Series 2004-W10 Class A6 | CMO Series 2004-W10 Class A6 | CMO Series 2004-W10 Class A6 |
| 08/25/2034 | &nbsp;&nbsp; 5.750% | 664405 | &nbsp;&nbsp; 685246 |
| CMO Series 2006-105 Class ME | CMO Series 2006-105 Class ME | CMO Series 2006-105 Class ME | CMO Series 2006-105 Class ME |
| 11/25/2036 | &nbsp;&nbsp; 5.500% | 228273 | &nbsp;&nbsp; 236355 |
| CMO Series 2006-16 Class HZ | CMO Series 2006-16 Class HZ | CMO Series 2006-16 Class HZ | CMO Series 2006-16 Class HZ |
| 03/25/2036 | &nbsp;&nbsp; 5.500% | 221740 | &nbsp;&nbsp; 228927 |
| CMO Series 2006-W3 Class 2A | CMO Series 2006-W3 Class 2A | CMO Series 2006-W3 Class 2A | CMO Series 2006-W3 Class 2A |
| 09/25/2046 | &nbsp;&nbsp; 6.000% | 62412 | &nbsp;&nbsp; 64199 |
| CMO Series 2007-104 Class ZE | CMO Series 2007-104 Class ZE | CMO Series 2007-104 Class ZE | CMO Series 2007-104 Class ZE |
| 08/25/2037 | &nbsp;&nbsp; 6.000% | 71167 | &nbsp;&nbsp; 74121 |
| CMO Series 2007-116 Class PB | CMO Series 2007-116 Class PB | CMO Series 2007-116 Class PB | CMO Series 2007-116 Class PB |
| 08/25/2035 | &nbsp;&nbsp; 5.500% | 72706 | &nbsp;&nbsp; 75348 |
| CMO Series 2007-18 Class MZ | CMO Series 2007-18 Class MZ | CMO Series 2007-18 Class MZ | CMO Series 2007-18 Class MZ |
| 03/25/2037 | &nbsp;&nbsp; 6.000% | 115656 | &nbsp;&nbsp; 121685 |
| CMO Series 2007-42 Class B | CMO Series 2007-42 Class B | CMO Series 2007-42 Class B | CMO Series 2007-42 Class B |
| 05/25/2037 | &nbsp;&nbsp; 6.000% | 76674 | &nbsp;&nbsp; 80670 |
| CMO Series 2007-76 Class ZG | CMO Series 2007-76 Class ZG | CMO Series 2007-76 Class ZG | CMO Series 2007-76 Class ZG |
| 08/25/2037 | &nbsp;&nbsp; 6.000% | 120994 | &nbsp;&nbsp; 124225 |
| CMO Series 2008-80 Class GP | CMO Series 2008-80 Class GP | CMO Series 2008-80 Class GP | CMO Series 2008-80 Class GP |
| 09/25/2038 | &nbsp;&nbsp; 6.250% | 13704 | &nbsp;&nbsp; 14415 |
| CMO Series 2009-59 Class HB | CMO Series 2009-59 Class HB | CMO Series 2009-59 Class HB | CMO Series 2009-59 Class HB |
| 08/25/2039 | &nbsp;&nbsp; 5.000% | 163359 | &nbsp;&nbsp; 165890 |
| CMO Series 2009-60 Class HT | CMO Series 2009-60 Class HT | CMO Series 2009-60 Class HT | CMO Series 2009-60 Class HT |
| 08/25/2039 | &nbsp;&nbsp; 6.000% | 165518 | &nbsp;&nbsp; 173756 |
| CMO Series 2009-79 Class UA | CMO Series 2009-79 Class UA | CMO Series 2009-79 Class UA | CMO Series 2009-79 Class UA |
| 03/25/2038 | &nbsp;&nbsp; 7.000% | 9025 | &nbsp;&nbsp; 9291 |
| CMO Series 2009-W1 Class A | CMO Series 2009-W1 Class A | CMO Series 2009-W1 Class A | CMO Series 2009-W1 Class A |
| 12/25/2049 | &nbsp;&nbsp; 6.000% | 199812 | &nbsp;&nbsp; 207030 |
| CMO Series 2010-111 Class AM | CMO Series 2010-111 Class AM | CMO Series 2010-111 Class AM | CMO Series 2010-111 Class AM |
| 10/25/2040 | &nbsp;&nbsp; 5.500% | 481004 | &nbsp;&nbsp; 500072 |
| CMO Series 2010-2 Class LC | CMO Series 2010-2 Class LC | CMO Series 2010-2 Class LC | CMO Series 2010-2 Class LC |
| 02/25/2040 | &nbsp;&nbsp; 5.000% | 772980 | &nbsp;&nbsp; 787483 |
| CMO Series 2011-118 Class MT | CMO Series 2011-118 Class MT | CMO Series 2011-118 Class MT | CMO Series 2011-118 Class MT |
| 11/25/2041 | &nbsp;&nbsp; 7.000% | 197583 | &nbsp;&nbsp; 211250 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2011-118 Class NT | CMO Series 2011-118 Class NT | CMO Series 2011-118 Class NT | CMO Series 2011-118 Class NT |
| 11/25/2041 | &nbsp;&nbsp; 7.000% | 223657 | &nbsp;&nbsp; 239630 |
| CMO Series 2011-31 Class DB | CMO Series 2011-31 Class DB | CMO Series 2011-31 Class DB | CMO Series 2011-31 Class DB |
| 04/25/2031 | &nbsp;&nbsp; 3.500% | 727758 | &nbsp;&nbsp; 715119 |
| CMO Series 2011-39 Class ZA | CMO Series 2011-39 Class ZA | CMO Series 2011-39 Class ZA | CMO Series 2011-39 Class ZA |
| 11/25/2032 | &nbsp;&nbsp; 6.000% | 105867 | &nbsp;&nbsp; 110108 |
| CMO Series 2011-44 Class EB | CMO Series 2011-44 Class EB | CMO Series 2011-44 Class EB | CMO Series 2011-44 Class EB |
| 05/25/2026 | &nbsp;&nbsp; 3.000% | 19579 | &nbsp;&nbsp; 19496 |
| CMO Series 2011-46 Class B | CMO Series 2011-46 Class B | CMO Series 2011-46 Class B | CMO Series 2011-46 Class B |
| 05/25/2026 | &nbsp;&nbsp; 3.000% | 76149 | &nbsp;&nbsp; 75768 |
| CMO Series 2011-59 Class NZ | CMO Series 2011-59 Class NZ | CMO Series 2011-59 Class NZ | CMO Series 2011-59 Class NZ |
| 07/25/2041 | &nbsp;&nbsp; 5.500% | 594297 | &nbsp;&nbsp; 615884 |
| CMO Series 2012-151 Class NX | CMO Series 2012-151 Class NX | CMO Series 2012-151 Class NX | CMO Series 2012-151 Class NX |
| 01/25/2043 | &nbsp;&nbsp; 1.500% | 430169 | &nbsp;&nbsp; 375353 |
| CMO Series 2013-100 Class WB | CMO Series 2013-100 Class WB | CMO Series 2013-100 Class WB | CMO Series 2013-100 Class WB |
| 10/25/2033 | &nbsp;&nbsp; 3.000% | 1601078 | &nbsp;&nbsp; 1551846 |
| CMO Series 2013-101 Class E | CMO Series 2013-101 Class E | CMO Series 2013-101 Class E | CMO Series 2013-101 Class E |
| 10/25/2033 | &nbsp;&nbsp; 3.000% | 1544568 | &nbsp;&nbsp; 1480716 |
| CMO Series 2013-108 Class GU | CMO Series 2013-108 Class GU | CMO Series 2013-108 Class GU | CMO Series 2013-108 Class GU |
| 10/25/2033 | &nbsp;&nbsp; 3.000% | 1248098 | &nbsp;&nbsp; 1206122 |
| CMO Series 2013-43 Class BP | CMO Series 2013-43 Class BP | CMO Series 2013-43 Class BP | CMO Series 2013-43 Class BP |
| 05/25/2043 | &nbsp;&nbsp; 1.750% | 1635974 | &nbsp;&nbsp; 1435398 |
| CMO Series 2013-59 Class PY | CMO Series 2013-59 Class PY | CMO Series 2013-59 Class PY | CMO Series 2013-59 Class PY |
| 06/25/2043 | &nbsp;&nbsp; 2.500% | 1000000 | &nbsp;&nbsp; 835589 |
| CMO Series 2013-81 Class TA | CMO Series 2013-81 Class TA | CMO Series 2013-81 Class TA | CMO Series 2013-81 Class TA |
| 02/25/2043 | &nbsp;&nbsp; 3.000% | 457987 | &nbsp;&nbsp; 451130 |
| CMO Series 2013-90 Class DL | CMO Series 2013-90 Class DL | CMO Series 2013-90 Class DL | CMO Series 2013-90 Class DL |
| 09/25/2033 | &nbsp;&nbsp; 3.500% | 1070783 | &nbsp;&nbsp; 1046670 |
| CMO Series 2015-84 Class PA | CMO Series 2015-84 Class PA | CMO Series 2015-84 Class PA | CMO Series 2015-84 Class PA |
| 08/25/2033 | &nbsp;&nbsp; 1.700% | 292861 | &nbsp;&nbsp; 275965 |
| CMO Series 2016-48 Class MA | CMO Series 2016-48 Class MA | CMO Series 2016-48 Class MA | CMO Series 2016-48 Class MA |
| 06/25/2038 | &nbsp;&nbsp; 2.000% | 1390745 | &nbsp;&nbsp; 1302275 |
| CMO Series 2016-57 Class PC | CMO Series 2016-57 Class PC | CMO Series 2016-57 Class PC | CMO Series 2016-57 Class PC |
| 06/25/2046 | &nbsp;&nbsp; 1.750% | 3464473 | &nbsp;&nbsp; 2971564 |
| CMO Series 2017-13 Class PA | CMO Series 2017-13 Class PA | CMO Series 2017-13 Class PA | CMO Series 2017-13 Class PA |
| 08/25/2046 | &nbsp;&nbsp; 3.000% | 4737000 | &nbsp;&nbsp; 4448131 |
| CMO Series 2018-14 Class KC | CMO Series 2018-14 Class KC | CMO Series 2018-14 Class KC | CMO Series 2018-14 Class KC |
| 03/25/2048 | &nbsp;&nbsp; 3.000% | 76269 | &nbsp;&nbsp; 73062 |
| CMO Series 2019-25 Class PA | CMO Series 2019-25 Class PA | CMO Series 2019-25 Class PA | CMO Series 2019-25 Class PA |
| 05/25/2048 | &nbsp;&nbsp; 3.000% | 1261442 | &nbsp;&nbsp; 1183221 |
| CMO Series 2019-8 Class GA | CMO Series 2019-8 Class GA | CMO Series 2019-8 Class GA | CMO Series 2019-8 Class GA |
| 03/25/2049 | &nbsp;&nbsp; 3.000% | 2847216 | &nbsp;&nbsp; 2550374 |
| CMO Series 2020-48 Class AB | CMO Series 2020-48 Class AB | CMO Series 2020-48 Class AB | CMO Series 2020-48 Class AB |
| 07/25/2050 | &nbsp;&nbsp; 2.000% | 1630151 | &nbsp;&nbsp; 1397916 |
| CMO Series 2020-M5 Class A2 | CMO Series 2020-M5 Class A2 | CMO Series 2020-M5 Class A2 | CMO Series 2020-M5 Class A2 |
| 01/25/2030 | &nbsp;&nbsp; 2.210% | 4784507 | &nbsp;&nbsp; 4368988 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal National Mortgage Association<sup>(b)</sup>  | Federal National Mortgage Association<sup>(b)</sup>  | Federal National Mortgage Association<sup>(b)</sup>  | Federal National Mortgage Association<sup>(b)</sup>  |
| &nbsp;&nbsp; 6-month Term SOFR + 2.500% <br>Floor 2.500%, Cap 11.168% <br>03/01/2036<br>| &nbsp;&nbsp; 7.160% | 68031 | &nbsp;&nbsp; 70471 |
| &nbsp;&nbsp; 12-month Term SOFR + 1.606% <br>Floor 1.606%, Cap 7.754% <br>06/01/2050<br>| &nbsp;&nbsp; 2.754% | 929293 | &nbsp;&nbsp; 896619 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.125% <br>Floor 2.125%, Cap 9.359% <br>07/01/2052<br>| &nbsp;&nbsp; 4.359% | 2387241 | &nbsp;&nbsp; 2384314 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.120% <br>Floor 2.120%, Cap 8.935% <br>08/01/2052<br>| &nbsp;&nbsp; 3.935% | 573791 | &nbsp;&nbsp; 561791 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.126% <br>Floor 2.126%, Cap 9.600% <br>08/01/2052<br>| &nbsp;&nbsp; 4.600% | 2626350 | &nbsp;&nbsp; 2637240 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.128% <br>Floor 2.128%, Cap 9.637% <br>08/01/2052<br>| &nbsp;&nbsp; 4.637% | 1722895 | &nbsp;&nbsp; 1731268 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.120% <br>Floor 2.120%, Cap 9.102% <br>09/01/2052<br>| &nbsp;&nbsp; 4.102% | 1829522 | &nbsp;&nbsp; 1829650 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.134% <br>Floor 2.134%, Cap 9.130% <br>10/01/2052<br>| &nbsp;&nbsp; 4.130% | 4558024 | &nbsp;&nbsp; 4559515 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.129% <br>Floor 2.129%, Cap 9.146% <br>11/01/2052<br>| &nbsp;&nbsp; 4.146% | 1584526 | &nbsp;&nbsp; 1585138 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.330% <br>Floor 2.330%, Cap 9.535% <br>04/01/2053<br>| &nbsp;&nbsp; 4.535% | 5124417 | &nbsp;&nbsp; 5100127 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.297% <br>Floor 2.297%, Cap 9.673% <br>04/01/2053<br>| &nbsp;&nbsp; 4.673% | 7822669 | &nbsp;&nbsp; 7905294 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.085% <br>Floor 2.085%, Cap 10.598% <br>12/01/2053<br>| &nbsp;&nbsp; 5.598% | 1229769 | &nbsp;&nbsp; 1240120 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.160% <br>Floor 2.160%, Cap 9.943% <br>04/01/2055<br>| &nbsp;&nbsp; 4.943% | 1562175 | &nbsp;&nbsp; 1577720 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.310% <br>Floor 2.310%, Cap 9.967% <br>05/01/2055<br>| &nbsp;&nbsp; 4.967% | 1470551 | &nbsp;&nbsp; 1483226 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.060% <br>Floor 2.060%, Cap 10.371% <br>05/01/2055<br>| &nbsp;&nbsp; 5.371% | 1873700 | &nbsp;&nbsp; 1901652 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.086% <br>Floor 2.086%, Cap 10.053% <br>07/01/2055<br>| &nbsp;&nbsp; 5.053% | 1874117 | &nbsp;&nbsp; 1898017 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.050% <br>Floor 2.050%, Cap 10.014% <br>08/01/2055<br>| &nbsp;&nbsp; 5.014% | 653629 | &nbsp;&nbsp; 660644 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.060% <br>Floor 2.060%, Cap 10.592% <br>08/01/2055<br>| &nbsp;&nbsp; 5.592% | 1882625 | &nbsp;&nbsp; 1905140 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2003-W8 Class 3F1 | CMO Series 2003-W8 Class 3F1 | CMO Series 2003-W8 Class 3F1 | CMO Series 2003-W8 Class 3F1 |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 8.000% <br>05/25/2042<br>| &nbsp;&nbsp; 4.871% | 73606 | &nbsp;&nbsp; 73469 |
| CMO Series 2005-SV Class 75 | CMO Series 2005-SV Class 75 | CMO Series 2005-SV Class 75 | CMO Series 2005-SV Class 75 |
| &nbsp;&nbsp; -4.0 x 30-day Average SOFR + <br> 23.742% <br>Cap 24.200% <br>09/25/2035<br>| &nbsp;&nbsp; 6.318% | 10493 | &nbsp;&nbsp; 11679 |
| CMO Series 2005-W3 Class 2AF | CMO Series 2005-W3 Class 2AF | CMO Series 2005-W3 Class 2AF | CMO Series 2005-W3 Class 2AF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.334% <br>Floor 0.220%, Cap 9.500% <br>03/25/2045<br>| &nbsp;&nbsp; 4.691% | 114943 | &nbsp;&nbsp; 113950 |
| CMO Series 2007-101 Class A2 | CMO Series 2007-101 Class A2 | CMO Series 2007-101 Class A2 | CMO Series 2007-101 Class A2 |
| &nbsp;&nbsp; 30-day Average SOFR + 0.364% <br>Floor 0.250% <br>06/27/2036<br>| &nbsp;&nbsp; 4.721% | 102949 | &nbsp;&nbsp; 102719 |
| CMO Series 2010-28 Class BS | CMO Series 2010-28 Class BS | CMO Series 2010-28 Class BS | CMO Series 2010-28 Class BS |
| &nbsp;&nbsp; -2.2 x 30-day Average SOFR + <br> 11.330% <br>Cap 11.588% <br>04/25/2040<br>| &nbsp;&nbsp; 1.529% | 24350 | &nbsp;&nbsp; 22505 |
| CMO Series 2010-35 Class SJ | CMO Series 2010-35 Class SJ | CMO Series 2010-35 Class SJ | CMO Series 2010-35 Class SJ |
| &nbsp;&nbsp; -3.3 x 30-day Average SOFR + <br> 17.285% <br>Cap 17.667% <br>04/25/2040<br>| &nbsp;&nbsp; 2.765% | 123203 | &nbsp;&nbsp; 123117 |
| CMO Series 2010-49 Class SC | CMO Series 2010-49 Class SC | CMO Series 2010-49 Class SC | CMO Series 2010-49 Class SC |
| &nbsp;&nbsp; -2.0 x 30-day Average SOFR + <br> 12.431% <br>Cap 12.660% <br>03/25/2040<br>| &nbsp;&nbsp; 3.719% | 84822 | &nbsp;&nbsp; 85017 |
| CMO Series 2011-75 Class FA | CMO Series 2011-75 Class FA | CMO Series 2011-75 Class FA | CMO Series 2011-75 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.664% <br>Floor 0.550%, Cap 6.500% <br>08/25/2041<br>| &nbsp;&nbsp; 5.021% | 53232 | &nbsp;&nbsp; 53126 |
| CMO Series 2019-67 Class FB | CMO Series 2019-67 Class FB | CMO Series 2019-67 Class FB | CMO Series 2019-67 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 6.500% <br>11/25/2049<br>| &nbsp;&nbsp; 4.921% | 660813 | &nbsp;&nbsp; 648587 |
| Federal National Mortgage Association<sup>(e)</sup>  | Federal National Mortgage Association<sup>(e)</sup>  | Federal National Mortgage Association<sup>(e)</sup>  | Federal National Mortgage Association<sup>(e)</sup>  |
| CMO Series 2003-W16 Class AF5 | CMO Series 2003-W16 Class AF5 | CMO Series 2003-W16 Class AF5 | CMO Series 2003-W16 Class AF5 |
| 11/25/2033 | &nbsp;&nbsp; 4.672% | 145379 | &nbsp;&nbsp; 147682 |
| Federal National Mortgage Association<sup>(b),(d)</sup>  | Federal National Mortgage Association<sup>(b),(d)</sup>  | Federal National Mortgage Association<sup>(b),(d)</sup>  | Federal National Mortgage Association<sup>(b),(d)</sup>  |
| CMO Series 2006-117 Class GS | CMO Series 2006-117 Class GS | CMO Series 2006-117 Class GS | CMO Series 2006-117 Class GS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>12/25/2036<br>| &nbsp;&nbsp; 2.180% | 76521 | &nbsp;&nbsp; 7475 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2006-43 Class SI | CMO Series 2006-43 Class SI | CMO Series 2006-43 Class SI | CMO Series 2006-43 Class SI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.486% <br>Cap 6.600% <br>06/25/2036<br>| &nbsp;&nbsp; 2.130% | 303726 | &nbsp;&nbsp; 32844 |
| CMO Series 2006-58 Class IG | CMO Series 2006-58 Class IG | CMO Series 2006-58 Class IG | CMO Series 2006-58 Class IG |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.406% <br>Cap 6.520% <br>07/25/2036<br>| &nbsp;&nbsp; 2.050% | 71077 | &nbsp;&nbsp; 5879 |
| CMO Series 2006-8 Class WN | CMO Series 2006-8 Class WN | CMO Series 2006-8 Class WN | CMO Series 2006-8 Class WN |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.586% <br>Cap 6.700% <br>03/25/2036<br>| &nbsp;&nbsp; 2.230% | 340683 | &nbsp;&nbsp; 32909 |
| CMO Series 2006-94 Class GI | CMO Series 2006-94 Class GI | CMO Series 2006-94 Class GI | CMO Series 2006-94 Class GI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>10/25/2026<br>| &nbsp;&nbsp; 2.180% | 11329 | &nbsp;&nbsp; 68 |
| CMO Series 2007-109 Class PI | CMO Series 2007-109 Class PI | CMO Series 2007-109 Class PI | CMO Series 2007-109 Class PI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.236% <br>Cap 6.350% <br>12/25/2037<br>| &nbsp;&nbsp; 1.880% | 76285 | &nbsp;&nbsp; 5106 |
| CMO Series 2007-65 Class KI | CMO Series 2007-65 Class KI | CMO Series 2007-65 Class KI | CMO Series 2007-65 Class KI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.506% <br>Cap 6.620% <br>07/25/2037<br>| &nbsp;&nbsp; 2.150% | 58393 | &nbsp;&nbsp; 6057 |
| CMO Series 2007-72 Class EK | CMO Series 2007-72 Class EK | CMO Series 2007-72 Class EK | CMO Series 2007-72 Class EK |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.286% <br>Cap 6.400% <br>07/25/2037<br>| &nbsp;&nbsp; 1.930% | 331443 | &nbsp;&nbsp; 37087 |
| CMO Series 2007-W7 Class 2A2 | CMO Series 2007-W7 Class 2A2 | CMO Series 2007-W7 Class 2A2 | CMO Series 2007-W7 Class 2A2 |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.416% <br>Cap 6.530% <br>07/25/2037<br>| &nbsp;&nbsp; 2.060% | 112680 | &nbsp;&nbsp; 9622 |
| CMO Series 2009-112 Class ST | CMO Series 2009-112 Class ST | CMO Series 2009-112 Class ST | CMO Series 2009-112 Class ST |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.136% <br>Cap 6.250% <br>01/25/2040<br>| &nbsp;&nbsp; 1.780% | 96540 | &nbsp;&nbsp; 10200 |
| CMO Series 2009-17 Class QS | CMO Series 2009-17 Class QS | CMO Series 2009-17 Class QS | CMO Series 2009-17 Class QS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.536% <br>Cap 6.650% <br>03/25/2039<br>| &nbsp;&nbsp; 2.180% | 22970 | &nbsp;&nbsp; 2352 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2009-37 Class KI | CMO Series 2009-37 Class KI | CMO Series 2009-37 Class KI | CMO Series 2009-37 Class KI |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.886% <br>Cap 6.000% <br>06/25/2039<br>| &nbsp;&nbsp; 1.530% | 108057 | &nbsp;&nbsp; 7402 |
| CMO Series 2009-68 Class SA | CMO Series 2009-68 Class SA | CMO Series 2009-68 Class SA | CMO Series 2009-68 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.636% <br>Cap 6.750% <br>09/25/2039<br>| &nbsp;&nbsp; 2.280% | 149242 | &nbsp;&nbsp; 14892 |
| CMO Series 2010-125 Class SA | CMO Series 2010-125 Class SA | CMO Series 2010-125 Class SA | CMO Series 2010-125 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 4.326% <br>Cap 4.440% <br>11/25/2040<br>| &nbsp;&nbsp; 0.000% | 272039 | &nbsp;&nbsp; 11596 |
| CMO Series 2010-147 Class SA | CMO Series 2010-147 Class SA | CMO Series 2010-147 Class SA | CMO Series 2010-147 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.416% <br>Cap 6.530% <br>01/25/2041<br>| &nbsp;&nbsp; 2.060% | 639168 | &nbsp;&nbsp; 75234 |
| CMO Series 2010-35 Class SB | CMO Series 2010-35 Class SB | CMO Series 2010-35 Class SB | CMO Series 2010-35 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.306% <br>Cap 6.420% <br>04/25/2040<br>| &nbsp;&nbsp; 1.950% | 53745 | &nbsp;&nbsp; 5215 |
| CMO Series 2010-42 Class S | CMO Series 2010-42 Class S | CMO Series 2010-42 Class S | CMO Series 2010-42 Class S |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.286% <br>Cap 6.400% <br>05/25/2040<br>| &nbsp;&nbsp; 1.930% | 45148 | &nbsp;&nbsp; 3947 |
| CMO Series 2010-68 Class SA | CMO Series 2010-68 Class SA | CMO Series 2010-68 Class SA | CMO Series 2010-68 Class SA |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 4.886% <br>Cap 5.000% <br>07/25/2040<br>| &nbsp;&nbsp; 0.530% | 225455 | &nbsp;&nbsp; 18629 |
| Federal National Mortgage Association<sup>(h)</sup>  | Federal National Mortgage Association<sup>(h)</sup>  | Federal National Mortgage Association<sup>(h)</sup>  | Federal National Mortgage Association<sup>(h)</sup>  |
| CMO Series 2006-15 Class OP | CMO Series 2006-15 Class OP | CMO Series 2006-15 Class OP | CMO Series 2006-15 Class OP |
| 03/25/2036 | &nbsp;&nbsp; 0.000% | 53319 | &nbsp;&nbsp; 45753 |
| CMO Series 2006-8 Class WQ | CMO Series 2006-8 Class WQ | CMO Series 2006-8 Class WQ | CMO Series 2006-8 Class WQ |
| 03/25/2036 | &nbsp;&nbsp; 0.000% | 92913 | &nbsp;&nbsp; 77744 |
| CMO Series 2009-86 Class BO | CMO Series 2009-86 Class BO | CMO Series 2009-86 Class BO | CMO Series 2009-86 Class BO |
| 03/25/2037 | &nbsp;&nbsp; 0.000% | 14563 | &nbsp;&nbsp; 13063 |
| CMO Series 2013-101 Class DO | CMO Series 2013-101 Class DO | CMO Series 2013-101 Class DO | CMO Series 2013-101 Class DO |
| 10/25/2043 | &nbsp;&nbsp; 0.000% | 734907 | &nbsp;&nbsp; 549608 |
| CMO Series 2013-128 Class | CMO Series 2013-128 Class | CMO Series 2013-128 Class | CMO Series 2013-128 Class |
| 12/25/2043 | &nbsp;&nbsp; 0.000% | 434677 | &nbsp;&nbsp; 319211 |
| CMO Series 2013-92 Class | CMO Series 2013-92 Class | CMO Series 2013-92 Class | CMO Series 2013-92 Class |
| 09/25/2043 | &nbsp;&nbsp; 0.000% | 479976 | &nbsp;&nbsp; 360574 |
| Federal National Mortgage Association<sup>(d)</sup>  | Federal National Mortgage Association<sup>(d)</sup>  | Federal National Mortgage Association<sup>(d)</sup>  | Federal National Mortgage Association<sup>(d)</sup>  |
| CMO Series 2009-86 Class IP | CMO Series 2009-86 Class IP | CMO Series 2009-86 Class IP | CMO Series 2009-86 Class IP |
| 10/25/2039 | &nbsp;&nbsp; 5.500% | 44190 | &nbsp;&nbsp; 7460 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  |
| CMO Series 2010-61 Class WA | CMO Series 2010-61 Class WA | CMO Series 2010-61 Class WA | CMO Series 2010-61 Class WA |
| 06/25/2040 | &nbsp;&nbsp; 6.050% | 30929 | &nbsp;&nbsp; 31443 |
| CMO Series 2011-2 Class WA | CMO Series 2011-2 Class WA | CMO Series 2011-2 Class WA | CMO Series 2011-2 Class WA |
| 02/25/2051 | &nbsp;&nbsp; 5.817% | 36841 | &nbsp;&nbsp; 38334 |
| CMO Series 2011-43 Class WA | CMO Series 2011-43 Class WA | CMO Series 2011-43 Class WA | CMO Series 2011-43 Class WA |
| 05/25/2051 | &nbsp;&nbsp; 5.722% | 52159 | &nbsp;&nbsp; 54296 |
| Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  | Federal National Mortgage Association<sup>(c),(d)</sup>  |
| CMO Series 2011-30 Class LS | CMO Series 2011-30 Class LS | CMO Series 2011-30 Class LS | CMO Series 2011-30 Class LS |
| 04/25/2041 | &nbsp;&nbsp; 1.796% | 132117 | &nbsp;&nbsp; 9448 |
| Federal National Mortgage Association REMICS<sup>(b)</sup>  | Federal National Mortgage Association REMICS<sup>(b)</sup>  | Federal National Mortgage Association REMICS<sup>(b)</sup>  | Federal National Mortgage Association REMICS<sup>(b)</sup>  |
| CMO Series 2010-107 Class FB | CMO Series 2010-107 Class FB | CMO Series 2010-107 Class FB | CMO Series 2010-107 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.524% <br>Floor 0.410%, Cap 7.000% <br>09/25/2040<br>| &nbsp;&nbsp; 4.881% | 628645 | &nbsp;&nbsp; 622968 |
| CMO Series 2011-117 Class AF | CMO Series 2011-117 Class AF | CMO Series 2011-117 Class AF | CMO Series 2011-117 Class AF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>11/25/2041<br>| &nbsp;&nbsp; 4.921% | 450024 | &nbsp;&nbsp; 445698 |
| CMO Series 2011-117 Class FA | CMO Series 2011-117 Class FA | CMO Series 2011-117 Class FA | CMO Series 2011-117 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>11/25/2041<br>| &nbsp;&nbsp; 4.921% | 1041828 | &nbsp;&nbsp; 1032178 |
| CMO Series 2011-127 Class FC | CMO Series 2011-127 Class FC | CMO Series 2011-127 Class FC | CMO Series 2011-127 Class FC |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 7.000% <br>12/25/2041<br>| &nbsp;&nbsp; 4.921% | 480824 | &nbsp;&nbsp; 475844 |
| CMO Series 2011-142 Class EF | CMO Series 2011-142 Class EF | CMO Series 2011-142 Class EF | CMO Series 2011-142 Class EF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 7.000% <br>01/25/2042<br>| &nbsp;&nbsp; 4.971% | 539064 | &nbsp;&nbsp; 534901 |
| CMO Series 2012-106 Class FA | CMO Series 2012-106 Class FA | CMO Series 2012-106 Class FA | CMO Series 2012-106 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.454% <br>Floor 0.340%, Cap 6.500% <br>10/25/2042<br>| &nbsp;&nbsp; 4.811% | 427304 | &nbsp;&nbsp; 422167 |
| CMO Series 2012-12 Class FA | CMO Series 2012-12 Class FA | CMO Series 2012-12 Class FA | CMO Series 2012-12 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 7.000% <br>02/25/2042<br>| &nbsp;&nbsp; 4.971% | 475385 | &nbsp;&nbsp; 471569 |
| CMO Series 2012-47 Class JF | CMO Series 2012-47 Class JF | CMO Series 2012-47 Class JF | CMO Series 2012-47 Class JF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.614% <br>Floor 0.500%, Cap 7.000% <br>05/25/2042<br>| &nbsp;&nbsp; 4.971% | 639693 | &nbsp;&nbsp; 634477 |
| CMO Series 2016-11 Class CF | CMO Series 2016-11 Class CF | CMO Series 2016-11 Class CF | CMO Series 2016-11 Class CF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 6.500% <br>03/25/2046<br>| &nbsp;&nbsp; 4.821% | 624229 | &nbsp;&nbsp; 617356 |
| CMO Series 2016-11 Class FG | CMO Series 2016-11 Class FG | CMO Series 2016-11 Class FG | CMO Series 2016-11 Class FG |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 6.500% <br>03/25/2046<br>| &nbsp;&nbsp; 4.821% | 835914 | &nbsp;&nbsp; 826189 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2016-22 Class FA | CMO Series 2016-22 Class FA | CMO Series 2016-22 Class FA | CMO Series 2016-22 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>04/25/2046<br>| &nbsp;&nbsp; 4.871% | 1622098 | &nbsp;&nbsp; 1605922 |
| CMO Series 2016-22 Class FG | CMO Series 2016-22 Class FG | CMO Series 2016-22 Class FG | CMO Series 2016-22 Class FG |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>04/25/2046<br>| &nbsp;&nbsp; 4.871% | 1434941 | &nbsp;&nbsp; 1420207 |
| CMO Series 2016-69 Class BF | CMO Series 2016-69 Class BF | CMO Series 2016-69 Class BF | CMO Series 2016-69 Class BF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>10/25/2046<br>| &nbsp;&nbsp; 4.871% | 1041590 | &nbsp;&nbsp; 1032241 |
| CMO Series 2016-75 Class FE | CMO Series 2016-75 Class FE | CMO Series 2016-75 Class FE | CMO Series 2016-75 Class FE |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>10/25/2046<br>| &nbsp;&nbsp; 4.871% | 991245 | &nbsp;&nbsp; 983256 |
| CMO Series 2016-78 Class FA | CMO Series 2016-78 Class FA | CMO Series 2016-78 Class FA | CMO Series 2016-78 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2044<br>| &nbsp;&nbsp; 4.871% | 638026 | &nbsp;&nbsp; 630950 |
| CMO Series 2016-79 Class FH | CMO Series 2016-79 Class FH | CMO Series 2016-79 Class FH | CMO Series 2016-79 Class FH |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2046<br>| &nbsp;&nbsp; 4.871% | 1002843 | &nbsp;&nbsp; 994352 |
| CMO Series 2016-82 Class FE | CMO Series 2016-82 Class FE | CMO Series 2016-82 Class FE | CMO Series 2016-82 Class FE |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2046<br>| &nbsp;&nbsp; 4.871% | 1760246 | &nbsp;&nbsp; 1746200 |
| CMO Series 2016-82 Class FH | CMO Series 2016-82 Class FH | CMO Series 2016-82 Class FH | CMO Series 2016-82 Class FH |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2046<br>| &nbsp;&nbsp; 4.871% | 1624550 | &nbsp;&nbsp; 1608986 |
| CMO Series 2016-84 Class FB | CMO Series 2016-84 Class FB | CMO Series 2016-84 Class FB | CMO Series 2016-84 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2046<br>| &nbsp;&nbsp; 4.871% | 978263 | &nbsp;&nbsp; 968548 |
| CMO Series 2016-86 Class FE | CMO Series 2016-86 Class FE | CMO Series 2016-86 Class FE | CMO Series 2016-86 Class FE |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>11/25/2046<br>| &nbsp;&nbsp; 4.871% | 2539419 | &nbsp;&nbsp; 2513741 |
| CMO Series 2016-88 Class CF | CMO Series 2016-88 Class CF | CMO Series 2016-88 Class CF | CMO Series 2016-88 Class CF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.564% <br>Floor 0.450%, Cap 6.500% <br>12/25/2046<br>| &nbsp;&nbsp; 4.921% | 1369375 | &nbsp;&nbsp; 1357981 |
| CMO Series 2016-91 Class AF | CMO Series 2016-91 Class AF | CMO Series 2016-91 Class AF | CMO Series 2016-91 Class AF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>12/25/2046<br>| &nbsp;&nbsp; 4.871% | 716666 | &nbsp;&nbsp; 711830 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2017-12 Class FD | CMO Series 2017-12 Class FD | CMO Series 2017-12 Class FD | CMO Series 2017-12 Class FD |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2047<br>| &nbsp;&nbsp; 4.871% | 999722 | &nbsp;&nbsp; 991440 |
| CMO Series 2017-23 Class FA | CMO Series 2017-23 Class FA | CMO Series 2017-23 Class FA | CMO Series 2017-23 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>04/25/2047<br>| &nbsp;&nbsp; 4.871% | 1124826 | &nbsp;&nbsp; 1114544 |
| CMO Series 2017-26 Class FA | CMO Series 2017-26 Class FA | CMO Series 2017-26 Class FA | CMO Series 2017-26 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 6.500% <br>04/25/2047<br>| &nbsp;&nbsp; 4.821% | 2052495 | &nbsp;&nbsp; 2034544 |
| CMO Series 2017-9 Class BF | CMO Series 2017-9 Class BF | CMO Series 2017-9 Class BF | CMO Series 2017-9 Class BF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2047<br>| &nbsp;&nbsp; 4.871% | 966299 | &nbsp;&nbsp; 957848 |
| CMO Series 2017-9 Class DF | CMO Series 2017-9 Class DF | CMO Series 2017-9 Class DF | CMO Series 2017-9 Class DF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>03/25/2047<br>| &nbsp;&nbsp; 4.871% | 873209 | &nbsp;&nbsp; 865636 |
| CMO Series 2017-96B Class FB | CMO Series 2017-96B Class FB | CMO Series 2017-96B Class FB | CMO Series 2017-96B Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.414% <br>Floor 0.300%, Cap 6.500% <br>12/25/2047<br>| &nbsp;&nbsp; 4.771% | 1280330 | &nbsp;&nbsp; 1261269 |
| CMO Series 2018-36 Class FD | CMO Series 2018-36 Class FD | CMO Series 2018-36 Class FD | CMO Series 2018-36 Class FD |
| &nbsp;&nbsp; 30-day Average SOFR + 0.364% <br>Floor 0.250%, Cap 6.500% <br>06/25/2048<br>| &nbsp;&nbsp; 4.721% | 1674496 | &nbsp;&nbsp; 1655503 |
| Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS | Federal National Mortgage Association REMICS |
| CMO Series 2013-49C Class AP | CMO Series 2013-49C Class AP | CMO Series 2013-49C Class AP | CMO Series 2013-49C Class AP |
| 05/25/2043 | &nbsp;&nbsp; 1.750% | 584749 | &nbsp;&nbsp; 508432 |
| CMO Series 2015-72 Class GL | CMO Series 2015-72 Class GL | CMO Series 2015-72 Class GL | CMO Series 2015-72 Class GL |
| 10/25/2045 | &nbsp;&nbsp; 3.000% | 751000 | &nbsp;&nbsp; 659223 |
| CMO Series 2017-24 Class PG | CMO Series 2017-24 Class PG | CMO Series 2017-24 Class PG | CMO Series 2017-24 Class PG |
| 04/25/2047 | &nbsp;&nbsp; 2.625% | 3114632 | &nbsp;&nbsp; 2761121 |
| CMO Series 2019-13 Class PE | CMO Series 2019-13 Class PE | CMO Series 2019-13 Class PE | CMO Series 2019-13 Class PE |
| 03/25/2049 | &nbsp;&nbsp; 3.000% | 703384 | &nbsp;&nbsp; 646461 |
| CMO Series 2019-81 Class LH | CMO Series 2019-81 Class LH | CMO Series 2019-81 Class LH | CMO Series 2019-81 Class LH |
| 12/25/2049 | &nbsp;&nbsp; 3.000% | 855970 | &nbsp;&nbsp; 779497 |
| CMO Series 2022-62 Class KA | CMO Series 2022-62 Class KA | CMO Series 2022-62 Class KA | CMO Series 2022-62 Class KA |
| 09/25/2052 | &nbsp;&nbsp; 3.250% | 879754 | &nbsp;&nbsp; 828472 |
| CMO Series 2024-64 Class KY | CMO Series 2024-64 Class KY | CMO Series 2024-64 Class KY | CMO Series 2024-64 Class KY |
| 12/25/2043 | &nbsp;&nbsp; 3.000% | 913000 | &nbsp;&nbsp; 767151 |
| Freddie Mac REMICS | Freddie Mac REMICS | Freddie Mac REMICS | Freddie Mac REMICS |
| CMO Series 205217 Class CD | CMO Series 205217 Class CD | CMO Series 205217 Class CD | CMO Series 205217 Class CD |
| 07/25/2049 | &nbsp;&nbsp; 2.500% | 1330080 | &nbsp;&nbsp; 1228705 |
| CMO Series 4091 Class BX | CMO Series 4091 Class BX | CMO Series 4091 Class BX | CMO Series 4091 Class BX |
| 10/15/2041 | &nbsp;&nbsp; 3.250% | 1108250 | &nbsp;&nbsp; 1049788 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 4091 Class EX | CMO Series 4091 Class EX | CMO Series 4091 Class EX | CMO Series 4091 Class EX |
| 07/15/2042 | &nbsp;&nbsp; 3.375% | 717312 | &nbsp;&nbsp; 677637 |
| CMO Series 4091 Class MX | CMO Series 4091 Class MX | CMO Series 4091 Class MX | CMO Series 4091 Class MX |
| 02/15/2042 | &nbsp;&nbsp; 3.250% | 835879 | &nbsp;&nbsp; 785994 |
| CMO Series 4117 Class HB | CMO Series 4117 Class HB | CMO Series 4117 Class HB | CMO Series 4117 Class HB |
| 10/15/2042 | &nbsp;&nbsp; 2.500% | 740656 | &nbsp;&nbsp; 668553 |
| CMO Series 4446 Class CP | CMO Series 4446 Class CP | CMO Series 4446 Class CP | CMO Series 4446 Class CP |
| 03/15/2045 | &nbsp;&nbsp; 2.250% | 934277 | &nbsp;&nbsp; 842036 |
| CMO Series 4582 Class HA | CMO Series 4582 Class HA | CMO Series 4582 Class HA | CMO Series 4582 Class HA |
| 09/15/2045 | &nbsp;&nbsp; 3.000% | 3430368 | &nbsp;&nbsp; 3243749 |
| CMO Series 4719 Class LA | CMO Series 4719 Class LA | CMO Series 4719 Class LA | CMO Series 4719 Class LA |
| 09/15/2047 | &nbsp;&nbsp; 3.500% | 1013633 | &nbsp;&nbsp; 952703 |
| CMO Series 4719 Class LM | CMO Series 4719 Class LM | CMO Series 4719 Class LM | CMO Series 4719 Class LM |
| 09/15/2047 | &nbsp;&nbsp; 3.000% | 798054 | &nbsp;&nbsp; 726877 |
| CMO Series 4753 Class BD | CMO Series 4753 Class BD | CMO Series 4753 Class BD | CMO Series 4753 Class BD |
| 01/15/2048 | &nbsp;&nbsp; 3.000% | 851260 | &nbsp;&nbsp; 769137 |
| CMO Series 4857 Class JA | CMO Series 4857 Class JA | CMO Series 4857 Class JA | CMO Series 4857 Class JA |
| 01/15/2049 | &nbsp;&nbsp; 3.350% | 2933581 | &nbsp;&nbsp; 2827063 |
| CMO Series 4927 Class BG | CMO Series 4927 Class BG | CMO Series 4927 Class BG | CMO Series 4927 Class BG |
| 11/25/2049 | &nbsp;&nbsp; 3.000% | 1383281 | &nbsp;&nbsp; 1279248 |
| CMO Series 4937 Class MD | CMO Series 4937 Class MD | CMO Series 4937 Class MD | CMO Series 4937 Class MD |
| 10/25/2049 | &nbsp;&nbsp; 2.500% | 1347964 | &nbsp;&nbsp; 1202137 |
| CMO Series 4940 Class AG | CMO Series 4940 Class AG | CMO Series 4940 Class AG | CMO Series 4940 Class AG |
| 05/15/2040 | &nbsp;&nbsp; 3.000% | 1034060 | &nbsp;&nbsp; 985175 |
| CMO Series 4941 Class GA | CMO Series 4941 Class GA | CMO Series 4941 Class GA | CMO Series 4941 Class GA |
| 12/15/2047 | &nbsp;&nbsp; 2.000% | 780345 | &nbsp;&nbsp; 660010 |
| CMO Series 4954 Class LB | CMO Series 4954 Class LB | CMO Series 4954 Class LB | CMO Series 4954 Class LB |
| 02/25/2050 | &nbsp;&nbsp; 2.500% | 638957 | &nbsp;&nbsp; 566071 |
| CMO Series 5020 Class ET | CMO Series 5020 Class ET | CMO Series 5020 Class ET | CMO Series 5020 Class ET |
| 10/25/2050 | &nbsp;&nbsp; 3.500% | 1184061 | &nbsp;&nbsp; 1092108 |
| CMO Series 5058 Class BC | CMO Series 5058 Class BC | CMO Series 5058 Class BC | CMO Series 5058 Class BC |
| 11/25/2050 | &nbsp;&nbsp; 5.000% | 1000525 | &nbsp;&nbsp; 991751 |
| CMO Series 5092Z Class HE | CMO Series 5092Z Class HE | CMO Series 5092Z Class HE | CMO Series 5092Z Class HE |
| 02/25/2051 | &nbsp;&nbsp; 2.000% | 1422257 | &nbsp;&nbsp; 1206022 |
| CMO Series 5116 Class PB | CMO Series 5116 Class PB | CMO Series 5116 Class PB | CMO Series 5116 Class PB |
| 02/25/2051 | &nbsp;&nbsp; 2.250% | 1470945 | &nbsp;&nbsp; 1293053 |
| CMO Series 5118 Class CA | CMO Series 5118 Class CA | CMO Series 5118 Class CA | CMO Series 5118 Class CA |
| 10/15/2033 | &nbsp;&nbsp; 1.500% | 1416247 | &nbsp;&nbsp; 1316351 |
| CMO Series 5182 Class M | CMO Series 5182 Class M | CMO Series 5182 Class M | CMO Series 5182 Class M |
| 05/25/2049 | &nbsp;&nbsp; 2.500% | 1164129 | &nbsp;&nbsp; 1043713 |
| CMO Series 5201 Class CA | CMO Series 5201 Class CA | CMO Series 5201 Class CA | CMO Series 5201 Class CA |
| 07/25/2048 | &nbsp;&nbsp; 2.500% | 1652614 | &nbsp;&nbsp; 1519489 |
| CMO Series 5202 Class BH | CMO Series 5202 Class BH | CMO Series 5202 Class BH | CMO Series 5202 Class BH |
| 12/25/2047 | &nbsp;&nbsp; 2.000% | 1055914 | &nbsp;&nbsp; 973617 |
| CMO Series 5202R Class TA | CMO Series 5202R Class TA | CMO Series 5202R Class TA | CMO Series 5202R Class TA |
| 12/25/2048 | &nbsp;&nbsp; 2.500% | 2443551 | &nbsp;&nbsp; 2253129 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 5207 Class PA | CMO Series 5207 Class PA | CMO Series 5207 Class PA | CMO Series 5207 Class PA |
| 06/25/2051 | &nbsp;&nbsp; 3.000% | 1883543 | &nbsp;&nbsp; 1700539 |
| CMO Series 5210 Class DC | CMO Series 5210 Class DC | CMO Series 5210 Class DC | CMO Series 5210 Class DC |
| 09/25/2051 | &nbsp;&nbsp; 3.000% | 1262986 | &nbsp;&nbsp; 1186588 |
| CMO Series 5220 Class QK | CMO Series 5220 Class QK | CMO Series 5220 Class QK | CMO Series 5220 Class QK |
| 09/25/2050 | &nbsp;&nbsp; 3.500% | 3249269 | &nbsp;&nbsp; 3115554 |
| CMO Series 5228 Class TN | CMO Series 5228 Class TN | CMO Series 5228 Class TN | CMO Series 5228 Class TN |
| 07/25/2039 | &nbsp;&nbsp; 3.500% | 219366 | &nbsp;&nbsp; 211847 |
| CMO Series 5529 Class HA | CMO Series 5529 Class HA | CMO Series 5529 Class HA | CMO Series 5529 Class HA |
| 03/15/2043 | &nbsp;&nbsp; 3.000% | 6411869 | &nbsp;&nbsp; 6091663 |
| Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  | Freddie Mac REMICS<sup>(b)</sup>  |
| CMO Series 4184 Class FN | CMO Series 4184 Class FN | CMO Series 4184 Class FN | CMO Series 4184 Class FN |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 7.000% <br>03/15/2043<br>| &nbsp;&nbsp; 4.837% | 384888 | &nbsp;&nbsp; 378802 |
| CMO Series 4281 Class FA | CMO Series 4281 Class FA | CMO Series 4281 Class FA | CMO Series 4281 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>12/15/2043<br>| &nbsp;&nbsp; 4.887% | 300837 | &nbsp;&nbsp; 298017 |
| CMO Series 4303 Class FA | CMO Series 4303 Class FA | CMO Series 4303 Class FA | CMO Series 4303 Class FA |
| &nbsp;&nbsp; 30-day Average SOFR + 0.464% <br>Floor 0.350%, Cap 7.000% <br>02/15/2044<br>| &nbsp;&nbsp; 4.837% | 545512 | &nbsp;&nbsp; 537499 |
| CMO Series 4826 Class KF | CMO Series 4826 Class KF | CMO Series 4826 Class KF | CMO Series 4826 Class KF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.414% <br>Floor 0.300%, Cap 6.500% <br>09/15/2048<br>| &nbsp;&nbsp; 4.787% | 671338 | &nbsp;&nbsp; 655095 |
| CMO Series 4903 Class NF | CMO Series 4903 Class NF | CMO Series 4903 Class NF | CMO Series 4903 Class NF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.514% <br>Floor 0.400%, Cap 6.500% <br>08/25/2049<br>| &nbsp;&nbsp; 4.871% | 611373 | &nbsp;&nbsp; 599370 |
| CMO Series 5119 Class QF | CMO Series 5119 Class QF | CMO Series 5119 Class QF | CMO Series 5119 Class QF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.200% <br>Floor 0.200%, Cap 6.500% <br>06/25/2051<br>| &nbsp;&nbsp; 4.556% | 1860138 | &nbsp;&nbsp; 1750993 |
| CMO Series 5335 Class FB | CMO Series 5335 Class FB | CMO Series 5335 Class FB | CMO Series 5335 Class FB |
| &nbsp;&nbsp; 30-day Average SOFR + 0.814% <br>Floor 0.700%, Cap 7.500% <br>10/15/2039<br>| &nbsp;&nbsp; 5.187% | 3643944 | &nbsp;&nbsp; 3644972 |
| CMO Series 5396 Class HF | CMO Series 5396 Class HF | CMO Series 5396 Class HF | CMO Series 5396 Class HF |
| &nbsp;&nbsp; 30-day Average SOFR + 0.950% <br>Floor 0.950%, Cap 8.000% <br>04/25/2054<br>| &nbsp;&nbsp; 5.306% | 3258739 | &nbsp;&nbsp; 3262249 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 12/20/2037- <br>03/20/2052<br>| &nbsp;&nbsp; 2.500% | 19102640 | &nbsp;&nbsp; 16704201 |
| 09/20/2038 | &nbsp;&nbsp; 7.000% | 29500 | &nbsp;&nbsp; 30952 |
| &nbsp;&nbsp; 07/20/2040- <br>12/15/2040<br>| &nbsp;&nbsp; 3.750% | 1048088 | &nbsp;&nbsp; 993951 |
| &nbsp;&nbsp; 11/15/2040- <br>11/20/2040<br>| &nbsp;&nbsp; 3.625% | 565419 | &nbsp;&nbsp; 528639 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 12/15/2040 | &nbsp;&nbsp; 3.490% | 844207 | &nbsp;&nbsp; 815667 |
| &nbsp;&nbsp; 06/20/2043- <br>03/20/2052<br>| &nbsp;&nbsp; 3.000% | 21358054 | &nbsp;&nbsp; 19155194 |
| &nbsp;&nbsp; 12/20/2048- <br>04/20/2050<br>| &nbsp;&nbsp; 4.500% | 6439971 | &nbsp;&nbsp; 6289272 |
| 12/20/2048 | &nbsp;&nbsp; 5.000% | 548895 | &nbsp;&nbsp; 553322 |
| &nbsp;&nbsp; 01/20/2050- <br>02/20/2052<br>| &nbsp;&nbsp; 3.500% | 29991225 | &nbsp;&nbsp; 27361634 |
| &nbsp;&nbsp; 02/20/2050- <br>08/20/2052<br>| &nbsp;&nbsp; 4.000% | 23037722 | &nbsp;&nbsp; 21834391 |
| &nbsp;&nbsp; 01/20/2053- <br>07/20/2055<br>| &nbsp;&nbsp; 6.000% | 13478858 | &nbsp;&nbsp; 13799897 |
| 08/20/2055 | &nbsp;&nbsp; 5.500% | 16642143 | &nbsp;&nbsp; 16791978 |
| 11/01/2070 | &nbsp;&nbsp; 2.932% | 3073919 | &nbsp;&nbsp; 2787350 |
| CMO Series 2003-75 Class ZX | CMO Series 2003-75 Class ZX | CMO Series 2003-75 Class ZX | CMO Series 2003-75 Class ZX |
| 09/16/2033 | &nbsp;&nbsp; 6.000% | 184930 | &nbsp;&nbsp; 185017 |
| CMO Series 2005-26 Class XY | CMO Series 2005-26 Class XY | CMO Series 2005-26 Class XY | CMO Series 2005-26 Class XY |
| 03/20/2035 | &nbsp;&nbsp; 5.500% | 178300 | &nbsp;&nbsp; 181998 |
| CMO Series 2005-72 Class AZ | CMO Series 2005-72 Class AZ | CMO Series 2005-72 Class AZ | CMO Series 2005-72 Class AZ |
| 09/20/2035 | &nbsp;&nbsp; 5.500% | 150135 | &nbsp;&nbsp; 152771 |
| CMO Series 2006-17 Class JN | CMO Series 2006-17 Class JN | CMO Series 2006-17 Class JN | CMO Series 2006-17 Class JN |
| 04/20/2036 | &nbsp;&nbsp; 6.000% | 76043 | &nbsp;&nbsp; 76610 |
| CMO Series 2006-38 Class ZK | CMO Series 2006-38 Class ZK | CMO Series 2006-38 Class ZK | CMO Series 2006-38 Class ZK |
| 08/20/2036 | &nbsp;&nbsp; 6.500% | 300835 | &nbsp;&nbsp; 300029 |
| CMO Series 2006-69 Class MB | CMO Series 2006-69 Class MB | CMO Series 2006-69 Class MB | CMO Series 2006-69 Class MB |
| 12/20/2036 | &nbsp;&nbsp; 5.500% | 352897 | &nbsp;&nbsp; 364638 |
| CMO Series 2008-23 Class PH | CMO Series 2008-23 Class PH | CMO Series 2008-23 Class PH | CMO Series 2008-23 Class PH |
| 03/20/2038 | &nbsp;&nbsp; 5.000% | 290716 | &nbsp;&nbsp; 296046 |
| CMO Series 2010-130 Class CP | CMO Series 2010-130 Class CP | CMO Series 2010-130 Class CP | CMO Series 2010-130 Class CP |
| 10/16/2040 | &nbsp;&nbsp; 7.000% | 144100 | &nbsp;&nbsp; 153833 |
| CMO Series 2010-163 Class NC | CMO Series 2010-163 Class NC | CMO Series 2010-163 Class NC | CMO Series 2010-163 Class NC |
| 12/20/2040 | &nbsp;&nbsp; 4.000% | 1151367 | &nbsp;&nbsp; 1139493 |
| CMO Series 2013-152 Class HA | CMO Series 2013-152 Class HA | CMO Series 2013-152 Class HA | CMO Series 2013-152 Class HA |
| 06/20/2043 | &nbsp;&nbsp; 2.500% | 1319718 | &nbsp;&nbsp; 1226692 |
| CMO Series 2013-H01 Class FA | CMO Series 2013-H01 Class FA | CMO Series 2013-H01 Class FA | CMO Series 2013-H01 Class FA |
| 01/20/2063 | &nbsp;&nbsp; 1.650% | 35 | &nbsp;&nbsp; 32 |
| CMO Series 2013-H04 Class BA | CMO Series 2013-H04 Class BA | CMO Series 2013-H04 Class BA | CMO Series 2013-H04 Class BA |
| 02/20/2063 | &nbsp;&nbsp; 1.650% | 2685 | &nbsp;&nbsp; 2554 |
| CMO Series 2013-H09 Class HA | CMO Series 2013-H09 Class HA | CMO Series 2013-H09 Class HA | CMO Series 2013-H09 Class HA |
| 04/20/2063 | &nbsp;&nbsp; 1.650% | 30102 | &nbsp;&nbsp; 28744 |
| CMO Series 2014-133 Class BP | CMO Series 2014-133 Class BP | CMO Series 2014-133 Class BP | CMO Series 2014-133 Class BP |
| 09/20/2044 | &nbsp;&nbsp; 2.250% | 998326 | &nbsp;&nbsp; 902039 |
| CMO Series 2014-149 Class KP | CMO Series 2014-149 Class KP | CMO Series 2014-149 Class KP | CMO Series 2014-149 Class KP |
| 07/16/2044 | &nbsp;&nbsp; 2.250% | 985268 | &nbsp;&nbsp; 908862 |
| CMO Series 2014-181 Class L | CMO Series 2014-181 Class L | CMO Series 2014-181 Class L | CMO Series 2014-181 Class L |
| 12/20/2044 | &nbsp;&nbsp; 3.000% | 942576 | &nbsp;&nbsp; 858056 |
| CMO Series 2015-144 Class CA | CMO Series 2015-144 Class CA | CMO Series 2015-144 Class CA | CMO Series 2015-144 Class CA |
| 10/20/2045 | &nbsp;&nbsp; 2.500% | 1428940 | &nbsp;&nbsp; 1269417 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2016-136 Class A | CMO Series 2016-136 Class A | CMO Series 2016-136 Class A | CMO Series 2016-136 Class A |
| 07/20/2044 | &nbsp;&nbsp; 3.000% | 827427 | &nbsp;&nbsp; 752731 |
| CMO Series 2016-93 Class AB | CMO Series 2016-93 Class AB | CMO Series 2016-93 Class AB | CMO Series 2016-93 Class AB |
| 07/20/2044 | &nbsp;&nbsp; 1.750% | 1832518 | &nbsp;&nbsp; 1545658 |
| CMO Series 2016-99 Class TL | CMO Series 2016-99 Class TL | CMO Series 2016-99 Class TL | CMO Series 2016-99 Class TL |
| 04/16/2044 | &nbsp;&nbsp; 2.000% | 403756 | &nbsp;&nbsp; 341694 |
| CMO Series 2017-139 Class GA | CMO Series 2017-139 Class GA | CMO Series 2017-139 Class GA | CMO Series 2017-139 Class GA |
| 09/20/2047 | &nbsp;&nbsp; 3.000% | 3250592 | &nbsp;&nbsp; 2960126 |
| CMO Series 2017-167 Class BQ | CMO Series 2017-167 Class BQ | CMO Series 2017-167 Class BQ | CMO Series 2017-167 Class BQ |
| 08/20/2044 | &nbsp;&nbsp; 2.500% | 606449 | &nbsp;&nbsp; 572877 |
| CMO Series 2018-65 Class DC | CMO Series 2018-65 Class DC | CMO Series 2018-65 Class DC | CMO Series 2018-65 Class DC |
| 05/20/2048 | &nbsp;&nbsp; 3.500% | 1261000 | &nbsp;&nbsp; 1175785 |
| CMO Series 2021-105 Class P | CMO Series 2021-105 Class P | CMO Series 2021-105 Class P | CMO Series 2021-105 Class P |
| 06/20/2051 | &nbsp;&nbsp; 1.750% | 3364517 | &nbsp;&nbsp; 2766404 |
| CMO Series 2021-107 Class DB | CMO Series 2021-107 Class DB | CMO Series 2021-107 Class DB | CMO Series 2021-107 Class DB |
| 04/20/2051 | &nbsp;&nbsp; 1.750% | 3154339 | &nbsp;&nbsp; 2598067 |
| CMO Series 2021-135 Class A | CMO Series 2021-135 Class A | CMO Series 2021-135 Class A | CMO Series 2021-135 Class A |
| 08/20/2051 | &nbsp;&nbsp; 2.000% | 1007875 | &nbsp;&nbsp; 840864 |
| CMO Series 2021-215 Class GA | CMO Series 2021-215 Class GA | CMO Series 2021-215 Class GA | CMO Series 2021-215 Class GA |
| 12/20/2051 | &nbsp;&nbsp; 2.000% | 6677114 | &nbsp;&nbsp; 5837374 |
| CMO Series 2021-225G Class YC | CMO Series 2021-225G Class YC | CMO Series 2021-225G Class YC | CMO Series 2021-225G Class YC |
| 12/20/2051 | &nbsp;&nbsp; 2.000% | 612585 | &nbsp;&nbsp; 527028 |
| CMO Series 2021-24 Class BC | CMO Series 2021-24 Class BC | CMO Series 2021-24 Class BC | CMO Series 2021-24 Class BC |
| 02/20/2051 | &nbsp;&nbsp; 1.250% | 1405365 | &nbsp;&nbsp; 1107244 |
| CMO Series 2021-27 Class BD | CMO Series 2021-27 Class BD | CMO Series 2021-27 Class BD | CMO Series 2021-27 Class BD |
| 02/20/2051 | &nbsp;&nbsp; 5.000% | 1194560 | &nbsp;&nbsp; 1191386 |
| CMO Series 2021-27 Class NT | CMO Series 2021-27 Class NT | CMO Series 2021-27 Class NT | CMO Series 2021-27 Class NT |
| 02/20/2051 | &nbsp;&nbsp; 5.000% | 1314633 | &nbsp;&nbsp; 1297392 |
| CMO Series 2021-27 Class Q | CMO Series 2021-27 Class Q | CMO Series 2021-27 Class Q | CMO Series 2021-27 Class Q |
| 02/20/2051 | &nbsp;&nbsp; 5.000% | 1171713 | &nbsp;&nbsp; 1168212 |
| CMO Series 2021-8 Class CY | CMO Series 2021-8 Class CY | CMO Series 2021-8 Class CY | CMO Series 2021-8 Class CY |
| 01/20/2051 | &nbsp;&nbsp; 5.000% | 1036704 | &nbsp;&nbsp; 1033543 |
| CMO Series 2021-89 Class LK | CMO Series 2021-89 Class LK | CMO Series 2021-89 Class LK | CMO Series 2021-89 Class LK |
| 05/20/2051 | &nbsp;&nbsp; 2.000% | 2420111 | &nbsp;&nbsp; 2016894 |
| CMO Series 2021-97 Class QK | CMO Series 2021-97 Class QK | CMO Series 2021-97 Class QK | CMO Series 2021-97 Class QK |
| 06/20/2051 | &nbsp;&nbsp; 2.000% | 5816481 | &nbsp;&nbsp; 4850302 |
| CMO Series 2022-107 Class C | CMO Series 2022-107 Class C | CMO Series 2022-107 Class C | CMO Series 2022-107 Class C |
| 06/20/2051 | &nbsp;&nbsp; 2.500% | 5364839 | &nbsp;&nbsp; 4439552 |
| CMO Series 2022-153 Class KA | CMO Series 2022-153 Class KA | CMO Series 2022-153 Class KA | CMO Series 2022-153 Class KA |
| 12/20/2049 | &nbsp;&nbsp; 4.000% | 1297006 | &nbsp;&nbsp; 1279429 |
| CMO Series 2022-205 Class A | CMO Series 2022-205 Class A | CMO Series 2022-205 Class A | CMO Series 2022-205 Class A |
| 09/20/2051 | &nbsp;&nbsp; 2.000% | 2000289 | &nbsp;&nbsp; 1572976 |
| CMO Series 2022-24 Class AH | CMO Series 2022-24 Class AH | CMO Series 2022-24 Class AH | CMO Series 2022-24 Class AH |
| 02/20/2052 | &nbsp;&nbsp; 2.500% | 402359 | &nbsp;&nbsp; 347306 |
| CMO Series 2022-31 Class GH | CMO Series 2022-31 Class GH | CMO Series 2022-31 Class GH | CMO Series 2022-31 Class GH |
| 12/20/2049 | &nbsp;&nbsp; 2.500% | 3292252 | &nbsp;&nbsp; 2976729 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2022-34 Class DN | CMO Series 2022-34 Class DN | CMO Series 2022-34 Class DN | CMO Series 2022-34 Class DN |
| 09/20/2041 | &nbsp;&nbsp; 3.500% | 2574060 | &nbsp;&nbsp; 2472939 |
| CMO Series 2022-46 Class LY | CMO Series 2022-46 Class LY | CMO Series 2022-46 Class LY | CMO Series 2022-46 Class LY |
| 03/20/2052 | &nbsp;&nbsp; 3.000% | 470000 | &nbsp;&nbsp; 389870 |
| CMO Series 2022-5 Class BA | CMO Series 2022-5 Class BA | CMO Series 2022-5 Class BA | CMO Series 2022-5 Class BA |
| 10/20/2049 | &nbsp;&nbsp; 2.000% | 5128902 | &nbsp;&nbsp; 4481271 |
| CMO Series 2022-50 Class CA | CMO Series 2022-50 Class CA | CMO Series 2022-50 Class CA | CMO Series 2022-50 Class CA |
| 03/20/2052 | &nbsp;&nbsp; 3.000% | 4545120 | &nbsp;&nbsp; 4113920 |
| CMO Series 2022-66 Class CG | CMO Series 2022-66 Class CG | CMO Series 2022-66 Class CG | CMO Series 2022-66 Class CG |
| 04/20/2052 | &nbsp;&nbsp; 3.500% | 2831187 | &nbsp;&nbsp; 2706530 |
| CMO Series 2022-78 Class HW | CMO Series 2022-78 Class HW | CMO Series 2022-78 Class HW | CMO Series 2022-78 Class HW |
| 04/20/2052 | &nbsp;&nbsp; 2.500% | 1053000 | &nbsp;&nbsp; 842064 |
| CMO Series 2022-84 Class A | CMO Series 2022-84 Class A | CMO Series 2022-84 Class A | CMO Series 2022-84 Class A |
| 01/20/2052 | &nbsp;&nbsp; 2.500% | 1662173 | &nbsp;&nbsp; 1410899 |
| CMO Series 2022-9 Class GA | CMO Series 2022-9 Class GA | CMO Series 2022-9 Class GA | CMO Series 2022-9 Class GA |
| 01/20/2052 | &nbsp;&nbsp; 2.000% | 1165886 | &nbsp;&nbsp; 972637 |
| CMO Series 2023-81 Class YJ | CMO Series 2023-81 Class YJ | CMO Series 2023-81 Class YJ | CMO Series 2023-81 Class YJ |
| 06/20/2053 | &nbsp;&nbsp; 3.500% | 4711000 | &nbsp;&nbsp; 4126257 |
| CMO Series 2024-110 Class JC | CMO Series 2024-110 Class JC | CMO Series 2024-110 Class JC | CMO Series 2024-110 Class JC |
| 09/20/2047 | &nbsp;&nbsp; 3.000% | 527198 | &nbsp;&nbsp; 502304 |
| CMO Series 2024-110 Class JL | CMO Series 2024-110 Class JL | CMO Series 2024-110 Class JL | CMO Series 2024-110 Class JL |
| 10/20/2049 | &nbsp;&nbsp; 3.000% | 1262000 | &nbsp;&nbsp; 1091307 |
| CMO Series 2024-45 Class BD | CMO Series 2024-45 Class BD | CMO Series 2024-45 Class BD | CMO Series 2024-45 Class BD |
| 03/20/2054 | &nbsp;&nbsp; 2.000% | 1027783 | &nbsp;&nbsp; 947974 |
| CMO Series 2025-1 Class GC | CMO Series 2025-1 Class GC | CMO Series 2025-1 Class GC | CMO Series 2025-1 Class GC |
| 10/20/2051 | &nbsp;&nbsp; 3.500% | 15835526 | &nbsp;&nbsp; 15255131 |
| CMO Series 2025-7 Class EL | CMO Series 2025-7 Class EL | CMO Series 2025-7 Class EL | CMO Series 2025-7 Class EL |
| 01/20/2055 | &nbsp;&nbsp; 2.500% | 543000 | &nbsp;&nbsp; 386164 |
| Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  | Government National Mortgage Association<sup>(c)</sup>  |
| 03/20/2048 | &nbsp;&nbsp; 4.760% | 2367409 | &nbsp;&nbsp; 2400153 |
| CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ | CMO Series 2010-H17 Class XQ |
| 07/20/2060 | &nbsp;&nbsp; 5.139% | 3727 | &nbsp;&nbsp; 3729 |
| CMO Series 2011-137 Class WA | CMO Series 2011-137 Class WA | CMO Series 2011-137 Class WA | CMO Series 2011-137 Class WA |
| 07/20/2040 | &nbsp;&nbsp; 5.584% | 321747 | &nbsp;&nbsp; 333016 |
| CMO Series 2012-141 Class WC | CMO Series 2012-141 Class WC | CMO Series 2012-141 Class WC | CMO Series 2012-141 Class WC |
| 01/20/2042 | &nbsp;&nbsp; 3.740% | 237541 | &nbsp;&nbsp; 226448 |
| CMO Series 2013-54 Class WA | CMO Series 2013-54 Class WA | CMO Series 2013-54 Class WA | CMO Series 2013-54 Class WA |
| 11/20/2042 | &nbsp;&nbsp; 4.879% | 643209 | &nbsp;&nbsp; 655200 |
| CMO Series 2013-75 Class WA | CMO Series 2013-75 Class WA | CMO Series 2013-75 Class WA | CMO Series 2013-75 Class WA |
| 06/20/2040 | &nbsp;&nbsp; 5.084% | 160020 | &nbsp;&nbsp; 163556 |
| CMO Series 2021-27 Class CW | CMO Series 2021-27 Class CW | CMO Series 2021-27 Class CW | CMO Series 2021-27 Class CW |
| 02/20/2051 | &nbsp;&nbsp; 5.000% | 1459122 | &nbsp;&nbsp; 1455368 |
| Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  | Government National Mortgage Association<sup>(b)</sup>  |
| &nbsp;&nbsp; 1-year CMT + 1.703% <br>02/20/2072<br>| &nbsp;&nbsp; 5.690% | 6116483 | &nbsp;&nbsp; 6394907 |
| &nbsp;&nbsp; 1-year CMT + 1.738% <br>04/20/2072<br>| &nbsp;&nbsp; 5.736% | 5600594 | &nbsp;&nbsp; 5857953 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2007-16 Class NS | CMO Series 2007-16 Class NS | CMO Series 2007-16 Class NS | CMO Series 2007-16 Class NS |
| &nbsp;&nbsp; -3.5 x 1-month Term SOFR + <br> 22.874% <br>Cap 23.275% <br>04/20/2037<br>| &nbsp;&nbsp; 8.400% | 28759 | &nbsp;&nbsp; 31575 |
| CMO Series 2012-H10 Class FA | CMO Series 2012-H10 Class FA | CMO Series 2012-H10 Class FA | CMO Series 2012-H10 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.664% <br>Floor 0.550%, Cap 10.500% <br>12/20/2061<br>| &nbsp;&nbsp; 5.016% | 110703 | &nbsp;&nbsp; 110799 |
| CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF | CMO Series 2012-H21 Class CF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700% <br>05/20/2061<br>| &nbsp;&nbsp; 5.166% | 329 | &nbsp;&nbsp; 330 |
| CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF | CMO Series 2012-H21 Class DF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.764% <br>Floor 0.650% <br>05/20/2061<br>| &nbsp;&nbsp; 5.116% | 294 | &nbsp;&nbsp; 294 |
| CMO Series 2012-H26 Class MA | CMO Series 2012-H26 Class MA | CMO Series 2012-H26 Class MA | CMO Series 2012-H26 Class MA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.664% <br>Floor 0.550% <br>07/20/2062<br>| &nbsp;&nbsp; 5.016% | 2985 | &nbsp;&nbsp; 2982 |
| CMO Series 2012-H28 Class FA | CMO Series 2012-H28 Class FA | CMO Series 2012-H28 Class FA | CMO Series 2012-H28 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.694% <br>Floor 0.580% <br>09/20/2062<br>| &nbsp;&nbsp; 5.046% | 4088 | &nbsp;&nbsp; 4092 |
| CMO Series 2012-H29 Class FA | CMO Series 2012-H29 Class FA | CMO Series 2012-H29 Class FA | CMO Series 2012-H29 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.629% <br>Floor 0.515%, Cap 11.500% <br>10/20/2062<br>| &nbsp;&nbsp; 4.981% | 77267 | &nbsp;&nbsp; 77294 |
| CMO Series 2013-H01 Class TA | CMO Series 2013-H01 Class TA | CMO Series 2013-H01 Class TA | CMO Series 2013-H01 Class TA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500%, Cap 10.500% <br>01/20/2063<br>| &nbsp;&nbsp; 4.966% | 4390 | &nbsp;&nbsp; 4374 |
| CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB | CMO Series 2013-H05 Class FB |
| &nbsp;&nbsp; 1-month Term SOFR + 0.514% <br>Floor 0.400% <br>02/20/2062<br>| &nbsp;&nbsp; 4.795% | 5765 | &nbsp;&nbsp; 5709 |
| CMO Series 2013-H07 Class GA | CMO Series 2013-H07 Class GA | CMO Series 2013-H07 Class GA | CMO Series 2013-H07 Class GA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.584% <br>Floor 0.470%, Cap 10.500% <br>03/20/2063<br>| &nbsp;&nbsp; 4.936% | 137540 | &nbsp;&nbsp; 137507 |
| CMO Series 2013-H07 Class HA | CMO Series 2013-H07 Class HA | CMO Series 2013-H07 Class HA | CMO Series 2013-H07 Class HA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.524% <br>Floor 0.410%, Cap 11.000% <br>03/20/2063<br>| &nbsp;&nbsp; 4.876% | 96084 | &nbsp;&nbsp; 95945 |
| CMO Series 2013-H09 Class GA | CMO Series 2013-H09 Class GA | CMO Series 2013-H09 Class GA | CMO Series 2013-H09 Class GA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.594% <br>Floor 0.480%, Cap 11.000% <br>04/20/2063<br>| &nbsp;&nbsp; 4.946% | 133284 | &nbsp;&nbsp; 133309 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2013-H09 Class SA | CMO Series 2013-H09 Class SA | CMO Series 2013-H09 Class SA | CMO Series 2013-H09 Class SA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500%, Cap 10.500% <br>04/20/2063<br>| &nbsp;&nbsp; 4.966% | 251225 | &nbsp;&nbsp; 251197 |
| CMO Series 2013-H21 Class FA | CMO Series 2013-H21 Class FA | CMO Series 2013-H21 Class FA | CMO Series 2013-H21 Class FA |
| &nbsp;&nbsp; 1-month Term SOFR + 0.864% <br>Floor 0.750%, Cap 11.000% <br>09/20/2063<br>| &nbsp;&nbsp; 5.216% | 50751 | &nbsp;&nbsp; 50854 |
| CMO Series 2013-H21 Class FB | CMO Series 2013-H21 Class FB | CMO Series 2013-H21 Class FB | CMO Series 2013-H21 Class FB |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700%, Cap 11.000% <br>09/20/2063<br>| &nbsp;&nbsp; 5.166% | 78302 | &nbsp;&nbsp; 78497 |
| CMO Series 2015-H23 Class FB | CMO Series 2015-H23 Class FB | CMO Series 2015-H23 Class FB | CMO Series 2015-H23 Class FB |
| &nbsp;&nbsp; 1-month Term SOFR + 0.634% <br>Floor 0.520%, Cap 11.000% <br>09/20/2065<br>| &nbsp;&nbsp; 4.986% | 338320 | &nbsp;&nbsp; 338462 |
| CMO Series 2015-H26 Class FG | CMO Series 2015-H26 Class FG | CMO Series 2015-H26 Class FG | CMO Series 2015-H26 Class FG |
| &nbsp;&nbsp; 1-month Term SOFR + 0.634% <br>Floor 0.520%, Cap 11.000% <br>10/20/2065<br>| &nbsp;&nbsp; 4.986% | 188916 | &nbsp;&nbsp; 188997 |
| CMO Series 2020-H05 Class FK | CMO Series 2020-H05 Class FK | CMO Series 2020-H05 Class FK | CMO Series 2020-H05 Class FK |
| &nbsp;&nbsp; 1-month Term SOFR + 0.724% <br>Floor 0.610%, Cap 99.000% <br>03/20/2070<br>| &nbsp;&nbsp; 5.076% | 2260992 | &nbsp;&nbsp; 2233559 |
| Government National Mortgage Association<sup>(b),(d)</sup>  | Government National Mortgage Association<sup>(b),(d)</sup>  | Government National Mortgage Association<sup>(b),(d)</sup>  | Government National Mortgage Association<sup>(b),(d)</sup>  |
| CMO Series 2005-3 Class SE | CMO Series 2005-3 Class SE | CMO Series 2005-3 Class SE | CMO Series 2005-3 Class SE |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>01/20/2035<br>| &nbsp;&nbsp; 1.850% | 262669 | &nbsp;&nbsp; 5894 |
| CMO Series 2007-40 Class SN | CMO Series 2007-40 Class SN | CMO Series 2007-40 Class SN | CMO Series 2007-40 Class SN |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.566% <br>Cap 6.680% <br>07/20/2037<br>| &nbsp;&nbsp; 2.430% | 192933 | &nbsp;&nbsp; 6407 |
| CMO Series 2008-62 Class SA | CMO Series 2008-62 Class SA | CMO Series 2008-62 Class SA | CMO Series 2008-62 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.036% <br>Cap 6.150% <br>07/20/2038<br>| &nbsp;&nbsp; 1.900% | 164033 | &nbsp;&nbsp; 738 |
| CMO Series 2008-76 Class US | CMO Series 2008-76 Class US | CMO Series 2008-76 Class US | CMO Series 2008-76 Class US |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.786% <br>Cap 5.900% <br>09/20/2038<br>| &nbsp;&nbsp; 1.650% | 232982 | &nbsp;&nbsp; 6717 |
| CMO Series 2008-95 Class DS | CMO Series 2008-95 Class DS | CMO Series 2008-95 Class DS | CMO Series 2008-95 Class DS |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 7.186% <br>Cap 7.300% <br>12/20/2038<br>| &nbsp;&nbsp; 3.050% | 191300 | &nbsp;&nbsp; 1361 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2009-106 Class ST | CMO Series 2009-106 Class ST | CMO Series 2009-106 Class ST | CMO Series 2009-106 Class ST |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.886% <br>Cap 6.000% <br>02/20/2038<br>| &nbsp;&nbsp; 1.750% | 296070 | &nbsp;&nbsp; 8074 |
| CMO Series 2009-64 Class SN | CMO Series 2009-64 Class SN | CMO Series 2009-64 Class SN | CMO Series 2009-64 Class SN |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.986% <br>Cap 6.100% <br>07/16/2039<br>| &nbsp;&nbsp; 1.839% | 87609 | &nbsp;&nbsp; 5067 |
| CMO Series 2009-67 Class SA | CMO Series 2009-67 Class SA | CMO Series 2009-67 Class SA | CMO Series 2009-67 Class SA |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.936% <br>Cap 6.050% <br>08/16/2039<br>| &nbsp;&nbsp; 1.789% | 87169 | &nbsp;&nbsp; 7257 |
| CMO Series 2009-72 Class SM | CMO Series 2009-72 Class SM | CMO Series 2009-72 Class SM | CMO Series 2009-72 Class SM |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.136% <br>Cap 6.250% <br>08/16/2039<br>| &nbsp;&nbsp; 1.989% | 214459 | &nbsp;&nbsp; 17074 |
| CMO Series 2009-81 Class SB | CMO Series 2009-81 Class SB | CMO Series 2009-81 Class SB | CMO Series 2009-81 Class SB |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 5.976% <br>Cap 6.090% <br>09/20/2039<br>| &nbsp;&nbsp; 1.840% | 319898 | &nbsp;&nbsp; 28907 |
| CMO Series 2010-47 Class PX | CMO Series 2010-47 Class PX | CMO Series 2010-47 Class PX | CMO Series 2010-47 Class PX |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.586% <br>Cap 6.700% <br>06/20/2037<br>| &nbsp;&nbsp; 2.450% | 350655 | &nbsp;&nbsp; 22709 |
| CMO Series 2011-75 Class SM | CMO Series 2011-75 Class SM | CMO Series 2011-75 Class SM | CMO Series 2011-75 Class SM |
| &nbsp;&nbsp; -1.0 x 1-month Term SOFR + <br> 6.486% <br>Cap 6.600% <br>05/20/2041<br>| &nbsp;&nbsp; 2.350% | 159207 | &nbsp;&nbsp; 10517 |
| Government National Mortgage Association<sup>(h)</sup>  | Government National Mortgage Association<sup>(h)</sup>  | Government National Mortgage Association<sup>(h)</sup>  | Government National Mortgage Association<sup>(h)</sup>  |
| CMO Series 2008-1 Class PO | CMO Series 2008-1 Class PO | CMO Series 2008-1 Class PO | CMO Series 2008-1 Class PO |
| 01/20/2038 | &nbsp;&nbsp; 0.000% | 32871 | &nbsp;&nbsp; 26639 |
| CMO Series 2010-157 Class OP | CMO Series 2010-157 Class OP | CMO Series 2010-157 Class OP | CMO Series 2010-157 Class OP |
| 12/20/2040 | &nbsp;&nbsp; 0.000% | 182590 | &nbsp;&nbsp; 157578 |
| Government National Mortgage Association<sup>(d)</sup>  | Government National Mortgage Association<sup>(d)</sup>  | Government National Mortgage Association<sup>(d)</sup>  | Government National Mortgage Association<sup>(d)</sup>  |
| CMO Series 2010-107 Class IL | CMO Series 2010-107 Class IL | CMO Series 2010-107 Class IL | CMO Series 2010-107 Class IL |
| 07/20/2039 | &nbsp;&nbsp; 6.000% | 225100 | &nbsp;&nbsp; 44258 |
| Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust |
| CMO Series 2018-4 Class MZ (FHLMC) | CMO Series 2018-4 Class MZ (FHLMC) | CMO Series 2018-4 Class MZ (FHLMC) | CMO Series 2018-4 Class MZ (FHLMC) |
| 03/25/2058 | &nbsp;&nbsp; 3.500% | 4202390 | &nbsp;&nbsp; 3127075 |
| Uniform Mortgage-Backed Security TBA<sup>(k)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(k)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(k)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(k)</sup>  |
| 10/14/2055 | &nbsp;&nbsp; 5.500% | 44100000 | &nbsp;&nbsp; 44463294 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,288,673,673) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,288,673,673) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $1,288,673,673) | &nbsp;&nbsp; **1279384645** |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency 2.2%** | **Residential Mortgage-Backed Securities - Non-Agency 2.2%** | **Residential Mortgage-Backed Securities - Non-Agency 2.2%** | **Residential Mortgage-Backed Securities - Non-Agency 2.2%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Angel Oak Mortgage Trust<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust<sup>(a),(c)</sup>  |
| CMO Series 2020-2 Class A1A | CMO Series 2020-2 Class A1A | CMO Series 2020-2 Class A1A | CMO Series 2020-2 Class A1A |
| 01/26/2065 | &nbsp;&nbsp; 2.531% | 544505 | &nbsp;&nbsp; 517052 |
| CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 | CMO Series 2021-6 Class A1 |
| 09/25/2066 | &nbsp;&nbsp; 1.458% | 1147379 | &nbsp;&nbsp; 981717 |
| Angel Oak Mortgage Trust LLC<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust LLC<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust LLC<sup>(a),(c)</sup>  | Angel Oak Mortgage Trust LLC<sup>(a),(c)</sup>  |
| CMO Series 2020-5 Class A1 | CMO Series 2020-5 Class A1 | CMO Series 2020-5 Class A1 | CMO Series 2020-5 Class A1 |
| 05/25/2065 | &nbsp;&nbsp; 1.373% | 87336 | &nbsp;&nbsp; 83535 |
| Asset Based Lending LLC<sup>(a),(e)</sup>  | Asset Based Lending LLC<sup>(a),(e)</sup>  | Asset Based Lending LLC<sup>(a),(e)</sup>  | Asset Based Lending LLC<sup>(a),(e)</sup>  |
| CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 | CMO Series 2025-RTL1 Class A1 |
| 06/25/2030 | &nbsp;&nbsp; 6.040% | 2155000 | &nbsp;&nbsp; 2169347 |
| Banc of America Funding Trust | Banc of America Funding Trust | Banc of America Funding Trust | Banc of America Funding Trust |
| CMO Series 2004-3 Class 1A1 | CMO Series 2004-3 Class 1A1 | CMO Series 2004-3 Class 1A1 | CMO Series 2004-3 Class 1A1 |
| 10/25/2034 | &nbsp;&nbsp; 5.500% | 20741 | &nbsp;&nbsp; 20818 |
| Bear Stearns Adjustable Rate Mortgage Trust<sup>(c)</sup>  | Bear Stearns Adjustable Rate Mortgage Trust<sup>(c)</sup>  | Bear Stearns Adjustable Rate Mortgage Trust<sup>(c)</sup>  | Bear Stearns Adjustable Rate Mortgage Trust<sup>(c)</sup>  |
| CMO Series 2003-4 Class 3A1 | CMO Series 2003-4 Class 3A1 | CMO Series 2003-4 Class 3A1 | CMO Series 2003-4 Class 3A1 |
| 07/25/2033 | &nbsp;&nbsp; 6.404% | 12780 | &nbsp;&nbsp; 12335 |
| CMO Series 2003-7 Class 6A | CMO Series 2003-7 Class 6A | CMO Series 2003-7 Class 6A | CMO Series 2003-7 Class 6A |
| 10/25/2033 | &nbsp;&nbsp; 5.746% | 43851 | &nbsp;&nbsp; 42577 |
| Bear Stearns Asset-Backed Securities Trust<sup>(b)</sup>  | Bear Stearns Asset-Backed Securities Trust<sup>(b)</sup>  | Bear Stearns Asset-Backed Securities Trust<sup>(b)</sup>  | Bear Stearns Asset-Backed Securities Trust<sup>(b)</sup>  |
| CMO Series 2003-SD1 Class A | CMO Series 2003-SD1 Class A | CMO Series 2003-SD1 Class A | CMO Series 2003-SD1 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.014% <br>Floor 0.900%, Cap 11.000% <br>12/25/2033<br>| &nbsp;&nbsp; 5.172% | 166426 | &nbsp;&nbsp; 172282 |
| Bunker Hill Loan Depositary Trust<sup>(a),(e)</sup>  | Bunker Hill Loan Depositary Trust<sup>(a),(e)</sup>  | Bunker Hill Loan Depositary Trust<sup>(a),(e)</sup>  | Bunker Hill Loan Depositary Trust<sup>(a),(e)</sup>  |
| CMO Series 2019-2 Class A1 | CMO Series 2019-2 Class A1 | CMO Series 2019-2 Class A1 | CMO Series 2019-2 Class A1 |
| 07/25/2049 | &nbsp;&nbsp; 2.879% | 369219 | &nbsp;&nbsp; 362216 |
| Chase Funding Trust<sup>(b)</sup>  | Chase Funding Trust<sup>(b)</sup>  | Chase Funding Trust<sup>(b)</sup>  | Chase Funding Trust<sup>(b)</sup>  |
| Series 2003-2 Class 2A2 | Series 2003-2 Class 2A2 | Series 2003-2 Class 2A2 | Series 2003-2 Class 2A2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.674% <br>Floor 0.560% <br>02/25/2033<br>| &nbsp;&nbsp; 4.832% | 285684 | &nbsp;&nbsp; 283286 |
| Chase Funding Trust<sup>(e)</sup>  | Chase Funding Trust<sup>(e)</sup>  | Chase Funding Trust<sup>(e)</sup>  | Chase Funding Trust<sup>(e)</sup>  |
| Series 2003-4 Class 1A5 | Series 2003-4 Class 1A5 | Series 2003-4 Class 1A5 | Series 2003-4 Class 1A5 |
| 05/25/2033 | &nbsp;&nbsp; 5.916% | 125262 | &nbsp;&nbsp; 123119 |
| Series 2003-6 Class 1A5 | Series 2003-6 Class 1A5 | Series 2003-6 Class 1A5 | Series 2003-6 Class 1A5 |
| 11/25/2034 | &nbsp;&nbsp; 5.850% | 99825 | &nbsp;&nbsp; 98931 |
| Chase Mortgage Finance Corp.<sup>(c)</sup>  | Chase Mortgage Finance Corp.<sup>(c)</sup>  | Chase Mortgage Finance Corp.<sup>(c)</sup>  | Chase Mortgage Finance Corp.<sup>(c)</sup>  |
| CMO Series 2007-A1 Class 1A3 | CMO Series 2007-A1 Class 1A3 | CMO Series 2007-A1 Class 1A3 | CMO Series 2007-A1 Class 1A3 |
| 02/25/2037 | &nbsp;&nbsp; 6.512% | 49695 | &nbsp;&nbsp; 49629 |
| CMO Series 2007-A1 Class 2A1 | CMO Series 2007-A1 Class 2A1 | CMO Series 2007-A1 Class 2A1 | CMO Series 2007-A1 Class 2A1 |
| 02/25/2037 | &nbsp;&nbsp; 5.891% | 27784 | &nbsp;&nbsp; 26845 |
| CMO Series 2007-A1 Class 7A1 | CMO Series 2007-A1 Class 7A1 | CMO Series 2007-A1 Class 7A1 | CMO Series 2007-A1 Class 7A1 |
| 02/25/2037 | &nbsp;&nbsp; 6.868% | 2573 | &nbsp;&nbsp; 2587 |
| Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. |
| CMO Series 2003-1 Class 3A4 | CMO Series 2003-1 Class 3A4 | CMO Series 2003-1 Class 3A4 | CMO Series 2003-1 Class 3A4 |
| 09/25/2033 | &nbsp;&nbsp; 5.250% | 17700 | &nbsp;&nbsp; 17484 |
| CMO Series 2005-2 Class 2A11 | CMO Series 2005-2 Class 2A11 | CMO Series 2005-2 Class 2A11 | CMO Series 2005-2 Class 2A11 |
| 05/25/2035 | &nbsp;&nbsp; 5.500% | 53899 | &nbsp;&nbsp; 53917 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(a),(c)</sup>  |
| CMO Series 2009-10 Class 1A1 | CMO Series 2009-10 Class 1A1 | CMO Series 2009-10 Class 1A1 | CMO Series 2009-10 Class 1A1 |
| 09/25/2033 | &nbsp;&nbsp; 5.638% | 22254 | &nbsp;&nbsp; 22029 |
| COLT Mortgage Loan Trust<sup>(a),(c)</sup>  | COLT Mortgage Loan Trust<sup>(a),(c)</sup>  | COLT Mortgage Loan Trust<sup>(a),(c)</sup>  | COLT Mortgage Loan Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 |
| 08/25/2066 | &nbsp;&nbsp; 0.924% | 1443239 | &nbsp;&nbsp; 1234657 |
| CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 |
| 10/25/2066 | &nbsp;&nbsp; 1.397% | 1606629 | &nbsp;&nbsp; 1376983 |
| Countrywide Home Loan Mortgage Pass-Through Trust | Countrywide Home Loan Mortgage Pass-Through Trust | Countrywide Home Loan Mortgage Pass-Through Trust | Countrywide Home Loan Mortgage Pass-Through Trust |
| CMO Series 2004-13 Class 1A4 | CMO Series 2004-13 Class 1A4 | CMO Series 2004-13 Class 1A4 | CMO Series 2004-13 Class 1A4 |
| 08/25/2034 | &nbsp;&nbsp; 5.500% | 84354 | &nbsp;&nbsp; 84728 |
| CMO Series 2004-3 Class A26 | CMO Series 2004-3 Class A26 | CMO Series 2004-3 Class A26 | CMO Series 2004-3 Class A26 |
| 04/25/2034 | &nbsp;&nbsp; 5.500% | 36390 | &nbsp;&nbsp; 36443 |
| CMO Series 2004-5 Class 1A4 | CMO Series 2004-5 Class 1A4 | CMO Series 2004-5 Class 1A4 | CMO Series 2004-5 Class 1A4 |
| 06/25/2034 | &nbsp;&nbsp; 5.500% | 76022 | &nbsp;&nbsp; 75291 |
| Credit Suisse First Boston Mortgage Securities Corp. | Credit Suisse First Boston Mortgage Securities Corp. | Credit Suisse First Boston Mortgage Securities Corp. | Credit Suisse First Boston Mortgage Securities Corp. |
| CMO Series 2003-21 Class 1A4 | CMO Series 2003-21 Class 1A4 | CMO Series 2003-21 Class 1A4 | CMO Series 2003-21 Class 1A4 |
| 09/25/2033 | &nbsp;&nbsp; 5.250% | 24058 | &nbsp;&nbsp; 24068 |
| Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates | Credit Suisse First Boston Mortgage-Backed Pass-Through Certificates |
| CMO Series 2004-4 Class 2A4 | CMO Series 2004-4 Class 2A4 | CMO Series 2004-4 Class 2A4 | CMO Series 2004-4 Class 2A4 |
| 09/25/2034 | &nbsp;&nbsp; 5.500% | 55973 | &nbsp;&nbsp; 56973 |
| CMO Series 2004-8 Class 1A4 | CMO Series 2004-8 Class 1A4 | CMO Series 2004-8 Class 1A4 | CMO Series 2004-8 Class 1A4 |
| 12/25/2034 | &nbsp;&nbsp; 5.500% | 85330 | &nbsp;&nbsp; 87024 |
| DBRR Trust<sup>(a),(c)</sup>  | DBRR Trust<sup>(a),(c)</sup>  | DBRR Trust<sup>(a),(c)</sup>  | DBRR Trust<sup>(a),(c)</sup>  |
| CMO Series 2015-LCM Class A2 | CMO Series 2015-LCM Class A2 | CMO Series 2015-LCM Class A2 | CMO Series 2015-LCM Class A2 |
| 06/10/2034 | &nbsp;&nbsp; 3.421% | 3152000 | &nbsp;&nbsp; 3071555 |
| DBRR Trust<sup>(a)</sup>  | DBRR Trust<sup>(a)</sup>  | DBRR Trust<sup>(a)</sup>  | DBRR Trust<sup>(a)</sup>  |
| Series 2015-LCM Class A1 | Series 2015-LCM Class A1 | Series 2015-LCM Class A1 | Series 2015-LCM Class A1 |
| 06/10/2034 | &nbsp;&nbsp; 2.998% | 330670 | &nbsp;&nbsp; 326149 |
| FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  | FMC GMSR Issuer Trust<sup>(a),(c)</sup>  |
| CMO Series 2020-GT1 Class A | CMO Series 2020-GT1 Class A | CMO Series 2020-GT1 Class A | CMO Series 2020-GT1 Class A |
| 01/25/2026 | &nbsp;&nbsp; 4.450% | 5000000 | &nbsp;&nbsp; 4953340 |
| CMO Series 2021-GT1 Class B | CMO Series 2021-GT1 Class B | CMO Series 2021-GT1 Class B | CMO Series 2021-GT1 Class B |
| 07/25/2026 | &nbsp;&nbsp; 4.360% | 6000000 | &nbsp;&nbsp; 5741986 |
| CMO Series 2021-GT2 Class B | CMO Series 2021-GT2 Class B | CMO Series 2021-GT2 Class B | CMO Series 2021-GT2 Class B |
| 10/25/2026 | &nbsp;&nbsp; 4.440% | 3828000 | &nbsp;&nbsp; 3656781 |
| FMC GMSR Issuer Trust<sup>(a)</sup>  | FMC GMSR Issuer Trust<sup>(a)</sup>  | FMC GMSR Issuer Trust<sup>(a)</sup>  | FMC GMSR Issuer Trust<sup>(a)</sup>  |
| CMO Series 2022-GT1 Class B | CMO Series 2022-GT1 Class B | CMO Series 2022-GT1 Class B | CMO Series 2022-GT1 Class B |
| 04/25/2027 | &nbsp;&nbsp; 7.170% | 6000000 | &nbsp;&nbsp; 6011253 |
| CMO Series 2022-GT2 Class B | CMO Series 2022-GT2 Class B | CMO Series 2022-GT2 Class B | CMO Series 2022-GT2 Class B |
| 07/25/2027 | &nbsp;&nbsp; 10.070% | 6000000 | &nbsp;&nbsp; 6010070 |
| Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust | Freddie Mac Seasoned Credit Risk Transfer Trust |
| CMO Series 2024-2 Class MT (FHLMC) | CMO Series 2024-2 Class MT (FHLMC) | CMO Series 2024-2 Class MT (FHLMC) | CMO Series 2024-2 Class MT (FHLMC) |
| 05/25/2064 | &nbsp;&nbsp; 3.500% | 5839964 | &nbsp;&nbsp; 5054939 |
| GSMPS Mortgage Loan Trust<sup>(a),(b)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(b)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(b)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(b)</sup>  |
| CMO Series 2005-RP3 Class 1AF | CMO Series 2005-RP3 Class 1AF | CMO Series 2005-RP3 Class 1AF | CMO Series 2005-RP3 Class 1AF |
| &nbsp;&nbsp; 1-month Term SOFR + 0.464% <br>Floor 0.350%, Cap 10.000% <br>09/25/2035<br>| &nbsp;&nbsp; 4.622% | 368873 | &nbsp;&nbsp; 316742 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| GSMPS Mortgage Loan Trust<sup>(a),(c),(d)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(c),(d)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(c),(d)</sup>  | GSMPS Mortgage Loan Trust<sup>(a),(c),(d)</sup>  |
| CMO Series 2005-RP3 Class 1AS | CMO Series 2005-RP3 Class 1AS | CMO Series 2005-RP3 Class 1AS | CMO Series 2005-RP3 Class 1AS |
| 09/25/2035 | &nbsp;&nbsp; 0.000% | 285877 | &nbsp;&nbsp; 5048 |
| GSR Mortgage Loan Trust | GSR Mortgage Loan Trust | GSR Mortgage Loan Trust | GSR Mortgage Loan Trust |
| CMO Series 2003-7F Class 1A4 | CMO Series 2003-7F Class 1A4 | CMO Series 2003-7F Class 1A4 | CMO Series 2003-7F Class 1A4 |
| 06/25/2033 | &nbsp;&nbsp; 5.250% | 74992 | &nbsp;&nbsp; 75172 |
| GSR Mortgage Loan Trust<sup>(b)</sup>  | GSR Mortgage Loan Trust<sup>(b)</sup>  | GSR Mortgage Loan Trust<sup>(b)</sup>  | GSR Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2005-5F Class 8A3 | CMO Series 2005-5F Class 8A3 | CMO Series 2005-5F Class 8A3 | CMO Series 2005-5F Class 8A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500%, Cap 5.500% <br>06/25/2035<br>| &nbsp;&nbsp; 4.772% | 4391 | &nbsp;&nbsp; 4253 |
| HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2004-3 Class 1A | CMO Series 2004-3 Class 1A | CMO Series 2004-3 Class 1A | CMO Series 2004-3 Class 1A |
| 05/19/2034 | &nbsp;&nbsp; 5.668% | 266117 | &nbsp;&nbsp; 254306 |
| Hundred Acre Wood Trust<sup>(a),(g)</sup>  | Hundred Acre Wood Trust<sup>(a),(g)</sup>  | Hundred Acre Wood Trust<sup>(a),(g)</sup>  | Hundred Acre Wood Trust<sup>(a),(g)</sup>  |
| CMO Series 2018-1 Class A | CMO Series 2018-1 Class A | CMO Series 2018-1 Class A | CMO Series 2018-1 Class A |
| 01/13/2026 | &nbsp;&nbsp; 7.250% | 2000000 | &nbsp;&nbsp; 1940000 |
| Impac CMB Trust<sup>(b)</sup>  | Impac CMB Trust<sup>(b)</sup>  | Impac CMB Trust<sup>(b)</sup>  | Impac CMB Trust<sup>(b)</sup>  |
| CMO Series 2005-4 Class 2A1 | CMO Series 2005-4 Class 2A1 | CMO Series 2005-4 Class 2A1 | CMO Series 2005-4 Class 2A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.714% <br>Floor 0.600%, Cap 10.250% <br>05/25/2035<br>| &nbsp;&nbsp; 4.872% | 80869 | &nbsp;&nbsp; 77430 |
| Impac Secured Assets CMN Owner Trust<sup>(c)</sup>  | Impac Secured Assets CMN Owner Trust<sup>(c)</sup>  | Impac Secured Assets CMN Owner Trust<sup>(c)</sup>  | Impac Secured Assets CMN Owner Trust<sup>(c)</sup>  |
| CMO Series 2003-3 Class A1 | CMO Series 2003-3 Class A1 | CMO Series 2003-3 Class A1 | CMO Series 2003-3 Class A1 |
| 08/25/2033 | &nbsp;&nbsp; 5.200% | 33483 | &nbsp;&nbsp; 33188 |
| Impac Secured Assets Trust<sup>(b)</sup>  | Impac Secured Assets Trust<sup>(b)</sup>  | Impac Secured Assets Trust<sup>(b)</sup>  | Impac Secured Assets Trust<sup>(b)</sup>  |
| CMO Series 2006-1 Class 2A1 | CMO Series 2006-1 Class 2A1 | CMO Series 2006-1 Class 2A1 | CMO Series 2006-1 Class 2A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700%, Cap 11.500% <br>05/25/2036<br>| &nbsp;&nbsp; 4.972% | 20926 | &nbsp;&nbsp; 19558 |
| JPMorgan Mortgage Trust<sup>(c)</sup>  | JPMorgan Mortgage Trust<sup>(c)</sup>  | JPMorgan Mortgage Trust<sup>(c)</sup>  | JPMorgan Mortgage Trust<sup>(c)</sup>  |
| CMO Series 2006-A2 Class 5A3 | CMO Series 2006-A2 Class 5A3 | CMO Series 2006-A2 Class 5A3 | CMO Series 2006-A2 Class 5A3 |
| 11/25/2033 | &nbsp;&nbsp; 6.328% | 35124 | &nbsp;&nbsp; 34745 |
| CMO Series 2007-A1 Class 5A5 | CMO Series 2007-A1 Class 5A5 | CMO Series 2007-A1 Class 5A5 | CMO Series 2007-A1 Class 5A5 |
| 07/25/2035 | &nbsp;&nbsp; 6.195% | 39103 | &nbsp;&nbsp; 39067 |
| LHOME Mortgage Trust<sup>(a),(e)</sup>  | LHOME Mortgage Trust<sup>(a),(e)</sup>  | LHOME Mortgage Trust<sup>(a),(e)</sup>  | LHOME Mortgage Trust<sup>(a),(e)</sup>  |
| CMO Series 2023-RTL2 Class A1 | CMO Series 2023-RTL2 Class A1 | CMO Series 2023-RTL2 Class A1 | CMO Series 2023-RTL2 Class A1 |
| 06/25/2028 | &nbsp;&nbsp; 8.000% | 2126451 | &nbsp;&nbsp; 2123477 |
| CMO Series 2023-RTL4 Class A1 | CMO Series 2023-RTL4 Class A1 | CMO Series 2023-RTL4 Class A1 | CMO Series 2023-RTL4 Class A1 |
| 11/25/2028 | &nbsp;&nbsp; 7.628% | 4165000 | &nbsp;&nbsp; 4190809 |
| MASTR Adjustable Rate Mortgages Trust<sup>(c)</sup>  | MASTR Adjustable Rate Mortgages Trust<sup>(c)</sup>  | MASTR Adjustable Rate Mortgages Trust<sup>(c)</sup>  | MASTR Adjustable Rate Mortgages Trust<sup>(c)</sup>  |
| CMO Series 2004-13 Class 2A1 | CMO Series 2004-13 Class 2A1 | CMO Series 2004-13 Class 2A1 | CMO Series 2004-13 Class 2A1 |
| 04/21/2034 | &nbsp;&nbsp; 6.394% | 42862 | &nbsp;&nbsp; 42200 |
| CMO Series 2004-13 Class 3A7 | CMO Series 2004-13 Class 3A7 | CMO Series 2004-13 Class 3A7 | CMO Series 2004-13 Class 3A7 |
| 11/21/2034 | &nbsp;&nbsp; 5.565% | 78532 | &nbsp;&nbsp; 75380 |
| MASTR Asset Securitization Trust<sup>(a)</sup>  | MASTR Asset Securitization Trust<sup>(a)</sup>  | MASTR Asset Securitization Trust<sup>(a)</sup>  | MASTR Asset Securitization Trust<sup>(a)</sup>  |
| CMO Series 2004-P7 Class A6 | CMO Series 2004-P7 Class A6 | CMO Series 2004-P7 Class A6 | CMO Series 2004-P7 Class A6 |
| 12/27/2033 | &nbsp;&nbsp; 5.500% | 15520 | &nbsp;&nbsp; 13340 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| MASTR Seasoned Securities Trust | MASTR Seasoned Securities Trust | MASTR Seasoned Securities Trust | MASTR Seasoned Securities Trust |
| CMO Series 2004-2 Class A1 | CMO Series 2004-2 Class A1 | CMO Series 2004-2 Class A1 | CMO Series 2004-2 Class A1 |
| 08/25/2032 | &nbsp;&nbsp; 6.500% | 51706 | &nbsp;&nbsp; 51345 |
| CMO Series 2004-2 Class A2 | CMO Series 2004-2 Class A2 | CMO Series 2004-2 Class A2 | CMO Series 2004-2 Class A2 |
| 08/25/2032 | &nbsp;&nbsp; 6.500% | 81436 | &nbsp;&nbsp; 81343 |
| Merrill Lynch Mortgage Investors Trust<sup>(b)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(b)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(b)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(b)</sup>  |
| CMO Series 2003-A Class 2A1 | CMO Series 2003-A Class 2A1 | CMO Series 2003-A Class 2A1 | CMO Series 2003-A Class 2A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.894% <br>Floor 0.780%, Cap 11.750% <br>03/25/2028<br>| &nbsp;&nbsp; 5.052% | 11300 | &nbsp;&nbsp; 9976 |
| CMO Series 2003-E Class A1 | CMO Series 2003-E Class A1 | CMO Series 2003-E Class A1 | CMO Series 2003-E Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.734% <br>Floor 0.620%, Cap 11.750% <br>10/25/2028<br>| &nbsp;&nbsp; 4.892% | 66054 | &nbsp;&nbsp; 62847 |
| CMO Series 2004-A Class A1 | CMO Series 2004-A Class A1 | CMO Series 2004-A Class A1 | CMO Series 2004-A Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.574% <br>Floor 0.460%, Cap 11.750% <br>04/25/2029<br>| &nbsp;&nbsp; 4.732% | 63791 | &nbsp;&nbsp; 58981 |
| CMO Series 2004-G Class A2 | CMO Series 2004-G Class A2 | CMO Series 2004-G Class A2 | CMO Series 2004-G Class A2 |
| &nbsp;&nbsp; 6-month Term SOFR + 1.028% <br>Floor 0.600%, Cap 11.750% <br>01/25/2030<br>| &nbsp;&nbsp; 5.255% | 5237 | &nbsp;&nbsp; 5081 |
| Merrill Lynch Mortgage Investors Trust<sup>(c)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(c)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(c)</sup>  | Merrill Lynch Mortgage Investors Trust<sup>(c)</sup>  |
| CMO Series 2004-1 Class 2A1 | CMO Series 2004-1 Class 2A1 | CMO Series 2004-1 Class 2A1 | CMO Series 2004-1 Class 2A1 |
| 12/25/2034 | &nbsp;&nbsp; 5.323% | 58617 | &nbsp;&nbsp; 55148 |
| CMO Series 2004-A4 Class A2 | CMO Series 2004-A4 Class A2 | CMO Series 2004-A4 Class A2 | CMO Series 2004-A4 Class A2 |
| 08/25/2034 | &nbsp;&nbsp; 5.119% | 63953 | &nbsp;&nbsp; 60894 |
| MFA Trust<sup>(a),(c)</sup>  | MFA Trust<sup>(a),(c)</sup>  | MFA Trust<sup>(a),(c)</sup>  | MFA Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 |
| 11/25/2064 | &nbsp;&nbsp; 1.029% | 562946 | &nbsp;&nbsp; 505082 |
| Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2004-3 Class 4A | CMO Series 2004-3 Class 4A | CMO Series 2004-3 Class 4A | CMO Series 2004-3 Class 4A |
| 04/25/2034 | &nbsp;&nbsp; 5.619% | 71952 | &nbsp;&nbsp; 71004 |
| NACC Reperforming Loan Remic Trust<sup>(a)</sup>  | NACC Reperforming Loan Remic Trust<sup>(a)</sup>  | NACC Reperforming Loan Remic Trust<sup>(a)</sup>  | NACC Reperforming Loan Remic Trust<sup>(a)</sup>  |
| CMO Series 2004-R2 Class A1 | CMO Series 2004-R2 Class A1 | CMO Series 2004-R2 Class A1 | CMO Series 2004-R2 Class A1 |
| 10/25/2034 | &nbsp;&nbsp; 6.500% | 61685 | &nbsp;&nbsp; 55715 |
| New Residential Mortgage Loan Trust<sup>(a),(c)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(c)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(c)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(c)</sup>  |
| CMO Series 2019-NQM4 Class A1 | CMO Series 2019-NQM4 Class A1 | CMO Series 2019-NQM4 Class A1 | CMO Series 2019-NQM4 Class A1 |
| 09/25/2059 | &nbsp;&nbsp; 2.492% | 140425 | &nbsp;&nbsp; 134553 |
| New Residential Mortgage Loan Trust<sup>(a),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(e)</sup>  | New Residential Mortgage Loan Trust<sup>(a),(e)</sup>  |
| CMO Series 2024-RTL1 Class A1 | CMO Series 2024-RTL1 Class A1 | CMO Series 2024-RTL1 Class A1 | CMO Series 2024-RTL1 Class A1 |
| 03/25/2039 | &nbsp;&nbsp; 6.664% | 4515000 | &nbsp;&nbsp; 4549929 |
| NRM Excess Owner LLC<sup>(a)</sup>  | NRM Excess Owner LLC<sup>(a)</sup>  | NRM Excess Owner LLC<sup>(a)</sup>  | NRM Excess Owner LLC<sup>(a)</sup>  |
| CMO Series 2025-FHT1 Class A | CMO Series 2025-FHT1 Class A | CMO Series 2025-FHT1 Class A | CMO Series 2025-FHT1 Class A |
| 03/25/2032 | &nbsp;&nbsp; 6.545% | 4776498 | &nbsp;&nbsp; 4834299 |
| NRZ Excess Spread-Collateralized Notes<sup>(a)</sup>  | NRZ Excess Spread-Collateralized Notes<sup>(a)</sup>  | NRZ Excess Spread-Collateralized Notes<sup>(a)</sup>  | NRZ Excess Spread-Collateralized Notes<sup>(a)</sup>  |
| Series 2020-PLS1 Class A | Series 2020-PLS1 Class A | Series 2020-PLS1 Class A | Series 2020-PLS1 Class A |
| 12/25/2025 | &nbsp;&nbsp; 3.844% | 1032091 | &nbsp;&nbsp; 1028401 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Pretium Mortgage Credit Partners LLC<sup>(a),(e)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(e)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(e)</sup>  | Pretium Mortgage Credit Partners LLC<sup>(a),(e)</sup>  |
| CMO Series 2021-RN3 Class A1 | CMO Series 2021-RN3 Class A1 | CMO Series 2021-RN3 Class A1 | CMO Series 2021-RN3 Class A1 |
| 09/25/2051 | &nbsp;&nbsp; 4.843% | 3203747 | &nbsp;&nbsp; 3204920 |
| Residential Asset Mortgage Products Trust | Residential Asset Mortgage Products Trust | Residential Asset Mortgage Products Trust | Residential Asset Mortgage Products Trust |
| CMO Series 2004-SL2 Class A3 | CMO Series 2004-SL2 Class A3 | CMO Series 2004-SL2 Class A3 | CMO Series 2004-SL2 Class A3 |
| 10/25/2031 | &nbsp;&nbsp; 7.000% | 91602 | &nbsp;&nbsp; 92700 |
| Residential Asset Securitization Trust<sup>(c)</sup>  | Residential Asset Securitization Trust<sup>(c)</sup>  | Residential Asset Securitization Trust<sup>(c)</sup>  | Residential Asset Securitization Trust<sup>(c)</sup>  |
| CMO Series 2004-IP2 Class 1A1 | CMO Series 2004-IP2 Class 1A1 | CMO Series 2004-IP2 Class 1A1 | CMO Series 2004-IP2 Class 1A1 |
| 12/25/2034 | &nbsp;&nbsp; 6.193% | 132492 | &nbsp;&nbsp; 132863 |
| Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust | Seasoned Credit Risk Transfer Trust |
| CMO Series 2019-3 Class MB (FHLMC) | CMO Series 2019-3 Class MB (FHLMC) | CMO Series 2019-3 Class MB (FHLMC) | CMO Series 2019-3 Class MB (FHLMC) |
| 10/25/2058 | &nbsp;&nbsp; 3.500% | 1570000 | &nbsp;&nbsp; 1314260 |
| CMO Series 2019-4 Class M55D (FHLMC) | CMO Series 2019-4 Class M55D (FHLMC) | CMO Series 2019-4 Class M55D (FHLMC) | CMO Series 2019-4 Class M55D (FHLMC) |
| 02/25/2059 | &nbsp;&nbsp; 4.000% | 1378332 | &nbsp;&nbsp; 1293463 |
| CMO Series 2025-1 Class MTU (FHLMC) | CMO Series 2025-1 Class MTU (FHLMC) | CMO Series 2025-1 Class MTU (FHLMC) | CMO Series 2025-1 Class MTU (FHLMC) |
| 11/25/2064 | &nbsp;&nbsp; 3.250% | 4147707 | &nbsp;&nbsp; 3550240 |
| Seasoned Loans Structured Transaction | Seasoned Loans Structured Transaction | Seasoned Loans Structured Transaction | Seasoned Loans Structured Transaction |
| CMO Series 2018-2 Class A1 | CMO Series 2018-2 Class A1 | CMO Series 2018-2 Class A1 | CMO Series 2018-2 Class A1 |
| 11/25/2028 | &nbsp;&nbsp; 3.500% | 2272231 | &nbsp;&nbsp; 2211832 |
| Sequoia Mortgage Trust<sup>(b)</sup>  | Sequoia Mortgage Trust<sup>(b)</sup>  | Sequoia Mortgage Trust<sup>(b)</sup>  | Sequoia Mortgage Trust<sup>(b)</sup>  |
| CMO Series 2003-1 Class 1A | CMO Series 2003-1 Class 1A | CMO Series 2003-1 Class 1A | CMO Series 2003-1 Class 1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.874% <br>Floor 0.760%, Cap 12.500% <br>04/20/2033<br>| &nbsp;&nbsp; 5.010% | 147082 | &nbsp;&nbsp; 138437 |
| CMO Series 2003-8 Class A1 | CMO Series 2003-8 Class A1 | CMO Series 2003-8 Class A1 | CMO Series 2003-8 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.754% <br>Floor 0.640%, Cap 11.500% <br>01/20/2034<br>| &nbsp;&nbsp; 4.890% | 89501 | &nbsp;&nbsp; 86996 |
| CMO Series 2004-11 Class A1 | CMO Series 2004-11 Class A1 | CMO Series 2004-11 Class A1 | CMO Series 2004-11 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.714% <br>Floor 0.600%, Cap 11.500% <br>12/20/2034<br>| &nbsp;&nbsp; 4.850% | 70650 | &nbsp;&nbsp; 64770 |
| CMO Series 2004-12 Class A3 | CMO Series 2004-12 Class A3 | CMO Series 2004-12 Class A3 | CMO Series 2004-12 Class A3 |
| &nbsp;&nbsp; 6-month Term SOFR + 0.748% <br>Floor 0.320%, Cap 11.500% <br>01/20/2035<br>| &nbsp;&nbsp; 4.579% | 45119 | &nbsp;&nbsp; 44513 |
| Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  | Starwood Mortgage Residential Trust<sup>(a),(c)</sup>  |
| CMO Series 2020-3 Class A1 | CMO Series 2020-3 Class A1 | CMO Series 2020-3 Class A1 | CMO Series 2020-3 Class A1 |
| 04/25/2065 | &nbsp;&nbsp; 1.486% | 210838 | &nbsp;&nbsp; 206038 |
| CMO Series 2020-INV1 Class A1 | CMO Series 2020-INV1 Class A1 | CMO Series 2020-INV1 Class A1 | CMO Series 2020-INV1 Class A1 |
| 11/25/2055 | &nbsp;&nbsp; 1.027% | 179816 | &nbsp;&nbsp; 172684 |
| CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 |
| 05/25/2065 | &nbsp;&nbsp; 1.219% | 311236 | &nbsp;&nbsp; 292327 |
| CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 |
| 08/25/2056 | &nbsp;&nbsp; 1.162% | 1307924 | &nbsp;&nbsp; 1167431 |
| Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2004-4 Class 5A | CMO Series 2004-4 Class 5A | CMO Series 2004-4 Class 5A | CMO Series 2004-4 Class 5A |
| 04/25/2034 | &nbsp;&nbsp; 5.117% | 51555 | &nbsp;&nbsp; 48116 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(b)</sup>  |
| CMO Series 2004-AR5 Class 1A1 | CMO Series 2004-AR5 Class 1A1 | CMO Series 2004-AR5 Class 1A1 | CMO Series 2004-AR5 Class 1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.774% <br>Floor 0.660%, Cap 11.000% <br>10/19/2034<br>| &nbsp;&nbsp; 4.908% | 86958 | &nbsp;&nbsp; 83722 |
| CMO Series 2005-AR5 Class A3 | CMO Series 2005-AR5 Class A3 | CMO Series 2005-AR5 Class A3 | CMO Series 2005-AR5 Class A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500%, Cap 11.000% <br>07/19/2035<br>| &nbsp;&nbsp; 4.748% | 49569 | &nbsp;&nbsp; 48771 |
| Structured Asset Securities Corp.<sup>(e)</sup>  | Structured Asset Securities Corp.<sup>(e)</sup>  | Structured Asset Securities Corp.<sup>(e)</sup>  | Structured Asset Securities Corp.<sup>(e)</sup>  |
| CMO Series 2004-4XS Class 1A5 | CMO Series 2004-4XS Class 1A5 | CMO Series 2004-4XS Class 1A5 | CMO Series 2004-4XS Class 1A5 |
| 02/25/2034 | &nbsp;&nbsp; 5.490% | 148836 | &nbsp;&nbsp; 146671 |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates<sup>(c)</sup>  | Structured Asset Securities Corp. Mortgage Pass-Through Certificates<sup>(c)</sup>  | Structured Asset Securities Corp. Mortgage Pass-Through Certificates<sup>(c)</sup>  | Structured Asset Securities Corp. Mortgage Pass-Through Certificates<sup>(c)</sup>  |
| CMO Series 2003-34A Class 3A3 | CMO Series 2003-34A Class 3A3 | CMO Series 2003-34A Class 3A3 | CMO Series 2003-34A Class 3A3 |
| 11/25/2033 | &nbsp;&nbsp; 5.610% | 69901 | &nbsp;&nbsp; 69451 |
| CMO Series 2003-40A Class 3A2 | CMO Series 2003-40A Class 3A2 | CMO Series 2003-40A Class 3A2 | CMO Series 2003-40A Class 3A2 |
| 01/25/2034 | &nbsp;&nbsp; 5.112% | 55940 | &nbsp;&nbsp; 54584 |
| Thornburg Mortgage Securities Trust<sup>(c)</sup>  | Thornburg Mortgage Securities Trust<sup>(c)</sup>  | Thornburg Mortgage Securities Trust<sup>(c)</sup>  | Thornburg Mortgage Securities Trust<sup>(c)</sup>  |
| CMO Series 2004-4 Class 3A | CMO Series 2004-4 Class 3A | CMO Series 2004-4 Class 3A | CMO Series 2004-4 Class 3A |
| 12/25/2044 | &nbsp;&nbsp; 5.647% | 45975 | &nbsp;&nbsp; 44863 |
| Vendee Mortgage Trust | Vendee Mortgage Trust | Vendee Mortgage Trust | Vendee Mortgage Trust |
| CMO Series 1998-2 Class 1G | CMO Series 1998-2 Class 1G | CMO Series 1998-2 Class 1G | CMO Series 1998-2 Class 1G |
| 06/15/2028 | &nbsp;&nbsp; 6.750% | 40709 | &nbsp;&nbsp; 41841 |
| Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(e)</sup>  | Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(e)</sup>  | Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(e)</sup>  | Vericrest Opportunity Loan Transferee XCVII LLC<sup>(a),(e)</sup>  |
| CMO Series 2021-NPL6 Class A1 | CMO Series 2021-NPL6 Class A1 | CMO Series 2021-NPL6 Class A1 | CMO Series 2021-NPL6 Class A1 |
| 04/25/2051 | &nbsp;&nbsp; 5.240% | 153723 | &nbsp;&nbsp; 153697 |
| Vericrest Opportunity Loan Trust CI LLC<sup>(a),(e)</sup>  | Vericrest Opportunity Loan Trust CI LLC<sup>(a),(e)</sup>  | Vericrest Opportunity Loan Trust CI LLC<sup>(a),(e)</sup>  | Vericrest Opportunity Loan Trust CI LLC<sup>(a),(e)</sup>  |
| CMO Series 2021-NP10 Class A1 | CMO Series 2021-NP10 Class A1 | CMO Series 2021-NP10 Class A1 | CMO Series 2021-NP10 Class A1 |
| 05/25/2051 | &nbsp;&nbsp; 5.992% | 179924 | &nbsp;&nbsp; 179888 |
| Verus Securitization Trust<sup>(a),(c)</sup>  | Verus Securitization Trust<sup>(a),(c)</sup>  | Verus Securitization Trust<sup>(a),(c)</sup>  | Verus Securitization Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 | CMO Series 2021-1 Class A1 |
| 01/25/2066 | &nbsp;&nbsp; 0.815% | 447456 | &nbsp;&nbsp; 408864 |
| CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 |
| 02/25/2066 | &nbsp;&nbsp; 1.031% | 885935 | &nbsp;&nbsp; 803716 |
| CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 | CMO Series 2021-3 Class A1 |
| 06/25/2066 | &nbsp;&nbsp; 1.046% | 1009086 | &nbsp;&nbsp; 883658 |
| CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 | CMO Series 2021-4 Class A1 |
| 07/25/2066 | &nbsp;&nbsp; 0.938% | 1287653 | &nbsp;&nbsp; 1086339 |
| CMO Series 2021-8 Class A1 | CMO Series 2021-8 Class A1 | CMO Series 2021-8 Class A1 | CMO Series 2021-8 Class A1 |
| 11/25/2066 | &nbsp;&nbsp; 1.824% | 1331674 | &nbsp;&nbsp; 1232729 |
| CMO Series 2021-R1 Class A1 | CMO Series 2021-R1 Class A1 | CMO Series 2021-R1 Class A1 | CMO Series 2021-R1 Class A1 |
| 10/25/2063 | &nbsp;&nbsp; 0.820% | 217352 | &nbsp;&nbsp; 211099 |
| CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 | CMO Series 2021-R3 Class A1 |
| 04/25/2064 | &nbsp;&nbsp; 1.020% | 412324 | &nbsp;&nbsp; 392962 |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  |
| CMO Series 2003-AR11 Class A6 | CMO Series 2003-AR11 Class A6 | CMO Series 2003-AR11 Class A6 | CMO Series 2003-AR11 Class A6 |
| 10/25/2033 | &nbsp;&nbsp; 5.818% | 115580 | &nbsp;&nbsp; 109392 |
| CMO Series 2003-AR5 Class A7 | CMO Series 2003-AR5 Class A7 | CMO Series 2003-AR5 Class A7 | CMO Series 2003-AR5 Class A7 |
| 06/25/2033 | &nbsp;&nbsp; 5.690% | 42063 | &nbsp;&nbsp; 42140 |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CMO Series 2003-AR6 Class A1 | CMO Series 2003-AR6 Class A1 | CMO Series 2003-AR6 Class A1 | CMO Series 2003-AR6 Class A1 |
| 06/25/2033 | &nbsp;&nbsp; 6.332% | 32169 | &nbsp;&nbsp; 31743 |
| CMO Series 2003-AR7 Class A7 | CMO Series 2003-AR7 Class A7 | CMO Series 2003-AR7 Class A7 | CMO Series 2003-AR7 Class A7 |
| 08/25/2033 | &nbsp;&nbsp; 5.600% | 63562 | &nbsp;&nbsp; 63262 |
| CMO Series 2004-AR3 Class A2 | CMO Series 2004-AR3 Class A2 | CMO Series 2004-AR3 Class A2 | CMO Series 2004-AR3 Class A2 |
| 06/25/2034 | &nbsp;&nbsp; 5.320% | 34479 | &nbsp;&nbsp; 32684 |
| Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup>  | Wells Fargo Mortgage-Backed Securities Trust<sup>(c)</sup>  |
| CMO Series 2004-U Class A1 | CMO Series 2004-U Class A1 | CMO Series 2004-U Class A1 | CMO Series 2004-U Class A1 |
| 10/25/2034 | &nbsp;&nbsp; 6.810% | 64586 | &nbsp;&nbsp; 63848 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $86,411,410) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $86,411,410) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $86,411,410) | &nbsp;&nbsp; **83858773** |
| **U.S. Treasury Obligations 16.3%** | **U.S. Treasury Obligations 16.3%** | **U.S. Treasury Obligations 16.3%** | **U.S. Treasury Obligations 16.3%** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury | U.S. Treasury |
| 09/30/2027 | &nbsp;&nbsp; 3.500% | 716000 | &nbsp;&nbsp; 714490 |
| 09/15/2028 | &nbsp;&nbsp; 3.375% | 21241000 | &nbsp;&nbsp; 21096628 |
| 05/31/2029 | &nbsp;&nbsp; 4.500% | 4130000 | &nbsp;&nbsp; 4246156 |
| 03/31/2030 | &nbsp;&nbsp; 3.625% | 24184000 | &nbsp;&nbsp; 24085753 |
| 06/30/2030 | &nbsp;&nbsp; 3.750% | 8567000 | &nbsp;&nbsp; 8571016 |
| 07/31/2030 | &nbsp;&nbsp; 3.875% | 10164000 | &nbsp;&nbsp; 10225937 |
| 08/31/2030 | &nbsp;&nbsp; 4.125% | 15553000 | &nbsp;&nbsp; 15814242 |
| 09/30/2030 | &nbsp;&nbsp; 3.625% | 74413000 | &nbsp;&nbsp; 74035121 |
| 09/30/2030 | &nbsp;&nbsp; 4.625% | 16175000 | &nbsp;&nbsp; 16813154 |
| 05/31/2031 | &nbsp;&nbsp; 4.625% | 2710000 | &nbsp;&nbsp; 2821152 |
| 02/15/2032 | &nbsp;&nbsp; 1.875% | 5172000 | &nbsp;&nbsp; 4588938 |
| 09/30/2032 | &nbsp;&nbsp; 3.750% | 2990000 | &nbsp;&nbsp; 2980189 |
| 11/15/2034 | &nbsp;&nbsp; 4.250% | 18613800 | &nbsp;&nbsp; 18829022 |
| 08/15/2035 | &nbsp;&nbsp; 4.250% | 42701000 | &nbsp;&nbsp; 43047946 |
| 11/15/2040 | &nbsp;&nbsp; 1.375% | 5352000 | &nbsp;&nbsp; 3489671 |
| 02/15/2041 | &nbsp;&nbsp; 4.750% | 2185000 | &nbsp;&nbsp; 2241332 |
| 05/15/2041 | &nbsp;&nbsp; 2.250% | 9815000 | &nbsp;&nbsp; 7270768 |
| 08/15/2041 | &nbsp;&nbsp; 1.750% | 40579000 | &nbsp;&nbsp; 27530315 |
| 11/15/2041 | &nbsp;&nbsp; 2.000% | 34101000 | &nbsp;&nbsp; 23945296 |
| 11/15/2041 | &nbsp;&nbsp; 3.125% | 1443000 | &nbsp;&nbsp; 1201523 |
| 02/15/2042 | &nbsp;&nbsp; 2.375% | 9439000 | &nbsp;&nbsp; 6992234 |
| 02/15/2043 | &nbsp;&nbsp; 3.125% | 1799000 | &nbsp;&nbsp; 1467872 |
| 11/15/2043 | &nbsp;&nbsp; 3.750% | 3558000 | &nbsp;&nbsp; 3149942 |
| 11/15/2043 | &nbsp;&nbsp; 4.750% | 4972700 | &nbsp;&nbsp; 5025535 |
| 02/15/2044 | &nbsp;&nbsp; 3.625% | 8623000 | &nbsp;&nbsp; 7483147 |
| 05/15/2044 | &nbsp;&nbsp; 3.375% | 4501000 | &nbsp;&nbsp; 3754819 |

---

---

| | | | |
|:---|:---|:---|:---|
| **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** | **U.S. Treasury Obligations (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 02/15/2045 | &nbsp;&nbsp; 2.500% | 10645000 | &nbsp;&nbsp; 7624481 |
| 08/15/2045 | &nbsp;&nbsp; 4.875% | 66103000 | &nbsp;&nbsp; 67579989 |
| 05/15/2046 | &nbsp;&nbsp; 2.500% | 11063000 | &nbsp;&nbsp; 7775215 |
| 08/15/2046 | &nbsp;&nbsp; 2.250% | 2026000 | &nbsp;&nbsp; 1350772 |
| 02/15/2047 | &nbsp;&nbsp; 3.000% | 11431000 | &nbsp;&nbsp; 8725068 |
| 02/15/2048 | &nbsp;&nbsp; 3.000% | 41421000 | &nbsp;&nbsp; 31272855 |
| 05/15/2048 | &nbsp;&nbsp; 3.125% | 23559000 | &nbsp;&nbsp; 18162517 |
| 08/15/2048 | &nbsp;&nbsp; 3.000% | 27384000 | &nbsp;&nbsp; 20585066 |
| 11/15/2048 | &nbsp;&nbsp; 3.375% | 4434000 | &nbsp;&nbsp; 3561056 |
| 02/15/2049 | &nbsp;&nbsp; 3.000% | 27743000 | &nbsp;&nbsp; 20772571 |
| 08/15/2049 | &nbsp;&nbsp; 2.250% | 14230000 | &nbsp;&nbsp; 9082742 |
| 02/15/2050 | &nbsp;&nbsp; 2.000% | 2074000 | &nbsp;&nbsp; 1240187 |
| 02/15/2051 | &nbsp;&nbsp; 1.875% | 2997000 | &nbsp;&nbsp; 1711568 |
| 05/15/2051 | &nbsp;&nbsp; 2.375% | 11127000 | &nbsp;&nbsp; 7157790 |
| 02/15/2052 | &nbsp;&nbsp; 2.250% | 6249000 | &nbsp;&nbsp; 3875356 |
| 11/15/2054 | &nbsp;&nbsp; 4.500% | 3758700 | &nbsp;&nbsp; 3619511 |
| 05/15/2055 | &nbsp;&nbsp; 4.750% | 35713000 | &nbsp;&nbsp; 35824603 |
| U.S. Treasury<sup>(i)</sup>  | U.S. Treasury<sup>(i)</sup>  | U.S. Treasury<sup>(i)</sup>  | U.S. Treasury<sup>(i)</sup>  |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 02/15/2032 | &nbsp;&nbsp; 0.000% | 8418000 | &nbsp;&nbsp; 6535097 |
| 11/15/2033 | &nbsp;&nbsp; 0.000% | 2083000 | &nbsp;&nbsp; 1488886 |
| 02/15/2034 | &nbsp;&nbsp; 0.000% | 4400000 | &nbsp;&nbsp; 3104777 |
| 05/15/2034 | &nbsp;&nbsp; 0.000% | 2400000 | &nbsp;&nbsp; 1672954 |
| 11/15/2034 | &nbsp;&nbsp; 0.000% | 1850000 | &nbsp;&nbsp; 1256413 |
| 11/15/2040 | &nbsp;&nbsp; 0.000% | 32426000 | &nbsp;&nbsp; 15845403 |
| 02/15/2041 | &nbsp;&nbsp; 0.000% | 6430822 | &nbsp;&nbsp; 3096784 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $643,810,651) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $643,810,651) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $643,810,651) | &nbsp;&nbsp; **624343859** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Money Market Funds 3.5%** | **Money Market Funds 3.5%** | **Money Market Funds 3.5%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 4.265%<sup>(m),(n)</sup> <br>| &nbsp;&nbsp; 131769395 | &nbsp;&nbsp; 131729865 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $131,722,952) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $131,722,952) | &nbsp;&nbsp; **131729865** |
| **Total Investments in Securities** <br>**(Cost: $3,873,189,386)** | **Total Investments in Securities** <br>**(Cost: $3,873,189,386)** | &nbsp;&nbsp; **3841087266** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **(18373575)**<br>|
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **3822713691** |

---

At September 30, 2025, securities and/or cash totaling $4,344,100 were pledged as collateral.

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

**Investments in derivatives** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** | **Long futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| U.S. Treasury 10-Year Note | 332 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 37350000 | &nbsp;&nbsp;&nbsp;&nbsp; 149618 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 5-Year Note | 1117 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 121971165 | &nbsp;&nbsp;&nbsp;&nbsp; 128577 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra 10-Year Note | 317 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 36479766 | &nbsp;&nbsp;&nbsp;&nbsp; 418658 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra Bond | 330 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 39620625 | &nbsp;&nbsp;&nbsp;&nbsp; 975369 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1672222 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** | **Short futures contracts** |
| **Description** | **Number of** <br>**contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br>**date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading** <br>**currency**<br>| &nbsp;&nbsp;&nbsp; **Notional** <br>**amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized** <br>**depreciation ($)**<br>|
| U.S. Long Bond | (124) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (14457625)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (291795)<br>|
| U.S. Treasury 2-Year Note | (24) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (5001563)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5285)<br>|
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (297080)<br>|

---

**Notes to Portfolio of Investments** 

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents privately placed and other securities and instruments exempt from Securities
 and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only
 to qualified institutional buyers. At September 30, 2025, the total value of these securities amounted to $721,074,267, which represents 18.86% of total net assets.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Variable rate security. The interest rate shown was the current rate as of September
 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Variable or floating rate security, the interest rate of which adjusts periodically
 based on changes in current interest rates and prepayments on the underlying pool
 of assets. The interest rate shown was the current rate as of September 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(d) Represents interest only securities which have the right to receive the monthly interest
 payments on an underlying pool of mortgage loans.

&nbsp;&nbsp;&nbsp;&nbsp;(e) Represents a variable rate security with a step coupon where the rate adjusts according
 to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the
 current rate as of September 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(f) Represents a security in default.

&nbsp;&nbsp;&nbsp;&nbsp;(g) Valuation based on significant unobservable inputs.

&nbsp;&nbsp;&nbsp;&nbsp;(h) Represents principal only securities which have the right to receive the principal
 portion only on an underlying pool of mortgage loans.

&nbsp;&nbsp;&nbsp;&nbsp;(i) Zero coupon bond.

&nbsp;&nbsp;&nbsp;&nbsp;(j) Perpetual security with no specified maturity date.

&nbsp;&nbsp;&nbsp;&nbsp;(k) Represents a security purchased on a when-issued basis.

&nbsp;&nbsp;&nbsp;&nbsp;(l) Principal and interest may not be guaranteed by a governmental entity.

&nbsp;&nbsp;&nbsp;&nbsp;(m) The rate shown is the seven-day current annualized yield at September 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;(n) Under the Investment Company Act of 1940, an affiliated company is one in which the Fund owns 5% or more of the company's outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the
 holdings and transactions in these affiliated companies during the period ended September 30, 2025 are as follows:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated issuers** | **Beginning** <br>**of period($)**<br>| **Purchases($)** | **Sales($)** | **Net change in** <br>**unrealized** <br>**appreciation** <br>**(depreciation)($)**<br>| **End of** <br>**period($)**<br>| **Realized gain** <br>**(loss)($)**<br>| **Dividends($)** | **End of** <br>**period shares**<br>|
| Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% | Columbia Short-Term Cash Fund, 4.265% |
|  | 36745886 | &nbsp;&nbsp; 2043978638 | &nbsp;&nbsp; (1949001713)<br>| &nbsp;&nbsp; 7054 | &nbsp;&nbsp; 131729865 | &nbsp;&nbsp; 40416 | &nbsp;&nbsp; 4255272 | &nbsp;&nbsp; 131769395 |

---

**Abbreviation Legend** 

---

| | |
|:---|:---|
| BAM | Build America Mutual Assurance Co. |
| CMO | Collateralized Mortgage Obligation |
| CMT | Constant Maturity Treasury |
| FHLMC | Federal Home Loan Mortgage Corporation |
| MTA | Monthly Treasury Average |
| SOFR | Secured Overnight Financing Rate |

---

Variable Portfolio – Partners Core Bond Fund \| 2025

------

Portfolio of Investments (continued)

Variable Portfolio – Partners Core Bond Fund, September 30, 2025 (Unaudited)

**Abbreviation Legend (continued)**

STRIPS Separate Trading of Registered Interest and Principal Securities <br> TBA To Be Announced

**Currency Legend** 

USD US Dollar

Investments are valued using policies described in the Notes to Financial Statements included within the most recent financial statements and additional information.

Variable Portfolio – Partners Core Bond Fund \| 2025

------

You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.

3QT7052_12_D01_(11/25)

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Variable Series Trust II

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Variable Portfolio - Partners Core Bond Fund

- **b. EDGAR series identifier (if any):** S000028690

- **c. LEI of Series:** 549300GHOJ3FWRULCJ38

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $3894086480.59

**Total Liabilities:** $71238794.35

**Net Assets:** $3822847686.24

**Delayed Delivery Securities:** $69369633.57

**Cash Not Reported:** $4015.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 19292.198700000000 | **1-Year:** 21637.961300000000 | **5-Year:** 256149.915300000000 | **10-Year:** 373425.573900000000 | **30-Year:** 744703.871500001000

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

- **3-Month:** 3210.857400000000 | **1-Year:** 23724.563400000000 | **5-Year:** 37377.730500000000 | **10-Year:** 29512.109200000000 | **30-Year:** 55164.236700000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087798 | -0.18%               | 1.17%                | 1.15%                |
| Class ID C000087799 | -0.13%               | 1.17%                | 1.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1361538.52             | $-17151251.50                              |
| Month 2  | $4502511.90              | $26394631.21                               |
| Month 3  | $4167521.10              | $24960134.92                               |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1396100.76   | 0.04%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3196000 | PA      | $3213200.57   | 0.08%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $2701307.40   | 0.07%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_25-2          | AMXCA_25-2                                    | CUSIP: 02582JKP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4483000 | PA      | $4525231.20   | 0.12%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_25-5          | AMXCA_25-5                                    | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5411000 | PA      | $5527080.56   | 0.14%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_25-4          | AMXCA_25-4                                    | CUSIP: 02582JKV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7877000 | PA      | $7959239.82   | 0.21%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_23-4          | AMXCA_23-4                                    | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3552000 | PA      | $3673153.04   | 0.10%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1263648.67   | 0.03%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                         | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    605000 | PA      | $484924.83    | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                      | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    549000 | PA      | $565186.22    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1048413.67   | 0.03%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                | AMERICAN TRANSMISSION SYSTEMS INC             | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $436654.75    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                      | AMERICAN WATER CAPITAL CORP                   | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    251000 | PA      | $206193.95    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2              | AMCAR_23-2                                    | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1709771 | PA      | $1722285.06   | 0.05%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1              | AMCAR_23-1                                    | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462594 | PA      | $464219.01    | 0.01%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC SUPER               | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1164688 | PA      | $1056568.59   | 0.03%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC SUPER               | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1373462 | PA      | $1242847.27   | 0.03%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_197                                            | FHLMC_197                                     | CUSIP: 31351BWQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     18430 | PA      | $17651.76     | 0.00%             | 2028-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA_99-7                                                        | FNMA_99-7                                     | CUSIP: 31359VLW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     25752 | PA      | $26022.03     | 0.00%             | 2029-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-75                                            | FNMA_11-75                                    | CUSIP: 3136A0GK7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     53232 | PA      | $53125.98     | 0.00%             | 2041-08-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-118                                           | FNMA_11-118                                   | CUSIP: 3136A12F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    197583 | PA      | $211249.56    | 0.01%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNR_11-117                                            | FNMA_11-117                                   | CUSIP: 3136A14A0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1041828 | PA      | $1032178.13   | 0.03%             | 2041-11-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-117                                           | FNMA_11-117                                   | CUSIP: 3136A14M4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    450024 | PA      | $445697.95    | 0.01%             | 2041-11-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-118                                           | FNMA_11-118                                   | CUSIP: 3136A1Y82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    223657 | PA      | $239630.16    | 0.01%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-111                                           | FNMA_11-111                                   | CUSIP: 3136A2HP1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1078178 | PA      | $1047442.74   | 0.03%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-127                                           | FNMA_11-127                                   | CUSIP: 3136A2SV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    480824 | PA      | $475844.26    | 0.01%             | 2041-12-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-12                                            | FNMA_12-12                                    | CUSIP: 3136A32U4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    475385 | PA      | $471568.95    | 0.01%             | 2042-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-142                                           | FNMA_11-142                                   | CUSIP: 3136A3NR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    539064 | PA      | $534901.23    | 0.01%             | 2042-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-47                                            | FNMA_12-47                                    | CUSIP: 3136A6EJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    639693 | PA      | $634477.33    | 0.02%             | 2042-05-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-106                                           | FNMA_12-106                                   | CUSIP: 3136A9AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    427304 | PA      | $422167.30    | 0.01%             | 2042-10-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-151                                           | FNMA_12-151                                   | CUSIP: 3136AA5N1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    430169 | PA      | $375352.58    | 0.01%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-11                                            | FNMA_13-11                                    | CUSIP: 3136ABZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     39473 | PA      | $36285.53     | 0.00%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-49                                            | FNMA_13-49C                                   | CUSIP: 3136AD7G8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    584749 | PA      | $508432.40    | 0.01%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-43                                            | FNMA_13-43                                    | CUSIP: 3136ADY52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1635974 | PA      | $1435397.59   | 0.04%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206684.25    | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2387413.58   | 0.06%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2138720.97   | 0.06%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    431000 | PA      | $384756.18    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    690000 | PA      | $612542.08    | 0.02%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4875970.20   | 0.13%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1165502.41   | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1019747.95   | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    911000 | PA      | $909163.99    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    688000 | PA      | $719326.38    | 0.02%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    547000 | PA      | $571490.11    | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    701000 | PA      | $715477.94    | 0.02%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1122935.90   | 0.03%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    341000 | PA      | $356372.62    | 0.01%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    682000 | PA      | $710754.71    | 0.02%             | 2079-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    645000 | PA      | $653385.86    | 0.02%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                        | BANK OF IRELAND GROUP PLC                     | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $362850.65    | 0.01%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                              | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $276995.12    | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP                  | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    202000 | PA      | $214948.65    | 0.01%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H08                                                      | GNMA_13-H08                                   | CUSIP: 38375BN32<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     95477 | PA      | $95244.22     | 0.00%             | 2063-03-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H07                                                      | GNMA_13-H07                                   | CUSIP: 38375BQ70<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    137540 | PA      | $137506.80    | 0.00%             | 2063-03-20      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H07                                                      | GNMA_13-H07                                   | CUSIP: 38375BQ96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     96084 | PA      | $95944.83     | 0.00%             | 2063-03-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H09                                                      | GNMA_13-H09                                   | CUSIP: 38375BR95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     30102 | PA      | $28743.59     | 0.00%             | 2063-04-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H10             | GNMA_12-H10                                   | CUSIP: 38375BRB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    110703 | PA      | $110799.40    | 0.00%             | 2061-12-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H09                                                      | GNMA_13-H09                                   | CUSIP: 38375BS37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    133284 | PA      | $133309.05    | 0.00%             | 2063-04-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H09                                                      | GNMA_13-H09                                   | CUSIP: 38375BS52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    251225 | PA      | $251197.00    | 0.01%             | 2063-04-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21             | GNMA_12-H21                                   | CUSIP: 38375BWA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       329 | PA      | $329.69       | 0.00%             | 2061-05-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21             | GNMA_12-H21                                   | CUSIP: 38375BWC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       294 | PA      | $293.65       | 0.00%             | 2061-05-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28             | GNMA_12-H28                                   | CUSIP: 38375BYE6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4088 | PA      | $4091.93      | 0.00%             | 2062-09-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H26             | GNMA_12-H26                                   | CUSIP: 38375BYQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2985 | PA      | $2981.52      | 0.00%             | 2062-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GNMA_12-H29                                                      | GNMA_12-H29                                   | CUSIP: 38375BZQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     77267 | PA      | $77294.41     | 0.00%             | 2062-10-20      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-76              | GNMA_08-76                                    | CUSIP: 38375DUZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    232982 | PA      | $6716.77      | 0.00%             | 2038-09-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-95              | GNMA_08-95                                    | CUSIP: 38375DYP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    191300 | PA      | $1360.89      | 0.00%             | 2038-12-20      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-69              | GNMA_06-69                                    | CUSIP: 38375JCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    352897 | PA      | $364637.91    | 0.01%             | 2036-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40              | GNMA_07-40                                    | CUSIP: 38375KB68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    192933 | PA      | $6407.35      | 0.00%             | 2037-07-20      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_08-1                                     | CUSIP: 38375PCK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     32871 | PA      | $26638.78     | 0.00%             | 2038-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H21                                                      | GNMA_13-H21                                   | CUSIP: 38375UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     50751 | PA      | $50853.73     | 0.00%             | 2063-09-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-181             | GNMA_14-181                                   | CUSIP: 38379HMV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    942576 | PA      | $858055.54    | 0.02%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-144                                   | CUSIP: 38379QD93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1428940 | PA      | $1269416.67   | 0.03%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSICATION GNR_16-99                | GNMA_16-99                                    | CUSIP: 38379XN63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    403756 | PA      | $341694.07    | 0.01%             | 2044-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSO                                | GNMA_16-93                                    | CUSIP: 38379XX47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1832518 | PA      | $1545658.19   | 0.04%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-136             | GNMA_16-136                                   | CUSIP: 38380BNN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    827427 | PA      | $752730.90    | 0.02%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-167             | GNMA_17-167                                   | CUSIP: 38380H3A8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    606449 | PA      | $572877.21    | 0.01%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-139             | GNMA_17-139                                   | CUSIP: 38380HEJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3250592 | PA      | $2960125.59   | 0.08%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-H05             | GNMA_20-H05                                   | CUSIP: 38380L4U4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2260992 | PA      | $2233559.33   | 0.06%             | 2070-03-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-65              | GNMA_18-65                                    | CUSIP: 38380WV71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1261000 | PA      | $1175784.90   | 0.03%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-30              | GNMA_20-30                                    | CUSIP: 38382DF20<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2367409 | PA      | $2400153.44   | 0.06%             | 2048-03-20      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8               | GNMA_21-8                                     | CUSIP: 38382MUU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1036704 | PA      | $1033543.44   | 0.03%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                    | CUSIP: 38382NFF9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1171713 | PA      | $1168211.54   | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                    | CUSIP: 38382NFU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1194560 | PA      | $1191385.61   | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                    | CUSIP: 38382NJU2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1314633 | PA      | $1297392.09   | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                    | CUSIP: 38382NLJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1459122 | PA      | $1455367.71   | 0.04%             | 2051-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-24              | GNMA_21-24                                    | CUSIP: 38382NPQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1405365 | PA      | $1107243.67   | 0.03%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89              | GNMA_21-89                                    | CUSIP: 38382QB90<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2420111 | PA      | $2016894.40   | 0.05%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-105             | GNMA_21-105                                   | CUSIP: 38382TXL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3364517 | PA      | $2766403.65   | 0.07%             | 2051-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-107             | GNMA_21-107                                   | CUSIP: 38382UDH1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3154339 | PA      | $2598066.82   | 0.07%             | 2051-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-9               | GNMA_22-9                                     | CUSIP: 38383FR62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1165886 | PA      | $972636.52    | 0.03%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-24              | GNMA_22-24                                    | CUSIP: 38383FX73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    402359 | PA      | $347306.47    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-225             | GNMA_21-225G                                  | CUSIP: 38383FZF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    612585 | PA      | $527027.80    | 0.01%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-31              | GNMA_22-31                                    | CUSIP: 38383GS44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3292252 | PA      | $2976729.27   | 0.08%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-205             | GNMA_22-205                                   | CUSIP: 38383HAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2000290 | PA      | $1572975.57   | 0.04%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-34              | GNMA_22-34                                    | CUSIP: 38383MFU7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2574060 | PA      | $2472938.64   | 0.06%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-50              | GNMA_22-50                                    | CUSIP: 38383PLD1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4545120 | PA      | $4113919.69   | 0.11%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-46              | GNMA_22-46                                    | CUSIP: 38383PXJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    470000 | PA      | $389869.89    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-66              | GNMA_22-66                                    | CUSIP: 38383RGE1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2831187 | PA      | $2706530.03   | 0.07%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-84              | GNMA_22-84                                    | CUSIP: 38383RU96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1662173 | PA      | $1410898.59   | 0.04%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78              | GNMA_22-78                                    | CUSIP: 38383RWC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1053000 | PA      | $842064.30    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-107             | GNMA_22-107                                   | CUSIP: 38383TLM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5364839 | PA      | $4439552.16   | 0.12%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-153             | GNMA_22-153                                   | CUSIP: 38383YJQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1297006 | PA      | $1279428.91   | 0.03%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-81              | GNMA_23-81                                    | CUSIP: 38384BFM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4711000 | PA      | $4126257.02   | 0.11%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-45              | GNMA_24-45                                    | CUSIP: 38384KGP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1027783 | PA      | $947973.71    | 0.02%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110             | GNMA_24-110                                   | CUSIP: 38384QH76<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    527198 | PA      | $502303.85    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110             | GNMA_24-110                                   | CUSIP: 38384QXH6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1262000 | PA      | $1091306.93   | 0.03%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-7               | GNMA_25-7                                     | CUSIP: 38385BN55<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    543000 | PA      | $386164.50    | 0.01%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-1               | GNMA_25-1                                     | CUSIP: 38385CKW7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  15835526 | PA      | $15255130.56  | 0.40%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                              | GRAPHIC PACKAGING INTERNATIONAL               | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    395000 | PA      | $401491.83    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | GRAY TELEVISION INC                           | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $268270.30    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | GRAY MEDIA INC                                | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148787.58    | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                 | GREENKO DUTCH BV                              | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | NUSS              | NL        |    173000 | PA      | $171321.53    | 0.00%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                     | GRIFFON CORPORATION                           | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    436000 | PA      | $435745.76    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                 | GRUPO NUTRESA SA                              | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $283616.01    | 0.01%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                               | GUATEMALA REPUBLIC OF (GOVERNMENT)            | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    500000 | PA      | $516614.69    | 0.01%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO LTD HGI_22-FL3                                       | HGI_22-FL3                                    | CUSIP: 403950AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3998500 | PA      | $3991029.60   | 0.10%             | 2037-04-20      | Variable      | 8.27%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                                       | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594765.04    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                                       | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1360882.55   | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                                       | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    841000 | PA      | $830468.87    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                                       | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    192000 | PA      | $199372.04    | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                                       | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    158000 | PA      | $158320.19    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                                       | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2826879.27   | 0.07%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC                                       | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1647818.44   | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1394000 | PA      | $1373168.40   | 0.04%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    284000 | PA      | $257012.71    | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1401000 | PA      | $1342247.46   | 0.04%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1032000 | PA      | $934867.45    | 0.02%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1217000 | PA      | $1237532.88   | 0.03%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    896000 | PA      | $941930.15    | 0.02%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1929000 | PA      | $1990642.90   | 0.05%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT_04-3                        | HVMLT_04-3                                    | CUSIP: 41161PEC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    266117 | PA      | $254305.79    | 0.01%             | 2034-05-19      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | HARVEST MIDSTREAM I LP                        | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430688.58    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JORDAN (HASHEMITE KINGDOM OF)                                    | JORDAN (HASHEMITE KINGDOM OF)                 | CUSIP: 418097AG6<br>LEI: N/A                  | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $200252.74    | 0.01%             | 2026-01-29      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JORDAN (HASHEMITE KINGDOM OF)                                    | JORDAN (HASHEMITE KINGDOM OF)                 | CUSIP: 418097AJ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $191491.68    | 0.01%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                             | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399088.21    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS ESCROW INC                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103882.46    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST HERO_16-3A                                    | HERO_16-3A                                    | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180390 | PA      | $167857.46    | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2349000 | PA      | $2420264.84   | 0.06%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MUNICIPALITY OF                            | ISTANBUL METROPOLITAN MUNICIPALITY            | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    455000 | PA      | $497709.79    | 0.01%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ITC HOLDINGS                                                     | ITC HOLDINGS CORP                             | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290440.76    | 0.01%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS                                                     | ITC HOLDINGS CORP                             | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    193000 | PA      | $195306.21    | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS                                                     | ITC HOLDINGS CORP                             | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    409000 | PA      | $422576.28    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS                                                     | ITC HOLDINGS CORP                             | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    689000 | PA      | $716699.15    | 0.02%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA            | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1979000 | PA      | $1768655.16   | 0.05%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA            | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2803000 | PA      | $2615391.76   | 0.07%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA            | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1081000 | PA      | $1139409.40   | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA            | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    512000 | PA      | $534329.34    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                          | SONOCO PRODUCTS COMPANY                       | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    657000 | PA      | $620694.49    | 0.02%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                    | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    587000 | PA      | $611659.48    | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                    | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    509000 | PA      | $516771.42    | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    787000 | PA      | $602697.55    | 0.02%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    915000 | PA      | $884321.26    | 0.02%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154249.45    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    257000 | PA      | $264485.14    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                           | SOUTHERN POWER COMPANY                        | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    232000 | PA      | $222846.73    | 0.01%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO                | CUSIP: 845437BN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $193733.34    | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO                | CUSIP: 845437BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $203334.44    | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | SOUTHWESTERN ENERGY COMPANY                   | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400774.98    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | SOUTHWESTERN ENERGY COMPANY                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $2061483.23   | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                              | SOUTHWESTERN PUBLIC SERVICE CO                | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    192000 | PA      | $172925.71    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION                    | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $246292.30    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC               | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    438000 | PA      | $455237.11    | 0.01%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                           | GENESEE & WYOMING INC                         | CUSIP: 371559AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $574668.41    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY                                                   | GENESIS ENERGY LP/GENESIS ENERGY              | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282184.59    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST HERO_17-3A                                    | HERO_17-3A                                    | CUSIP: 42771AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389781 | PA      | $366292.86    | 0.01%             | 2048-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR4                                          | AMSR_21-SFR4                                  | CUSIP: 66982FAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3894846.80   | 0.10%             | 2038-12-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                             | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1254707.75   | 0.03%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                             | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    214000 | PA      | $218153.29    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                           | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    530000 | PA      | $549003.47    | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                        | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $332759.08    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                        | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $214031.68    | 0.01%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LENDING CORP                                   | OAKTREE SPECIALTY LENDING CORP                | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1361509.74   | 0.04%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                | CHORD ENERGY CORP                             | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232969.97    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OH EDISON CO                                                     | OHIO EDISON COMPANY                           | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1051931.61   | 0.03%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                    | OHIO POWER CO                                 | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    381000 | PA      | $237584.30    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO STATE UNIVERSITY                                            | Ohio State University/The                     | CUSIP: 677632PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $425906.00    | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                            | ON SEMICONDUCTOR CORPORATION                  | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145564.37    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | ONCOR ELECTRIC DELIVERY COMPANY LL            | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    961000 | PA      | $994338.46    | 0.03%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | ONCOR ELECTRIC DELIVERY COMPANY LL            | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1154463.41   | 0.03%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                     | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $565025.75    | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                     | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    412000 | PA      | $406492.49    | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                     | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1619053.51   | 0.04%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                     | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    319000 | PA      | $304167.52    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                     | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    699000 | PA      | $751069.31    | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                                     | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    710000 | PA      | $735244.61    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                    | SRM ESCROW ISSUER LLC                         | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575108.22    | 0.02%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                        | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $257752.50    | 0.01%             | 2027-01-14      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                        | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    885000 | PA      | $946921.52    | 0.02%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                        | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    569000 | PA      | $592016.07    | 0.02%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                        | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $525821.72    | 0.01%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                        | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1036000 | PA      | $1093900.00   | 0.03%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297531.75    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479503.72    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | STARWOOD PROPERTY TRUST INC                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    360000 | PA      | $378037.44    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1                 | STAR_20-INV1                                  | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    179816 | PA      | $172683.58    | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| STARWOOD NON-AGENCY LENDING LLC STAR_21-1                        | STAR_21-1                                     | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311236 | PA      | $292326.89    | 0.01%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| STAR_20-3                                                        | STAR_20-3                                     | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210838 | PA      | $206037.55    | 0.01%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4                    | STAR_21-4                                     | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1307924 | PA      | $1167431.46   | 0.03%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                             | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $338107.68    | 0.01%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                             | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3188000 | PA      | $3258098.47   | 0.09%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                              | STATION CASINOS LLC                           | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294952.57    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                | STORE CAPITAL CORP                            | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1084618.16   | 0.03%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                | STORE CAPITAL CORP                            | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    469000 | PA      | $410616.98    | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STRE_24-1A                                                       | STRE_24-1A                                    | CUSIP: 86324CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2372682 | PA      | $2619310.13   | 0.07%             | 2044-07-15      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST STRE_24-2                        | STRE_24-2A                                    | CUSIP: 86324EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1732077.71   | 0.05%             | 2045-02-15      | Fixed         | 9.05%                 | No            |                  2 | On Loan: No      |
| SASC_03-34A                                                      | SASC_03-34A                                   | CUSIP: 86359A5B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69901 | PA      | $69450.98     | 0.00%             | 2033-11-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| SASC_03-40A                                                      | SASC_03-40A                                   | CUSIP: 86359BEK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55940 | PA      | $54584.48     | 0.00%             | 2034-01-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION SASC_04-4XS              | SASC_04-4XS                                   | CUSIP: 86359BHL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148836 | PA      | $146671.40    | 0.00%             | 2034-02-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| SARM_04-4                                                        | SARM_04-4                                     | CUSIP: 86359BPD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51555 | PA      | $48115.63     | 0.00%             | 2034-04-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SAMI_04-AR5                                                      | SAMI_04-AR5                                   | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86958 | PA      | $83721.68     | 0.00%             | 2034-10-19      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| SAMI_05-AR5                                                      | SAMI_05-AR5                                   | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49569 | PA      | $48771.35     | 0.00%             | 2035-07-19      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP               | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    567000 | PA      | $542292.71    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP               | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $319729.75    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TURKIYE CUMHURIYETI ZIRAAT BANKASI AS                            | TC ZIRAAT BANKASI AS                          | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | NUSS              | TR        |    238000 | PA      | $244107.12    | 0.01%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                    | II-VI INCORPORATED                            | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    440000 | PA      | $434249.65    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2774000 | PA      | $2649038.70   | 0.07%             | 2030-08-13      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1091000 | PA      | $1100322.44   | 0.03%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    320000 | PA      | $381280.66    | 0.01%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    315000 | PA      | $346667.66    | 0.01%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    683000 | PA      | $713245.76    | 0.02%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                          | UDR INC                                       | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    212000 | PA      | $209759.87    | 0.01%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                          | UDR INC                                       | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283571.11    | 0.01%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                         | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3579000 | PA      | $3583655.38   | 0.09%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                         | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    946000 | PA      | $917207.22    | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                         | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2040323.70   | 0.05%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                         | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1656834.09   | 0.04%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| USASF RECEIVABLES LLC USAUT_21-1A                                | USAUT_21-1A                                   | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1591430 | PA      | $1322503.27   | 0.03%             | 2026-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US AUTO FUNDING LLC USAUT_22-1                                   | USAUT_22-1A                                   | CUSIP: 90355FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $50.00        | 0.00%             | 2027-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 AA PASS THROUGH TRUST INC                 | UNITED AIRLINESS 2018-1 AA PTT                | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259588 | PA      | $249728.62    | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 PASS THROUGH TRUSTS                       | UNITED AIRLINES INC 2019-1 AA                 | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485361 | PA      | $471122.66    | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 PASS THROUGH TRUSTS                       | UNITED AIRLINES INC 2019-1 A                  | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    457697 | PA      | $438051.20    | 0.01%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 PASS THROUGH TRUSTS                       | UNITED AIRLINES INC 2016-1 AA                 | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307428 | PA      | $297050.57    | 0.01%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018 1A PASS THROUGH TRUST INC                   | UNITED AIRLINESS 2018-1 A PTT                 | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820401 | PA      | $769457.34    | 0.02%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 PASS THROUGH TRUSTS                       | UNITED AIRLINES 2016-2 A PTT                  | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    661664 | PA      | $623262.39    | 0.02%             | 2030-04-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                           | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    535000 | PA      | $534069.78    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-2               | UACST_22-2                                    | CUSIP: 90944KAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $453421.40    | 0.01%             | 2029-04-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1084000 | PA      | $904492.33    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1151000 | PA      | $924740.72    | 0.02%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    974000 | PA      | $771751.06    | 0.02%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                         | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1399000 | PA      | $1215731.58   | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                         | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1044000 | PA      | $781501.01    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1653000 | PA      | $1740914.25   | 0.05%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO            | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2804000 | PA      | $2785578.18   | 0.07%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5173000 | PA      | $5171646.84   | 0.14%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1096000 | PA      | $1091484.57   | 0.03%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                        | UNITED PARCEL SERVICE INC                     | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1650824.15   | 0.04%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                         | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    765000 | PA      | $769810.18    | 0.02%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2544092.79   | 0.07%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC                  | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    285000 | PA      | $295242.70    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF TEXAS SYSTEM                                       | University of Texas System/The                | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $378520.07    | 0.01%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST4                          | UPSPT_21-ST4                                  | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54217 | PA      | $54122.33     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VM DEBT LLC VMD_19-1                                             | VMD_19-1                                      | CUSIP: 91834VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8996294 | PA      | $7242016.41   | 0.19%             | 2027-07-18      | Fixed         | 7.46%                 | No            |                  3 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6               | VOLT_21-NPL6                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    153723 | PA      | $153696.99    | 0.00%             | 2051-04-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                      | VALARIS LTD                                   | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    175000 | PA      | $181603.30    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                 | VENTAS REALTY LP                              | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    238000 | PA      | $247909.19    | 0.01%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200302.48    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    167000 | PA      | $159986.45    | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC             | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    433000 | PA      | $390396.93    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1249652.98   | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    238000 | PA      | $172135.60    | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $725305.77    | 0.02%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2057000 | PA      | $2090856.60   | 0.05%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                             | VERISK ANALYTICS INC                          | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1372601.68   | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                             | VERISK ANALYTICS INC                          | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1541330.04   | 0.04%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-4                                   | VZMT_23-4                                     | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6117000 | PA      | $6167585.14   | 0.16%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-2                                   | VZMT_25-2                                     | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3633000 | PA      | $3738833.65   | 0.10%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-3                                   | VZMT_25-3                                     | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3308000 | PA      | $3336295.31   | 0.09%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-4                                   | VZMT_25-4                                     | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2957000 | PA      | $3034810.50   | 0.08%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-1                            | VERUS_21-1                                    | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    447456 | PA      | $408864.23    | 0.01%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                           | VERUS_21-R1                                   | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    217352 | PA      | $211099.35    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R3                           | VERUS_21-R3                                   | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    412324 | PA      | $392961.71    | 0.01%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-2                            | VERUS_21-2                                    | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    885935 | PA      | $803716.43    | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-8                            | VERUS_21-8                                    | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1331674 | PA      | $1232728.53   | 0.03%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-4                            | VERUS_21-4                                    | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1287653 | PA      | $1086339.10   | 0.03%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-3                            | VERUS_21-3                                    | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1009086 | PA      | $883657.78    | 0.02%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | VIRGINIA ELECTRIC AND POWER CO                | CUSIP: 927804GF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1045000 | PA      | $669609.38    | 0.02%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                       | VMWARE INC                                    | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    452000 | PA      | $455101.52    | 0.01%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                            | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    263000 | PA      | $259068.96    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FIN               | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    710000 | PA      | $714617.11    | 0.02%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC            | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    721000 | PA      | $730798.44    | 0.02%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC            | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1161016.88   | 0.03%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST VWALT_25-B                           | VWALT_25-B                                    | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4573000 | PA      | $4579216.99   | 0.12%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_24-1                   | VALET_24-1                                    | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906000 | PA      | $916048.99    | 0.02%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRUST VOLT_21-NP10                    | VOLT_21-NP10                                  | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    179924 | PA      | $179888.07    | 0.00%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR6                                                      | WAMU_03-AR6                                   | CUSIP: 9292274D5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32169 | PA      | $31742.74     | 0.00%             | 2033-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR7                                                      | WAMU_03-AR7                                   | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63562 | PA      | $63261.76     | 0.00%             | 2033-08-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR5                                                      | WAMU_03-AR5                                   | CUSIP: 929227R65<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42063 | PA      | $42139.50     | 0.00%             | 2033-06-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR11                                                     | WAMU_03-AR11                                  | CUSIP: 92922FJF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115580 | PA      | $109392.19    | 0.00%             | 2033-10-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| WAMU_04-AR3                                                      | WAMU_04-AR3                                   | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34479 | PA      | $32683.50     | 0.00%             | 2034-06-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                  | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    178000 | PA      | $178028.24    | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                  | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    255000 | PA      | $213014.29    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| W R GRACE HOLDINGS LLC                                           | W R GRACE HOLDINGS LLC                        | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346102.68    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WBCMT_04-C12                                                     | WBCMT_04-C12                                  | CUSIP: 929766SJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109498 | PA      | $191.96       | 0.00%             | 2041-07-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| WACHOVIA BANK COMMERCIAL MORTGAGE WBCMT_06-C24                   | WBCMT_06-C24                                  | CUSIP: 92976BGA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22540 | PA      | $0.23         | 0.00%             | 2045-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                      | WALMART INC                                   | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2836669.09   | 0.07%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                      | WALMART INC                                   | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3653000 | PA      | $3753532.40   | 0.10%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WFMBS_04-U                                                       | WFMBS_04-U                                    | CUSIP: 949803AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64586 | PA      | $63847.83     | 0.00%             | 2034-10-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1032270.78   | 0.03%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1476535.09   | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                     | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    439000 | PA      | $383449.79    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                     | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1470972.86   | 0.04%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                     | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1157035.67   | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                     | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    361000 | PA      | $360320.50    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMKOR TECH INC                                                   | AMKOR TECHNOLOGY INC                          | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    456000 | PA      | $456127.35    | 0.01%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMS OSRAM AG                                                     | AMS OSRAM AG                                  | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    385000 | PA      | $416070.60    | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    255000 | PA      | $168179.20    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-5                               | AOMT_20-5                                     | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87336 | PA      | $83535.32     | 0.00%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-2                               | AOMT_20-2                                     | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    544505 | PA      | $517052.21    | 0.01%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    262000 | PA      | $223930.97    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    404000 | PA      | $295101.65    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_21-6                               | AOMT_21-6                                     | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1147379 | PA      | $981716.99    | 0.03%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                     | ANHEUSER-BUSCH COS LLC / INBEV                | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5333000 | PA      | $5268554.15   | 0.14%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1139000 | PA      | $770604.86    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2996000 | PA      | $2158024.13   | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC            | CUSIP: 03523TBU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $825916.48    | 0.02%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                     | ANTERO MIDSTREAM PARTNERS/FIN                 | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $727285.71    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    966000 | PA      | $806884.79    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    411000 | PA      | $344059.39    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    621000 | PA      | $397254.10    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    570000 | PA      | $410298.91    | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS INC                    | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    517000 | PA      | $550910.68    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS OPERATING L            | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1576294.98   | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS OPERATING L            | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1472535.11   | 0.04%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_22-AA                               | CHAOT_22-AA                                   | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305000 | PA      | $1301856.78   | 0.03%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    479000 | PA      | $304140.94    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $999471.36    | 0.03%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CFAB_03-2               | CFAB_03-2                                     | CUSIP: 161546EW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285684 | PA      | $283286.15    | 0.01%             | 2033-02-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSE                                 | CFAB_03-4                                     | CUSIP: 161546FV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125262 | PA      | $123119.13    | 0.00%             | 2033-05-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CFAB_03-6               | CFAB_03-6                                     | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99825 | PA      | $98930.94     | 0.00%             | 2034-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST CHAIT_24-A2                                 | CHAIT_24-A2                                   | CUSIP: 161571HW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3005000 | PA      | $3068831.61   | 0.08%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST CHAIT_25-A1                                 | CHAIT_25-A1                                   | CUSIP: 161571HZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1093000 | PA      | $1099672.66   | 0.03%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1                   | CHASE_07-A1                                   | CUSIP: 161630AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49695 | PA      | $49629.10     | 0.00%             | 2037-02-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1                   | CHASE_07-A1                                   | CUSIP: 161630AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27784 | PA      | $26845.07     | 0.00%             | 2037-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1                   | CHASE_07-A1                                   | CUSIP: 161630AU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2573 | PA      | $2586.83      | 0.00%             | 2037-02-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                 | CHEMOURS COMPANY                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    505000 | PA      | $492960.64    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1077156.50   | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    951000 | PA      | $917623.24    | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                   | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1806466.93   | 0.05%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                 | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    911000 | PA      | $943070.13    | 0.02%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                 | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1195000 | PA      | $1177182.36   | 0.03%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    231000 | PA      | $197783.95    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | ENTEGRIS INC                                  | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391319.36    | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1218019.99   | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1205660.57   | 0.03%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2082330.45   | 0.05%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)                      | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    500000 | PA      | $439722.56    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR_5396                                      | FHLMC_5396                                    | CUSIP: 3137HC4W9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3258739 | PA      | $3262248.93   | 0.09%             | 2054-04-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5410                | FHLMC_5410                                    | CUSIP: 3137HCQJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1457000 | PA      | $1276563.52   | 0.03%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT GOVERNMENT INTL BOND                    | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $378070.61    | 0.01%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)                      | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $213231.54    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LEJA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1274581 | PA      | $1114786.27   | 0.03%             | 2033-11-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LESQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1569892 | PA      | $1371482.03   | 0.04%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT GOVERNMENT INTERNATIONAL BON            | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $212006.82    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)                      | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $206411.31    | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                   | CUSIP: 3140LFSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4282508.25   | 0.11%             | 2035-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                   | CUSIP: 3140LGA69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6236000 | PA      | $5948591.55   | 0.16%             | 2031-02-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                              | ARBOR REALTY SR INC                           | CUSIP: 03881NAG2<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2972342.28   | 0.08%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                           | ARBOR REALTY TRUST INC                        | CUSIP: 038923AX6<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5879973.60   | 0.15%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LGBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5565000 | PA      | $5176477.80   | 0.14%             | 2032-05-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LGR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7921000 | PA      | $7555720.71   | 0.20%             | 2032-06-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA            | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |   1465000 | PA      | $1411751.81   | 0.04%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                             | ARES MANAGEMENT CORP                          | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1150448.83   | 0.03%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARGENTINA REPUBLIC OF GOVERNMENT                                 | ARGENTINA (REPUBLIC OF)                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    590000 | PA      | $308218.43    | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                   | ARIZONA PUBLIC SERVICE COMPANY                | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1394758.65   | 0.04%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC                   | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296119.07    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING                         | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1240198.13   | 0.03%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                | ATMOS ENERGY CORPORATION                      | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    298000 | PA      | $188796.98    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                     | AUTODESK INC                                  | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     97000 | PA      | $85914.02     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                     | AUTODESK INC                                  | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1056254.45   | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST DRVPNK_25-1                             | DRVPNK_25-1A                                  | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1578000 | PA      | $1593260.84   | 0.04%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                           | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339427.06    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORPORATION                            | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    470000 | PA      | $482394.74    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                       | AVIS BUDGET CAR RENTAL/AVIS FIN               | CUSIP: 053773BC0<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388592.56    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    984000 | PA      | $985165.52    | 0.03%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     59000 | PA      | $58410.18     | 0.00%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    654000 | PA      | $628949.80    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    932000 | PA      | $964161.85    | 0.03%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2517000 | PA      | $2616989.63   | 0.07%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    396000 | PA      | $402258.83    | 0.01%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $904638.20    | 0.02%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS/HOLDING BV             | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    371000 | PA      | $369272.52    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | BBCMS_16-ETC                                  | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7374279.20   | 0.19%             | 2036-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_18-C2          | BBCMS_18-C2                                   | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367503 | PA      | $368110.45    | 0.01%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_25-5C37        | BBCMS_25-5C37                                 | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1528000 | PA      | $1560089.68   | 0.04%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LHSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3400000 | PA      | $3479763.12   | 0.09%             | 2032-11-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LHTF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3836391 | PA      | $3815563.61   | 0.10%             | 2032-11-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C17         | BBCMS_22-C17                                  | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2556000 | PA      | $2518210.56   | 0.07%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                              | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    434000 | PA      | $496040.83    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_25-A1                    | BACCT_25-A1                                   | CUSIP: 05522RDK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4779000 | PA      | $4828493.24   | 0.13%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                               | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    217000 | PA      | $190878.67    | 0.00%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 10/6M 30D SOFR ARM                         | CUSIP: 3140LXFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    573791 | PA      | $561790.57    | 0.01%             | 2052-08-01      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    982324 | PA      | $853826.07    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                              | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2312686.53   | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                              | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1392372.28   | 0.04%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140ME6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3981594 | PA      | $4084427.09   | 0.11%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1155064 | PA      | $957386.85    | 0.03%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    774362 | PA      | $662776.75    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1214001 | PA      | $1033462.54   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                  | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    649000 | PA      | $642940.26    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                 | CANADIAN IMPERIAL BANK OF COMMERCE            | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $298432.52    | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                 | CANADIAN IMPERIAL BANK OF COMMERCE            | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2412000 | PA      | $2416416.22   | 0.06%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                 | CANADIAN IMPERIAL BANK OF COMMERCE            | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2583000 | PA      | $2592509.72   | 0.07%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1722895 | PA      | $1731267.85   | 0.05%             | 2052-08-01      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 5/6M 30D SOFR ARM                        | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1829522 | PA      | $1829650.44   | 0.05%             | 2052-09-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10/6M 30D SOFR ARM                       | CUSIP: 3140MMXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1894627 | PA      | $1863688.94   | 0.05%             | 2052-07-01      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2387241 | PA      | $2384314.06   | 0.06%             | 2052-07-01      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORP                    | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    254000 | PA      | $247522.98    | 0.01%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORPORATION             | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3250162.29   | 0.09%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 5/6M 30D SOFR ARM                        | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1584526 | PA      | $1585138.21   | 0.04%             | 2052-11-01      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2626350 | PA      | $2637240.12   | 0.07%             | 2052-08-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_25-1               | COMET_25-1                                    | CUSIP: 14041NGF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681000 | PA      | $681985.13    | 0.02%             | 2030-09-16      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_25-2               | COMET_25-A2                                   | CUSIP: 14041NGG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801000 | PA      | $799487.79    | 0.02%             | 2032-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                   | CUSIP: 141781AF1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $348335.76    | 0.01%             | 2036-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CARLISLE CO INC                                                  | CARLISLE COMPANIES INCORPORATED               | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    408000 | PA      | $413207.76    | 0.01%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140N4VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4644808 | PA      | $4644614.62   | 0.12%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEMT_04-11                                                       | SEMT_04-11                                    | CUSIP: 81744FFJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70650 | PA      | $64770.39     | 0.00%             | 2034-12-20      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CARLISLE CO INC                                                  | CARLISLE COMPANIES INCORPORATED               | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1032976.82   | 0.03%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_25-3                               | CARMX_25-3                                    | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2181000 | PA      | $2198258.03   | 0.06%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_04-12                                | SEMT_04-12                                    | CUSIP: 81744FGA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45119 | PA      | $44512.52     | 0.00%             | 2035-01-20      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                | SERVICE CORPORATION INTERNATIONAL             | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430347.62    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                                   | SHERWIN-WILLIAMS COMPANY (THE)                | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    411000 | PA      | $419744.27    | 0.01%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN SUB            | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    565000 | PA      | $583986.47    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_25-3                               | CARMX_25-3                                    | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487000 | PA      | $1505249.06   | 0.04%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_25-2                               | CARMX_25-2                                    | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3726000 | PA      | $3762727.93   | 0.10%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                          | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2606000 | PA      | $2632763.90   | 0.07%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                          | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1739000 | PA      | $1770636.47   | 0.05%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORPORATION                          | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    195000 | PA      | $197925.29    | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                                 | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1135000 | PA      | $1163725.36   | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | CAROLINA POWER & LIGHT COMPANY                | CUSIP: 144141CV8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    174000 | PA      | $183020.17    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECH CORP                                              | CARPENTER TECHNOLOGY CORP                     | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    485000 | PA      | $486240.94    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARS MTI1 LP CARM_20-1                                           | CARM_20-1A                                    | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    839575 | PA      | $790253.00    | 0.02%             | 2050-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3                       | CRVNA_24-N3                                   | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4976935.00   | 0.13%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                  | CATERPILLAR INC                               | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   2607000 | PA      | $2697971.06   | 0.07%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES                | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2426957.10   | 0.06%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES                | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    897000 | PA      | $909722.64    | 0.02%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                          | CENTERPOINT ENERGY HOUSTON ELEC               | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    772000 | PA      | $573595.80    | 0.02%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                          | CENTERPOINT ENERGY HOUSTON ELECTRI            | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1636557.08   | 0.04%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC                          | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    685000 | PA      | $713783.83    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    167000 | PA      | $157245.76    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    231000 | PA      | $182642.68    | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                              | CHENIERE ENERGY INC                           | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    690000 | PA      | $688082.14    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST CHRY_25-1                            | CHRY_25-1A                                    | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $914615.37    | 0.02%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC.                                                 | CHEVRON USA INC                               | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1432808.73   | 0.04%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                | CHILE ELECTRICITY LUX MPC II SARL             | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    991190 | PA      | $1022609.23   | 0.03%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                | CHILE ELECTRICITY LUX MPC II SARL             | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1877000 | PA      | $1935939.83   | 0.05%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                              | EMERA US FINANCE LP                           | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $310678.49    | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                              | EMERA US FINANCE LP                           | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $312372.33    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    684000 | PA      | $782653.21    | 0.02%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | ENCOMPASS HEALTH CORP                         | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    445000 | PA      | $440274.07    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | ENERGIZER HOLDINGS INC                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240443.76    | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723083.09    | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3218000 | PA      | $3121466.80   | 0.08%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3474000 | PA      | $3576106.39   | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    802000 | PA      | $789475.32    | 0.02%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2336000 | PA      | $2412960.15   | 0.06%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1011966.85   | 0.03%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                 | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $328939.54    | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                 | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    679000 | PA      | $606340.39    | 0.02%             | 2031-07-12      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    605000 | PA      | $619763.09    | 0.02%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORPORATION                           | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    544000 | PA      | $569640.66    | 0.01%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | ENTERGY LOUISIANA LLC                         | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    514000 | PA      | $329406.33    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | ENTERGY LOUISIANA LLC                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    211000 | PA      | $213005.37    | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | ENTEGRIS ESCROW CORP                          | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278891.62    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Entergy Tx                                                       | ENTERGY TEXAS INC                             | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    979000 | PA      | $855186.87    | 0.02%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Entergy Tx                                                       | ENTERGY TEXAS INC                             | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    299000 | PA      | $294071.14    | 0.01%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                             | ENTERGY ARKANSAS LLC                          | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    941000 | PA      | $570682.33    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                             | ENTERGY ARKANSAS LLC                          | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1622356.24   | 0.04%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING II LLC                         | ENTERGY TEXAS RESTORATION FD II               | CUSIP: 29366NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $550157.76    | 0.01%             | 2035-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                          | ENTERGY MISSISSIPPI LLC                       | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    292000 | PA      | $297281.90    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                          | ENTERGY MISSISSIPPI LLC                       | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1228354.89   | 0.03%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC             | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $551504.00    | 0.01%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                      | EQUINOR ASA                                   | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    686000 | PA      | $707059.02    | 0.02%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                            | EQUIPMENTSHARECOM INC                         | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    530000 | PA      | $572628.03    | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                               | ESSEX PORTFOLIO LP                            | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155464.01    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                               | ESSEX PORTFOLIO LP                            | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    696000 | PA      | $623870.88    | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                               | ESSEX PORTFOLIO LP                            | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1219249.64   | 0.03%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                              | EXELON CORPORATION                            | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486896.61    | 0.01%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                              | EXELON GENERATION CO LLC                      | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    349000 | PA      | $353373.15    | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                            | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1574000 | PA      | $1605475.96   | 0.04%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4                    | EART_23-4A                                    | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2035000 | PA      | $2182705.39   | 0.06%             | 2031-02-18      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3                    | EART_22-3A                                    | CUSIP: 30166YAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7267818.60   | 0.19%             | 2030-01-15      | Fixed         | 9.09%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-5                    | EART_22-5A                                    | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5106436.00   | 0.13%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-2                    | EART_23-2A                                    | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863000 | PA      | $939607.30    | 0.02%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-5                    | EART_23-5A                                    | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2934000 | PA      | $3039306.83   | 0.08%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EXPORT FINANCE AND INSURANCE CORP                                | EXPORT FINANCE & INSURANCE CORP               | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   2720000 | PA      | $2764915.17   | 0.07%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                        | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157389.16    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_20-GT1                               | FMMSR_20-GT1                                  | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4953340.50   | 0.13%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_21-GT1                               | FMMSR_21-GT1                                  | CUSIP: 30259RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5741985.60   | 0.15%             | 2026-07-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_21-GT2                               | FMMSR_21-GT2                                  | CUSIP: 30259RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3828000 | PA      | $3656781.22   | 0.10%             | 2026-10-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_22-GT1                               | FMMSR_22-GT1                                  | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6011253.00   | 0.16%             | 2027-04-25      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_22-GT2                               | FMMSR_22-GT2                                  | CUSIP: 30259RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6010070.40   | 0.16%             | 2027-07-25      | Fixed         | 10.07%                | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_24-SAT1                              | FMMSR_24-SAT1                                 | CUSIP: 30259RAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6275000 | PA      | $6347948.76   | 0.17%             | 2027-03-26      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                              | FS KKR CAPITAL CORP                           | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2241180.90   | 0.06%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                            | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    635000 | PA      | $643159.46    | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                            | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1023111.09   | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                            | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $2164922.10   | 0.06%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                               | FS LUXEMBOURG SARL                            | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    385000 | PA      | $405173.10    | 0.01%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4177                                           | FHLMC_4177                                    | CUSIP: 3137B16U1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000000 | PA      | $906922.10    | 0.02%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4205                                           | FHLMC_4205                                    | CUSIP: 3137B26P0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1447484 | PA      | $1269094.84   | 0.03%             | 2043-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC_4217                                                       | FHLMC_4217                                    | CUSIP: 3137B2KH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1200000 | PA      | $1066161.48   | 0.03%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4240                                           | FHLMC_4240                                    | CUSIP: 3137B3TZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1505741 | PA      | $1460726.36   | 0.04%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4273F               | FHLMC_4273                                    | CUSIP: 3137B66E6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3705111 | PA      | $3672161.23   | 0.10%             | 2043-11-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4272                                           | FHLMC_4272                                    | CUSIP: 3137B6DC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    784143 | PA      | $816743.76    | 0.02%             | 2040-04-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4281                                    | CUSIP: 3137B6N56<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    300837 | PA      | $298016.53    | 0.01%             | 2043-12-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4303                                           | FHLMC_4303                                    | CUSIP: 3137B83K1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    545513 | PA      | $537498.88    | 0.01%             | 2044-02-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4427                                    | CUSIP: 3137BGAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    156243 | PA      | $154622.54    | 0.00%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC                      | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5076000 | PA      | $4702684.38   | 0.12%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4446                | FHLMC_4446                                    | CUSIP: 3137BHAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    934277 | PA      | $842036.40    | 0.02%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4582                | FHLMC_4582                                    | CUSIP: 3137BPJ34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3430368 | PA      | $3243749.21   | 0.08%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                 | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    363000 | PA      | $360452.85    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST FFIN_23-2                               | FFIN_23-2A                                    | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3616754 | PA      | $3782657.70   | 0.10%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4587                                           | FHLMC_4587                                    | CUSIP: 3137BPXH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1159282 | PA      | $1150901.84   | 0.03%             | 2046-06-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4604                                           | FHLMC_4604                                    | CUSIP: 3137BRN76<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1792743 | PA      | $1775181.75   | 0.05%             | 2046-08-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    320000 | PA      | $342706.03    | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    781000 | PA      | $810871.91    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FHLMC_4620                                            | FHLMC_4620                                    | CUSIP: 3137BSAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1209638 | PA      | $1198938.83   | 0.03%             | 2046-10-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5058                | FHLMC_5058                                    | CUSIP: 3137F8AV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000525 | PA      | $991751.00    | 0.03%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4709                                           | FHLMC_4709                                    | CUSIP: 3137FAN95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    898639 | PA      | $886068.13    | 0.02%             | 2047-08-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4719                | FHLMC_4719                                    | CUSIP: 3137FAXZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1013633 | PA      | $952702.68    | 0.02%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4719                | FHLMC_4719                                    | CUSIP: 3137FAY28<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    798054 | PA      | $726876.82    | 0.02%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FHLMC_4742                                    | CUSIP: 3137FCAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    941149 | PA      | $866148.48    | 0.02%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    519000 | PA      | $547279.89    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    516000 | PA      | $555399.64    | 0.01%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4753                | FHLMC_4753                                    | CUSIP: 3137FDV82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    851260 | PA      | $769137.33    | 0.02%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_W5FX       | FHLMC_W5FX                                    | CUSIP: 3137FG6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1256000 | PA      | $1232934.82   | 0.03%             | 2028-04-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4826                                           | FHLMC_4826                                    | CUSIP: 3137FH4G5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    671338 | PA      | $655094.52    | 0.02%             | 2048-09-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4854                                           | FHLMC_4854                                    | CUSIP: 3137FKLB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2276582 | PA      | $2249696.35   | 0.06%             | 2049-01-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4857                | FHLMC_4857                                    | CUSIP: 3137FKRS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2933581 | PA      | $2827062.99   | 0.07%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_19-4880                                        | FHLMC_4880                                    | CUSIP: 3137FLTS3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    926671 | PA      | $861178.45    | 0.02%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4903                                           | FHLMC_4903                                    | CUSIP: 3137FN5F3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    611373 | PA      | $599369.54    | 0.02%             | 2049-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_KL05       | FHLMC_KL05                                    | CUSIP: 3137FNAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  75000000 | PA      | $2253982.50   | 0.06%             | 2029-06-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4927                                           | FHLMC_4927                                    | CUSIP: 3137FPPA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1383281 | PA      | $1279248.12   | 0.03%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4937                                           | FHLMC_4937                                    | CUSIP: 3137FQA37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1347964 | PA      | $1202136.54   | 0.03%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN1                   | MSCR_21-MN1                                   | CUSIP: 35563FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1307366 | PA      | $1303784.22   | 0.03%             | 2051-01-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN1                   | MSCR_21-MN1                                   | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1029862.60   | 0.03%             | 2051-01-25      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_22-MN4                   | MSCR_22-MN4                                   | CUSIP: 35563HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3695001 | PA      | $3741922.58   | 0.10%             | 2052-05-25      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_22-MN4                   | MSCR_22-MN4                                   | CUSIP: 35563HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2804064.00   | 0.07%             | 2052-05-25      | Variable      | 10.84%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4940                                           | FHLMC_4940                                    | CUSIP: 3137FQLS0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1034060 | PA      | $985175.50    | 0.03%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4941                | FHLMC_4941                                    | CUSIP: 3137FQS53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    780345 | PA      | $660009.62    | 0.02%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4954                | FHLMC_4954                                    | CUSIP: 3137FR2N0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    638957 | PA      | $566071.14    | 0.01%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4988                | FHLMC_4988                                    | CUSIP: 3137FUQ98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1025505 | PA      | $1013714.57   | 0.03%             | 2050-07-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5020                                           | FHLMC_5020                                    | CUSIP: 3137FWX39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1184061 | PA      | $1092108.07   | 0.03%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5092                | FHLMC_5092Z                                   | CUSIP: 3137FYCE4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1422257 | PA      | $1206021.66   | 0.03%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5091                | FHLMC_5091                                    | CUSIP: 3137FYM52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1824589 | PA      | $1470378.98   | 0.04%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3740                                           | FHLMC_3740                                    | CUSIP: 3137GARP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    102249 | PA      | $9042.62      | 0.00%             | 2040-10-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN2                   | MSCR_21-MN2                                   | CUSIP: 35563JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6356166 | PA      | $6403341.28   | 0.17%             | 2041-07-25      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-4                          | SCRT_18-4                                     | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4202390 | PA      | $3127075.14   | 0.08%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3740                                           | FHLMC_3740                                    | CUSIP: 3137GARQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    177070 | PA      | $19241.26     | 0.00%             | 2040-10-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_5116                                             | FHLMC_5116                                    | CUSIP: 3137H0K64<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1470945 | PA      | $1293053.30   | 0.03%             | 2051-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5119                                           | FHLMC_5119                                    | CUSIP: 3137H0SS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1860138 | PA      | $1750993.31   | 0.05%             | 2051-06-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5118                | FHLMC_5118                                    | CUSIP: 3137H0T73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1416247 | PA      | $1316351.49   | 0.03%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTICLASS CERTIFICATES SERIES FHMR_21-P011          | FHLMC_21-P011                                 | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19256190 | PA      | $2099995.39   | 0.05%             | 2045-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5178B                                          | FHLMC_5178                                    | CUSIP: 3137H56A0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1990404 | PA      | $1780004.06   | 0.05%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5182                | FHLMC_5182                                    | CUSIP: 3137H5CE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1164129 | PA      | $1043712.68   | 0.03%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5202                | FHLMC_5202                                    | CUSIP: 3137H5ZK6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1055914 | PA      | $973617.25    | 0.03%             | 2047-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                          | SCRT_19-3                                     | CUSIP: 35563PLJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1570000 | PA      | $1314259.56   | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCRT_19-4                                                        | SCRT_19-4                                     | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1378332 | PA      | $1293463.01   | 0.03%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5202                | FHLMC_5202                                    | CUSIP: 3137H62L8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3935706 | PA      | $3549852.14   | 0.09%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5202                | FHLMC_5202R                                   | CUSIP: 3137H63N3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2443551 | PA      | $2253129.46   | 0.06%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LRZZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1389979 | PA      | $1356169.79   | 0.04%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LWTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    996934 | PA      | $976994.84    | 0.03%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5201                                           | FHLMC_5201                                    | CUSIP: 3137H64V4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1652614 | PA      | $1519489.17   | 0.04%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5207                                           | FHLMC_5207                                    | CUSIP: 3137H6K95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1883543 | PA      | $1700539.44   | 0.04%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5217                                           | FHLMC_5217                                    | CUSIP: 3137H6SL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1330080 | PA      | $1228704.89   | 0.03%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5210                                           | FHLMC_5210                                    | CUSIP: 3137H6WG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1262986 | PA      | $1186587.79   | 0.03%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5220                                           | FHLMC_5220                                    | CUSIP: 3137H77M9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3249269 | PA      | $3115553.97   | 0.08%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5228                | FHLMC_5228                                    | CUSIP: 3137H7W33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    219366 | PA      | $211846.83    | 0.01%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617M2K57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3097615 | PA      | $2766382.16   | 0.07%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617M2KC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6787476 | PA      | $6191709.28   | 0.16%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5335                                           | FHLMC_5335                                    | CUSIP: 3137HAL87<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3643944 | PA      | $3644972.26   | 0.10%             | 2039-10-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                   | CUSIP: 3140NVJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4537615 | PA      | $4724050.89   | 0.12%             | 2028-11-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QDLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3211897 | PA      | $2848646.47   | 0.07%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1411813 | PA      | $1243891.04   | 0.03%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                           | CUSIP: 3622ACCS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5789559 | PA      | $5974103.94   | 0.16%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 15YR PLATINUM                           | CUSIP: 3622ACGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1612252 | PA      | $1499448.16   | 0.04%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QEB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4783345 | PA      | $4115436.90   | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QEEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1741047 | PA      | $1607638.99   | 0.04%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 15YR PLATINUM                           | CUSIP: 3622ACMM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3022703 | PA      | $2807429.79   | 0.07%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36230L4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    118211 | PA      | $109175.09    | 0.00%             | 2040-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QEXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4776142 | PA      | $4104635.68   | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4754427 | PA      | $4085815.95   | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36230LXP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65655 | PA      | $64841.25     | 0.00%             | 2040-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36230LYT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    152070 | PA      | $145611.87    | 0.00%             | 2040-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2829753 | PA      | $2436298.15   | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9562631 | PA      | $8408689.59   | 0.22%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QHHD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2272137 | PA      | $1948818.82   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QKKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5094720 | PA      | $4244064.87   | 0.11%             | 2046-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3120950 | PA      | $2805573.62   | 0.07%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2537938 | PA      | $2651636.66   | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4532986 | PA      | $4727675.27   | 0.12%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1979249 | PA      | $2090590.98   | 0.05%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36230R2F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    258828 | PA      | $239012.01    | 0.01%             | 2040-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230R4K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148878 | PA      | $141648.63    | 0.00%             | 2040-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    821332 | PA      | $858128.63    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                       | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1195646.85   | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                       | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1025025.64   | 0.03%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_23-A                         | HART_23-A                                     | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1844000 | PA      | $1850683.76   | 0.05%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_23-B                         | HART_23-B                                     | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711835 | PA      | $717384.08    | 0.02%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230R4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80715 | PA      | $76215.17     | 0.00%             | 2040-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230R4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     68215 | PA      | $64267.63     | 0.00%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230SAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    194043 | PA      | $184721.72    | 0.00%             | 2040-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230SAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225876 | PA      | $213412.33    | 0.01%             | 2040-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230SAW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    462666 | PA      | $447851.29    | 0.01%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230UN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    313326 | PA      | $303548.37    | 0.01%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST GSMPS_05-RP3                           | GSMPS_05-RP3                                  | CUSIP: 362341LL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    368873 | PA      | $316742.17    | 0.01%             | 2035-09-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST GSMPS_05-RP3                           | GSMPS_05-RP3                                  | CUSIP: 362341LM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285877 | PA      | $5048.35      | 0.00%             | 2035-09-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST GSR_05-5F                                | GSR_05-5F                                     | CUSIP: 36242D7M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4391 | PA      | $4253.13      | 0.00%             | 2035-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-2A                            | GCAR_21-2A                                    | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381521 | PA      | $380011.92    | 0.01%             | 2027-04-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2                        | GSMS_20-GSA2                                  | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2582000 | PA      | $2308723.70   | 0.06%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | GTCR W-2 MERGER SUB LLC                       | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    525000 | PA      | $557059.88    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_24-1              | GMREV_24-1                                    | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638000 | PA      | $654696.08    | 0.02%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_25-1              | GMREV_25-1                                    | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6427000 | PA      | $6534644.54   | 0.17%             | 2037-12-11      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST GCAR_23-4                      | GCAR_23-4A                                    | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2835000 | PA      | $2951562.16   | 0.08%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD              | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1070000 | PA      | $942752.93    | 0.02%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD              | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1181651 | PA      | $1073969.94   | 0.03%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-FRR2                                   | CUSIP: 36459TBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6566493.00   | 0.17%             | 2051-09-27      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| GAM_21-FRR1                                                      | GAM_21-FRR1                                   | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4441241.00   | 0.12%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM_21-FRR1                                                      | GAM_21-FRR1                                   | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6600000 | PA      | $5782066.62   | 0.15%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM_21-FRR1                                                      | GAM_21-FRR1                                   | CUSIP: 364614AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3035091.50   | 0.08%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                          | GAP INC                                       | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    520000 | PA      | $486457.70    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                        | GARDA WORLD SECURITY CORP (MONTREA            | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    378000 | PA      | $375250.57    | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | GENERAL ELECTRIC CO                           | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2399000 | PA      | $2413536.82   | 0.06%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | GENERAL ELECTRIC CO                           | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2209403.35   | 0.06%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC               | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2986000 | PA      | $2667684.25   | 0.07%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                           | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    295000 | PA      | $216518.51    | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                           | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    566000 | PA      | $593306.58    | 0.02%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                                           | GILDAN ACTIVEWEAR INC.                        | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    403000 | PA      | $403062.33    | 0.01%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    831000 | PA      | $745853.33    | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3229000 | PA      | $3358348.29   | 0.09%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2156000 | PA      | $2239987.79   | 0.06%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC                    | CUSIP: 00774MBL8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $267436.41    | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC                    | CUSIP: 00774MBS3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    340000 | PA      | $336702.12    | 0.01%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                          | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    808000 | PA      | $844319.05    | 0.02%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC                              | GLOBAL INFRASTRUCTURE SOLUTIONS               | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    670000 | PA      | $660785.43    | 0.02%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | AGREE LP                                      | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1153680.98   | 0.03%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | AGREE LP                                      | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    333000 | PA      | $284558.87    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_24-2              | GMREV_24-2                                    | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988000 | PA      | $999256.28    | 0.03%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3                 | GMALT_23-3                                    | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812000 | PA      | $814290.25    | 0.02%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $2348728.40   | 0.06%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    481000 | PA      | $508898.60    | 0.01%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    264000 | PA      | $276185.21    | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1262072.53   | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2779070.64   | 0.07%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2415799.28   | 0.06%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    962000 | PA      | $968519.99    | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    730000 | PA      | $759176.46    | 0.02%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4012000 | PA      | $4140779.98   | 0.11%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1163728.80   | 0.03%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4924000 | PA      | $5091745.24   | 0.13%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $426242.20    | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    321000 | PA      | $300674.81    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    518000 | PA      | $511312.51    | 0.01%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1493875.05   | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1003556.73   | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2649000 | PA      | $2429848.49   | 0.06%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446541.70    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOODG_17-1A                                                      | GOODG_17-1A                                   | CUSIP: 38217VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124253 | PA      | $114609.10    | 0.00%             | 2052-10-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| GOODGREEN GOODG_17-R1A                                           | GOODG_17-R1                                   | CUSIP: 38218AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     51947 | PA      | $51879.77     | 0.00%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOODGREEN TRUST GOODG_19-2A                                      | GOODG_19-2A                                   | CUSIP: 38218EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910181 | PA      | $783948.37    | 0.02%             | 2055-04-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| GOODGREEN TRUST GOODG_17-2A                                      | GOODG_17-2A                                   | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632598 | PA      | $571279.25    | 0.01%             | 2053-10-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                        | GOODYEAR TIRE & RUBBER COMPANY                | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    450000 | PA      | $423321.38    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-64              | GNMA_09-64                                    | CUSIP: 38373A2C9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     87609 | PA      | $5066.98      | 0.00%             | 2039-07-16      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| GNMA_09-72                                                       | GNMA_09-72                                    | CUSIP: 38373AGM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    214459 | PA      | $17074.49     | 0.00%             | 2039-08-16      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67              | GNMA_09-67                                    | CUSIP: 38373AQT6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     87169 | PA      | $7256.94      | 0.00%             | 2039-08-16      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-16              | GNMA_07-16                                    | CUSIP: 38373MA91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     28759 | PA      | $31575.49     | 0.00%             | 2037-04-20      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-23              | GNMA_08-23                                    | CUSIP: 383742VQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    290716 | PA      | $296046.07    | 0.01%             | 2038-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-75              | GNMA_03-75                                    | CUSIP: 38374CDG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    184930 | PA      | $185017.22    | 0.00%             | 2033-09-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-26              | GNMA_05-26                                    | CUSIP: 38374KP23<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    178300 | PA      | $181998.23    | 0.00%             | 2035-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-3               | GNMA_05-3                                     | CUSIP: 38374KQJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    262669 | PA      | $5894.08      | 0.00%             | 2035-01-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-72              | GNMA_05-72                                    | CUSIP: 38374L7K1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    150135 | PA      | $152771.09    | 0.00%             | 2035-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-17              | GNMA_06-17                                    | CUSIP: 38374MX46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     76043 | PA      | $76610.00     | 0.00%             | 2036-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-38              | GNMA_06-38                                    | CUSIP: 38374NQB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    300835 | PA      | $300028.55    | 0.01%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $299777.39    | 0.01%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1622000 | PA      | $1653416.75   | 0.04%             | 2028-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $252551.51    | 0.01%             | 2027-07-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $799287.35    | 0.02%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                         | BLUE RACER MIDSTREAM LLC/FIN CORP             | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $475062.67    | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1530000 | PA      | $1587348.39   | 0.04%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H01             | GNMA_13-H01                                   | CUSIP: 38375BE73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        35 | PA      | $31.96        | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H01             | GNMA_13-H01                                   | CUSIP: 38375BE99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4390 | PA      | $4373.96      | 0.00%             | 2063-01-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H17             | GNMA_10-H17                                   | CUSIP: 38375BEL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3727 | PA      | $3728.96      | 0.00%             | 2060-07-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_13-H04            | GNMA_13-H04                                   | CUSIP: 38375BK84<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2685 | PA      | $2554.43      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    341000 | PA      | $310320.00    | 0.01%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    708000 | PA      | $742340.70    | 0.02%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185456.37    | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1381803.78   | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_13-H05            | GNMA_13-H05                                   | CUSIP: 38375BL75<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5765 | PA      | $5708.89      | 0.00%             | 2062-02-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST HERO_17-1A                                    | HERO_17-1A                                    | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305861 | PA      | $293946.77    | 0.01%             | 2047-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    662000 | PA      | $662835.29    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $451158.83    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    242000 | PA      | $263451.03    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    826000 | PA      | $942284.96    | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $581270.98    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                    | BOYNE USA INC                                 | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $583808.07    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERTZ CORPORATION (THE)                                          | HERTZ CORPORATION (THE)                       | CUSIP: 428040DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $492067.53    | 0.01%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                        | HESS CORPORATION                              | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1273580.87   | 0.03%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    412000 | PA      | $259344.46    | 0.01%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1023381.16   | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    541000 | PA      | $547330.37    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    517000 | PA      | $524504.19    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | HESS MIDSTREAM PARTNERS LP                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $422911.92    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | HEWLETT PACKARD ENTERPRISE CO                 | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    851000 | PA      | $814151.62    | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN               | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    540000 | PA      | $532988.67    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND                                                      | HILLENBRAND INC                               | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    505000 | PA      | $475501.90    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    855000 | PA      | $883587.19    | 0.02%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV                | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $188002.57    | 0.00%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY             | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144137.14    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY             | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    490000 | PA      | $471364.93    | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY             | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51082.75     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN LLC / FIN                | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304676.58    | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)               | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $405492.68    | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS PASS THROUGH TRUST                        | CUSIP: 12665UAA2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    951986 | PA      | $912994.90    | 0.02%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1              | NZES_20-PLS1                                  | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1032091 | PA      | $1028400.94   | 0.03%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                      | HOLOGIC INC                                   | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    525000 | PA      | $506933.06    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $893992.08    | 0.02%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    351000 | PA      | $361933.78    | 0.01%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    857000 | PA      | $877699.01    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_25-3                    | HAROT_25-3                                    | CUSIP: 43813QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2143000 | PA      | $2152877.09   | 0.06%             | 2031-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CWHL_04-13                                                       | CWHL_04-13                                    | CUSIP: 12669FJ38<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     84354 | PA      | $84728.06     | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS CWHL_04-3                                 | CWHL_04-3                                     | CUSIP: 12669FQA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36390 | PA      | $36443.36     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWHL_04-5                                                        | CWHL_04-5                                     | CUSIP: 12669FVR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76022 | PA      | $75291.06     | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                              | CRH SMW FINANCE DAC                           | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    268000 | PA      | $275895.31    | 0.01%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                               | COTERRA ENERGY INC                            | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    332000 | PA      | $334996.61    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                               | COTERRA ENERGY INC                            | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    844000 | PA      | $815382.11    | 0.02%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2511200.64   | 0.07%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    257000 | PA      | $266642.83    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                      | HONEYWELL INTERNATIONAL INC                   | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    245000 | PA      | $235687.33    | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                             | HOWARD MIDSTREAM ENERGY PARTNERS              | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $165987.69    | 0.00%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                   | COMMONWEALTH BANK OF AUSTRALIA                | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1526000 | PA      | $1525613.91   | 0.04%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                      | COMMONWEALTH EDISON COMPANY                   | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202370.96    | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                             | HOWMET AEROSPACE INC                          | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1088721.32   | 0.03%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | HUNTINGTON BANCSHARES INC/OH                  | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    254000 | PA      | $264578.47    | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                       | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    239000 | PA      | $236995.61    | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                       | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    196000 | PA      | $185549.81    | 0.00%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                       | COMMSCOPE TECHNOLOGIES LLC                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322488.75    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC                        | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294517.14    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                | CONOCOPHILLIPS CO                             | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1392342.79   | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY             | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    399000 | PA      | $286185.75    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY             | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    234000 | PA      | $159311.94    | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | CONSUMERS ENERGY COMPANY                      | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    412000 | PA      | $412485.43    | 0.01%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | CONSUMERS ENERGY COMPANY                      | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2051000 | PA      | $2071238.85   | 0.05%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | CONSUMERS ENERGY COMPANY                      | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1541963.41   | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 23 SECURE FUND CMRS_23                                 | CONSUMERS 23 SECURE FUND                      | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    897000 | PA      | $921716.50    | 0.02%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_19-3                            | CAFL_19-3                                     | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166245 | PA      | $164695.61    | 0.00%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | COREWEAVE INC                                 | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103274.58    | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CODELCO INTERNATIONAL LTD                     | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |   1079000 | PA      | $1150198.03   | 0.03%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                          | CORPORATE OFFICE PROPERTIES LP                | CUSIP: 22003BAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $291526.34    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)                   | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    202000 | PA      | $210520.85    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYST INC                                          | CADENCE DESIGN SYSTEMS INC                    | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1487297.27   | 0.04%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYST INC                                          | CADENCE DESIGN SYSTEMS INC                    | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   4112000 | PA      | $4135213.27   | 0.11%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYST INC                                          | CADENCE DESIGN SYSTEMS INC                    | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   3782000 | PA      | $3775546.60   | 0.10%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC                     | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    750000 | PA      | $765009.90    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OP PARTNER LP                | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    234000 | PA      | $202403.76    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPERATING PARTNER            | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1298542.14   | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPERATING PARTNER            | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1177057.44   | 0.03%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPERATING PARTNER            | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1367110.13   | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    552000 | PA      | $570933.58    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                            | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1320000 | PA      | $1306100.90   | 0.03%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-72                                            | FNMA_15-72                                    | CUSIP: 3136AQAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    751000 | PA      | $659223.44    | 0.02%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-84                                            | FNMA_15-84                                    | CUSIP: 3136AQQT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    292861 | PA      | $275965.50    | 0.01%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CAIXABANK SA                                  | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    330000 | PA      | $337188.85    | 0.01%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CAIXABANK SA                                  | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $2617369.13   | 0.07%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                            | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    970000 | PA      | $1022293.36   | 0.03%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                            | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $382325.70    | 0.01%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-19                                            | FNMA_16-19                                    | CUSIP: 3136ARD54<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3072582 | PA      | $3049674.54   | 0.08%             | 2046-04-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-22                                            | FNMA_16-22                                    | CUSIP: 3136ARF86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1622098 | PA      | $1605921.79   | 0.04%             | 2046-04-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-9                                             | FNMA_17-9                                     | CUSIP: 3136AVWS4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    966299 | PA      | $957848.35    | 0.03%             | 2047-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-9                                             | FNMA_17-9                                     | CUSIP: 3136AVWX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    873209 | PA      | $865636.14    | 0.02%             | 2047-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                            | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    555000 | PA      | $584143.24    | 0.02%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                            | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2259000 | PA      | $2247413.70   | 0.06%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-9                                             | FNMA_17-9                                     | CUSIP: 3136AVXA2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    364368 | PA      | $361307.54    | 0.01%             | 2047-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-26                                            | FNMA_17-26                                    | CUSIP: 3136AWBV8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2052495 | PA      | $2034543.92   | 0.05%             | 2047-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-35                                            | FNMA_17-35                                    | CUSIP: 3136AWNE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    636350 | PA      | $618112.03    | 0.02%             | 2044-12-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M5                                       | FNMA_17-M5                                    | CUSIP: 3136AWWF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    931453 | PA      | $900409.18    | 0.02%             | 2029-04-25      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_24-2                     | CAALT_24-2A                                   | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6667000 | PA      | $6869477.46   | 0.18%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $247876.85    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CAIXABANK SA                                  | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $2627766.63   | 0.07%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CAIXABANK SA                                  | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1766000 | PA      | $1808511.16   | 0.05%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                        | CALIFORNIA RESOURCES CORP                     | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121166.54    | 0.00%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                  | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    640000 | PA      | $637537.60    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M12                                      | FNMA_17-M12                                   | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1403051 | PA      | $1380355.40   | 0.04%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-113                                           | FNMA_17-113                                   | CUSIP: 3136AY7F4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    322359 | PA      | $317982.01    | 0.01%             | 2048-01-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2783000 | PA      | $2776370.47   | 0.07%             | 2029-12-23      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2761000 | PA      | $2753230.53   | 0.07%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                                     | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    358000 | PA      | $357197.78    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                             | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746565.55    | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4784000 | PA      | $4762145.33   | 0.12%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURIT                                 | CSFB_03-21                                    | CUSIP: 22541QPB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24058 | PA      | $24067.73     | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                  | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1110298.74   | 0.03%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                              | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209050.84    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURIT                                 | CSFB_04-8                                     | CUSIP: 22541SU55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85330 | PA      | $87024.30     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-4               | CSFB_04-4                                     | CUSIP: 22541SUD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55973 | PA      | $56973.29     | 0.00%             | 2034-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                             | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    733000 | PA      | $526662.19    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                             | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    363000 | PA      | $352923.16    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1679000 | PA      | $1589174.67   | 0.04%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                  | NORDEA BANK ABP                               | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $204989.86    | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                     | NORFOLK SOUTHERN CORPORATION                  | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1398178.81   | 0.04%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTH TEXAS TOLLWAY AUTHORITY                                    | North Texas Tollway Authority                 | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1033000 | PA      | $1150659.11   | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 5/6M 30D SOFR ARM                        | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4558024 | PA      | $4559515.09   | 0.12%             | 2052-10-01      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7822669 | PA      | $7905294.41   | 0.21%             | 2053-04-01      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-82                                            | FNMA_17-82                                    | CUSIP: 3136AYPC1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    738989 | PA      | $732692.77    | 0.02%             | 2047-10-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-96                                            | FNMA_17-96B                                   | CUSIP: 3136B0AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1280330 | PA      | $1261269.21   | 0.03%             | 2047-12-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | CRESTWOOD MIDSTREAM PARTNERS LP               | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1470281.55   | 0.04%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWLEY CONRO LLC                                                | CROWLEY CONRO LLC                             | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | USGA              | US        |    543612 | PA      | $505631.45    | 0.01%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     56000 | PA      | $49008.97     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST DBW                                          | DBWF_15-LCM                                   | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330670 | PA      | $326148.92    | 0.01%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-1                                             | FNMA_18-1                                     | CUSIP: 3136B0WX0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    414774 | PA      | $409566.73    | 0.01%             | 2048-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-14                                            | FNMA_18-14                                    | CUSIP: 3136B1FM1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     76269 | PA      | $73061.56     | 0.00%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 10/6M 30D SOFR ARM                         | CUSIP: 3140JB6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5124417 | PA      | $5100126.53   | 0.13%             | 2053-04-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 10/1 SFFBK12M ARM                          | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    929293 | PA      | $896618.57    | 0.02%             | 2050-06-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER CO/MN                   | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    258000 | PA      | $223916.39    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER CO (MN)                 | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    633000 | PA      | $628524.41    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L            | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    310054 | PA      | $292650.26    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L            | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    698228 | PA      | $659037.88    | 0.02%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L            | CUSIP: 31418AS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1170225 | PA      | $1102963.55   | 0.03%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                 | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580217.04    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                 | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    370000 | PA      | $392018.25    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                 | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2471684.36   | 0.06%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER COMPANY (MIN            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1744488.29   | 0.05%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (WISCONSIN)                             | NORTHERN STATES POWER CO (WISCONSI            | CUSIP: 665789BC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    687000 | PA      | $707274.33    | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_18-M3                                       | FNMA_18-M3                                    | CUSIP: 3136B1LF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    607574 | PA      | $582353.57    | 0.02%             | 2030-02-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-38                                            | FNMA_18-38                                    | CUSIP: 3136B1Q49<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1867718 | PA      | $1791508.22   | 0.05%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                 | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1011124.26   | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST DBW                                          | DBWF_15-LCM                                   | CUSIP: 23306NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3152000 | PA      | $3071555.29   | 0.08%             | 2034-06-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC CO                               | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    453000 | PA      | $380390.69    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FINANCE LP                                  | NORTHRIVER MIDSTREAM FINANCE LP               | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $347707.79    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                         | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1156739.43   | 0.03%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                         | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1091232.09   | 0.03%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                               | NORTHWESTERN MUTUAL GLOBAL FUNDING            | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279849.16    | 0.01%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-15                                            | FNMA_19-15                                    | CUSIP: 3136B36T2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    608494 | PA      | $594940.89    | 0.02%             | 2049-04-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_18-85                                     | FNMA_18-85                                    | CUSIP: 3136B3QB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    838746 | PA      | $816804.06    | 0.02%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_18-M4                                        | FNMA_18-M4                                    | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1039727 | PA      | $1020209.10   | 0.03%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-64                                            | FNMA_18-64                                    | CUSIP: 3136B22V3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1081816 | PA      | $974462.99    | 0.03%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-36                                            | FNMA_18-36                                    | CUSIP: 3136B2DN9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1674496 | PA      | $1655503.51   | 0.04%             | 2048-06-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-45                                            | FNMA_18-45B                                   | CUSIP: 3136B2EV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1192211 | PA      | $1081256.58   | 0.03%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA_19-8                                                        | FNMA_19-8                                     | CUSIP: 3136B3W30<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2847216 | PA      | $2550374.46   | 0.07%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-25                                            | FNMA_19-25                                    | CUSIP: 3136B4B64<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1261442 | PA      | $1183220.82   | 0.03%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_18-M10                                      | FNMA_18-M10                                   | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2596060 | PA      | $2560536.08   | 0.07%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| FNMA_18-55                                                       | FNMA_18-55                                    | CUSIP: 3136B2TN2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1405641 | PA      | $1352232.33   | 0.04%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                           | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    160000 | PA      | $154933.35    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                           | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $536457.15    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2508707.33   | 0.07%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $2059314.86   | 0.05%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    193000 | PA      | $184013.90    | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    602000 | PA      | $622040.41    | 0.02%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    856000 | PA      | $885001.97    | 0.02%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    991000 | PA      | $1012252.14   | 0.03%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1118137.32   | 0.03%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2391000 | PA      | $2395163.88   | 0.06%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    498000 | PA      | $512624.33    | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                             | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401030.84    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC COMPANY                          | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $821869.35    | 0.02%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC COMPANY                          | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    559000 | PA      | $417616.98    | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC                 | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    435000 | PA      | $431996.09    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC                 | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479951.87    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_22-SFR3                                          | AMSR_22-SFR3                                  | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $3960067.82   | 0.10%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                     | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1042216.16   | 0.03%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                      | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $299954.44    | 0.01%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                      | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    356000 | PA      | $350263.01    | 0.01%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC COMPANY                          | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    719000 | PA      | $740476.57    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                  | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    885000 | PA      | $902290.79    | 0.02%             | 2030-11-05      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                      | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $230693.22    | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                      | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $208103.10    | 0.01%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $487959.33    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                   | DTAOT_23-3A                                   | CUSIP: 23345WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1069836.20   | 0.03%             | 2030-05-15      | Fixed         | 10.21%                | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                           | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    950000 | PA      | $672970.39    | 0.02%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                           | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1412231.67   | 0.04%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-2                                   | DTAOT_23-2                                    | CUSIP: 23346CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $964208.43    | 0.03%             | 2030-04-15      | Fixed         | 11.06%                | No            |                  2 | On Loan: No      |
| DANA INC                                                         | DANA INC                                      | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249969.66    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                           | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1828809.55   | 0.05%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                           | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1699880.19   | 0.04%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                               | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    320000 | PA      | $332970.85    | 0.01%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                               | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    524000 | PA      | $526550.68    | 0.01%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | DARLING INGREDIENTS INC                       | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249404.63    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC COLO_21-1A                                   | COLO_21-1A                                    | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2850000 | PA      | $2815485.08   | 0.07%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DAVITA INC                                    | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574716.76    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                                       | DEERE & CO                                    | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3515564.54   | 0.09%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                                       | DEERE & CO                                    | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1742194.21   | 0.05%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                       | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1570547.09   | 0.04%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                       | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1475738.94   | 0.04%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                       | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    259000 | PA      | $266042.90    | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                       | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1985756.11   | 0.05%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                       | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1410834.21   | 0.04%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                              | DELTA AIR LINES INC                           | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3187000 | PA      | $3225502.19   | 0.08%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                              | DELTA AIR LINES INC                           | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3659348.36   | 0.10%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DETROIT EDISON COMPANY                        | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $171477.59    | 0.00%             | 2042-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                              | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $708810.29    | 0.02%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG/NY                           | CUSIP: 251526CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $536419.29    | 0.01%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                              | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $301810.98    | 0.01%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG (NEW YORK BRANCH)            | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1396398.05   | 0.04%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                              | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $290433.94    | 0.01%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                              | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $244507.40    | 0.01%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG/NY                           | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $275728.48    | 0.01%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORPORATION                      | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1219223.61   | 0.03%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                         | DIAMOND FOREIGN/DIAMOND FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    295000 | PA      | $312846.03    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                        | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    298000 | PA      | $240787.85    | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                        | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    792000 | PA      | $803742.78    | 0.02%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                        | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1524557.91   | 0.04%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                     | CUSIP: 26442CBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    916000 | PA      | $897421.29    | 0.02%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                     | CUSIP: 26442CBQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1179596.59   | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                             | DUKE ENERGY OHIO INC                          | CUSIP: 26442EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    982000 | PA      | $1018539.24   | 0.03%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                          | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    530000 | PA      | $545437.83    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTY TRUST                | ONTARIO TEACHERS CADILLAC FAIRVIEW            | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    274000 | PA      | $272172.95    | 0.01%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FIBERCOP SPA                                  | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    315000 | PA      | $299914.40    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1058497.24   | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                           | LUMEN TECHNOLOGIES INC                        | CUSIP: 550241AH6<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1045883 | PA      | $1028004.25   | 0.03%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| M&T BK CORP                                                      | M&T BANK CORPORATION                          | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    419000 | PA      | $424822.00    | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    537000 | PA      | $431125.99    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    844000 | PA      | $796574.25    | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-81                                            | FNMA_19-81                                    | CUSIP: 3136B8DW6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    855970 | PA      | $779497.09    | 0.02%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_20-M5                                        | FNMA_20-M5                                    | CUSIP: 3136B8TG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4784507 | PA      | $4368987.57   | 0.11%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $939098.15    | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4766000 | PA      | $4785155.93   | 0.13%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1687458.16   | 0.04%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1690494.00   | 0.04%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MASTR SEASONED SECURITIZATION TRUST MSSTR_04-2                   | MSSTR_04-2                                    | CUSIP: 55265WCA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51706 | PA      | $51345.29     | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR SEASONED SECURITIZATION TRUST MSSTR_04-2                   | MSSTR_04-2                                    | CUSIP: 55265WCB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81436 | PA      | $81343.12     | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_21-NQM2                                           | MFRA_21-NQM2                                  | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    562946 | PA      | $505081.95    | 0.01%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    320000 | PA      | $326119.59    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                      | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    239000 | PA      | $185473.64    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EMERA INCORPORATED                                               | EMERA INC                                     | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    421000 | PA      | $423580.91    | 0.01%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-48                                            | FNMA_20-48                                    | CUSIP: 3136BAUL6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1630151 | PA      | $1397915.57   | 0.04%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-59                 | FNMA_20-59                                    | CUSIP: 3136BBKP6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1318661 | PA      | $1218231.60   | 0.03%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $2018293.06   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2196571.38   | 0.06%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2487000 | PA      | $2479407.05   | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1605885.30   | 0.04%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMERALD DEBT MERGER SUB LLC                   | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    965000 | PA      | $992766.68    | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FRTKL FRTKL_21-SFR1                                              | FRTKL_21-SFR1                                 | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4266923.76   | 0.11%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305199.06    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1559804.03   | 0.04%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                                  | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434791.61    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                                  | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    275000 | PA      | $240615.76    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MRCD MORTGAGE TRUST MRCD_19-PARK                                 | MRCD_19-PARK                                  | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3540000.00   | 0.09%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MRCD MORTGAGE TRUST MRCD_19-PARK                                 | MRCD_19-PARK                                  | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375000 | PA      | $1735262.64   | 0.05%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP               | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    375000 | PA      | $360328.86    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC                               | OWENS-BROCKWAY GLASS CONTAINER INC            | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149831.82    | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FRTKL FRTKL_21-SFR1                                              | FRTKL_21-SFR1                                 | CUSIP: 30322DAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3709000 | PA      | $3602092.53   | 0.09%             | 2038-09-17      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FRTKL FRTKL_21-SFR1                                              | FRTKL_21-SFR1                                 | CUSIP: 30322DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2781000 | PA      | $2698295.01   | 0.07%             | 2038-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                  | MV24 CAPITAL BV                               | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    292928 | PA      | $290764.17    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST MVWOT_23-2                                       | MVWOT_23-2A                                   | CUSIP: 55400WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1251970 | PA      | $1274322.40   | 0.03%             | 2040-11-20      | Fixed         | 9.33%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    286000 | PA      | $183975.29    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $808818.83    | 0.02%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                               | MACQUARIE BANK LTD                            | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $253114.56    | 0.01%             | 2036-03-03      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                              | MACQUARIE GROUP LTD                           | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    219000 | PA      | $223154.38    | 0.01%             | 2030-01-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    186000 | PA      | $184257.31    | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206908.83    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_21-M3                                        | FNMA_21-M3                                    | CUSIP: 3136BDXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  32478218 | PA      | $2184069.25   | 0.06%             | 2033-11-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-42                 | FNMA_21-42                                    | CUSIP: 3136BGAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1192004 | PA      | $1033591.50   | 0.03%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST FREED_21-3FP                                     | FREED_21-3FP                                  | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128750 | PA      | $128591.77    | 0.00%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                  | FAIR ISAAC CORP                               | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101616.27    | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_21-27                                            | FNMA_21-27                                    | CUSIP: 3136BHAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3258975 | PA      | $2671819.81   | 0.07%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_21-91                                     | FNMA_21-91A                                   | CUSIP: 3136BK2Z4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1484952 | PA      | $1324661.78   | 0.03%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    895000 | PA      | $905279.94    | 0.02%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    723000 | PA      | $737458.33    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                  | SOUTHERN CALIFORNIA GAS COMPANY               | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200736.68    | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | SOUTHERN COMPANY GAS CAPITAL CORP             | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    348000 | PA      | $227706.70    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN            | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $366507.93    | 0.01%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                | MACQUARIE AIRFINANCE HOLDINGS LTD             | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $172383.57    | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                               | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292872.09    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN            | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1420000 | PA      | $1435771.08   | 0.04%             | 2031-07-08      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN            | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1420000 | PA      | $1444036.26   | 0.04%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                   | SUMITOMO MITSUI TRUST BANK LTD                | CUSIP: 86563VCF4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1530000 | PA      | $1534281.21   | 0.04%             | 2030-09-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSURANCE CO                                       | SUMITOMO LIFE INSURANCE CO                    | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   2669000 | PA      | $2720418.38   | 0.07%             | 2055-09-10      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | WARNERMEDIA HOLDINGS INC                      | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100849.11    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_23-A                         | MFIT_23-AA                                    | CUSIP: 56847FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2486502.00   | 0.07%             | 2035-10-22      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_24-BA                        | MFIT_24-BA                                    | CUSIP: 56847GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6870804.20   | 0.18%             | 2038-11-20      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_21-AA                        | MFIT_21-AA                                    | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4844828.00   | 0.13%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                      | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3392000 | PA      | $3456237.05   | 0.09%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1614012.76   | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST GROUP INC                                  | SUMITOMO MITSUI TRUST GROUP INC               | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |   1981000 | PA      | $2005381.74   | 0.05%             | 2036-09-11      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                     | SUN COMMUNITIES OPERATING LP                  | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1437911.79   | 0.04%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_239                                       | FHLMC_239                                     | CUSIP: 31282YNU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    127580 | PA      | $16181.64     | 0.00%             | 2036-08-15      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR BI-WEEKLY                          | CUSIP: 31288LRR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43076 | PA      | $43731.30     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1545022.40   | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                      | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    259000 | PA      | $262889.29    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR BI-WEEKLY                          | CUSIP: 31288LUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225866 | PA      | $234726.19    | 0.01%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/1 SFFBK12M ARM                           | CUSIP: 31288QAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    752951 | PA      | $785544.60    | 0.02%             | 2048-11-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                                     | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173276.92    | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                                     | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300058.63    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP                                                 | SUPERIOR PLUS LP/SUPERIOR GEN                 | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $530945.30    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                            | SUZANO NETHERLANDS BV                         | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |   1207000 | PA      | $1208543.10   | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL INC                    | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2402080.63   | 0.06%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                           | MARVELL TECHNOLOGY INC                        | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141824.77    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 7/1 SFFBK12M ARM                        | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1300212 | PA      | $1310673.47   | 0.03%             | 2050-02-01      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 10/6M 30D SOFR ARM                         | CUSIP: 31288QWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2021905 | PA      | $2011389.89   | 0.05%             | 2053-03-01      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                    | SYNAPTICS INCORPORATED                        | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $325540.08    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                  | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1208224.37   | 0.03%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4003097 | PA      | $3999895.25   | 0.10%             | 2053-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/6M 30D SOFR ARM                          | CUSIP: 31288RCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1825530 | PA      | $1841112.75   | 0.05%             | 2054-10-01      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                                 | ACCO BRANDS CORP                              | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    645000 | PA      | $582958.78    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/6M 30D SOFR ARM                          | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    813728 | PA      | $821966.80    | 0.02%             | 2054-02-01      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2140594 | PA      | $2160709.48   | 0.06%             | 2055-01-01      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                              | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1230522.17   | 0.03%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                           | MARVELL TECHNOLOGY INC                        | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    469000 | PA      | $483802.19    | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                  | MASTERBRAND INC                               | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    425000 | PA      | $439834.78    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMD2_19-FRR1                                                     | BMD2_19-FRR1                                  | CUSIP: 055631BY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6739000 | PA      | $4972550.41   | 0.13%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BMD2_19-FRR1                                                     | BMD2_19-FRR1                                  | CUSIP: 055631CJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8685000 | PA      | $6582998.11   | 0.17%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/6M 30D SOFR ARM                          | CUSIP: 31288RFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5988032 | PA      | $6037428.69   | 0.16%             | 2055-06-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 31288RGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1053813 | PA      | $1067918.83   | 0.03%             | 2055-08-01      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MARM_04-13                                                       | MARM_04-13                                    | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42862 | PA      | $42199.50     | 0.00%             | 2034-04-21      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| MARM_04-13                                                       | MARM_04-13                                    | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78532 | PA      | $75380.49     | 0.00%             | 2034-11-21      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                  | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1740684.81   | 0.05%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A1                        | SYNIT_25-A1                                   | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715000 | PA      | $2762720.47   | 0.07%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                              | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $722754.50    | 0.02%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                              | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $473094.92    | 0.01%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A2                        | SYNIT_25-A2                                   | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3224000 | PA      | $3261093.41   | 0.09%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1321605.53   | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC                            | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1383057.73   | 0.04%             | 2035-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $644141.79    | 0.02%             | 2027-10-19      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                              | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $300214.97    | 0.01%             | 2026-10-13      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                              | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $710939.92    | 0.02%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| ACC TRUST ACC_21-1                                               | ACC_21-1                                      | CUSIP: 00091KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1994989 | PA      | $568141.66    | 0.01%             | 2027-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASSET BASED LENDING LLC ABL_25-RTL1                              | ABL_25-RTL1                                   | CUSIP: 00092RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2155000 | PA      | $2169347.34   | 0.06%             | 2030-06-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET SECURITIZATION TRUST MASTR_04-P7                     | MASTR_04-P7                                   | CUSIP: 57643MCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15520 | PA      | $13340.03     | 0.00%             | 2033-12-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO                          | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275675.27    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    804000 | PA      | $853891.00    | 0.02%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1044000 | PA      | $1163801.01   | 0.03%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-3                                             | FNMA_22-3                                     | CUSIP: 3136BLES5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4229820 | PA      | $3787540.31   | 0.10%             | 2047-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M10                | FNMA_22-M10                                   | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7800000 | PA      | $6783969.66   | 0.18%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                     | AEP TRANSMISSION COMPANY LLC                  | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    257000 | PA      | $176138.90    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                     | AEP TRANSMISSION COMPANY LLC                  | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    336000 | PA      | $213072.18    | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    330000 | PA      | $346039.11    | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1320000 | PA      | $1353176.56   | 0.04%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHSTR_12-262                                   | FHLMC_262                                     | CUSIP: 3128HXKY0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1540662 | PA      | $1457752.85   | 0.04%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_264                                            | FHLMC_264                                     | CUSIP: 3128HXMV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    203201 | PA      | $187616.99    | 0.00%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                              | CUSIP: 3128M52J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43839 | PA      | $46368.49     | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                              | CUSIP: 3128M5A75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    303866 | PA      | $320522.02    | 0.01%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                    | AIA GROUP LTD                                 | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    340000 | PA      | $268078.08    | 0.01%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                    | AIB GROUP PLC                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $281364.95    | 0.01%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    605000 | PA      | $533392.36    | 0.01%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $282233.10    | 0.01%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                              | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2415498 | PA      | $2182351.92   | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 20YR                                    | CUSIP: 3128P7C84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16870 | PA      | $16983.42     | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                          | BX_21-VOLT                                    | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4876112 | PA      | $4860874.11   | 0.13%             | 2036-09-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    903000 | PA      | $925996.19    | 0.02%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                    | AIB GROUP PLC                                 | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205885.42    | 0.01%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                        | COREBRIDGE GLOBAL FUNDING                     | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    284000 | PA      | $285306.09    | 0.01%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                    | CUSIP: 312927B88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51251 | PA      | $53895.29     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 1YR CMT ARM                             | CUSIP: 31300LJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23334 | PA      | $24018.60     | 0.00%             | 2036-07-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO                          | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227579.43    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                  | MAUSER PACKAGING SOLUTIONS HOLDING            | CUSIP: 57763RAD9<br>LEI: 549300RY13CUZRBP7216 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363980.21    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1329000 | PA      | $1399331.89   | 0.04%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_25-C11                                    | BMO_25-C11                                    | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142000 | PA      | $1207636.56   | 0.03%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/1 CONS 12M SOFR NF ARM                   | CUSIP: 31300LUY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     48918 | PA      | $50612.44     | 0.00%             | 2040-07-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                        | CUSIP: 3131Y1WR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    870552 | PA      | $859745.20    | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                         | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1326571.01   | 0.03%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                         | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    558000 | PA      | $527549.15    | 0.01%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_25-5C10                                   | BMO_25-5C10                                   | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142000 | PA      | $1190617.80   | 0.03%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_25-C12                                    | BMO_25-C12                                    | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    761000 | PA      | $815184.49    | 0.02%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                        | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    884940 | PA      | $813743.14    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                        | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2977899 | PA      | $2720052.32   | 0.07%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-COPT                                              | BX_25-COPT                                    | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1191115.63   | 0.03%             | 2042-09-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BAHAMAS COMMONWEALTH OF THE (GOVERNMENT)                         | BAHAMAS COMMONWEALTH OF THE (GOVER            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    301000 | PA      | $325798.98    | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-62                 | FNMA_22-62                                    | CUSIP: 3136BN2C9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    879754 | PA      | $828471.99    | 0.02%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-M1S                                           | FNMA_22-M1S                                   | CUSIP: 3136BNET9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8700000 | PA      | $7644824.85   | 0.20%             | 2032-04-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_23-14                                            | FNMA_23-14                                    | CUSIP: 3136BPL41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1736752 | PA      | $1629618.71   | 0.04%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_23-38                                            | FNMA_23-38                                    | CUSIP: 3136BQHF9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2998057 | PA      | $2992463.85   | 0.08%             | 2040-06-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                              | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1656308.42   | 0.04%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                              | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    823000 | PA      | $840171.25    | 0.02%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                    | BALTIMORE GAS AND ELECTRIC CO                 | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    221000 | PA      | $166843.90    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                    | BALTIMORE GAS AND ELECTRIC CO                 | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $936594.25    | 0.02%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                    | BALTIMORE GAS AND ELECTRIC CO                 | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1838000 | PA      | $1910177.47   | 0.05%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                               | BANCO BILBAO VIZCAYA ARGENTARIA SA            | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1653607.15   | 0.04%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_23-38                                            | FNMA_23-38                                    | CUSIP: 3136BQHM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    574827 | PA      | $571592.64    | 0.01%             | 2039-10-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNA_23-M8                                         | FNMA_23-M8                                    | CUSIP: 3136BQSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3685000 | PA      | $3701574.39   | 0.10%             | 2033-03-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_24-64                                            | FNMA_24-64                                    | CUSIP: 3136BSN43<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    913000 | PA      | $767151.26    | 0.02%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-18                 | FNMA_25-18                                    | CUSIP: 3136BVLQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   7769920 | PA      | $6662141.80   | 0.17%             | 2054-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31371LG52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    101240 | PA      | $102131.15    | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H21                                                      | GNMA_13-H21                                   | CUSIP: 38375UAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     78302 | PA      | $78496.88     | 0.00%             | 2063-09-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-62              | GNMA_08-62                                    | CUSIP: 38375XHT4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    164033 | PA      | $737.90       | 0.00%             | 2038-07-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-81              | GNMA_09-81                                    | CUSIP: 38376F4W9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    319898 | PA      | $28906.83     | 0.00%             | 2039-09-20      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-106             | GNMA_09-106                                   | CUSIP: 38376JFW9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    296070 | PA      | $8074.13      | 0.00%             | 2038-02-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H15                                                      | GNMA_15-H15                                   | CUSIP: 38376RDE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    566467 | PA      | $566204.15    | 0.01%             | 2065-06-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H16                                                      | GNMA_15-H16                                   | CUSIP: 38376RDR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    340175 | PA      | $340053.41    | 0.01%             | 2065-07-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H16                                                      | GNMA_15-H16                                   | CUSIP: 38376RDY9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    797907 | PA      | $797580.12    | 0.02%             | 2065-07-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H18             | GNMA_15-H18                                   | CUSIP: 38376REW2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    125840 | PA      | $125803.21    | 0.00%             | 2065-06-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-H23                                   | CUSIP: 38376RHF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    338320 | PA      | $338461.69    | 0.01%             | 2065-09-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H26                                                      | GNMA_15-H26                                   | CUSIP: 38376RKA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    188916 | PA      | $188997.48    | 0.00%             | 2065-10-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-47              | GNMA_10-47                                    | CUSIP: 38376YT68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    350655 | PA      | $22708.80     | 0.00%             | 2037-06-20      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-107             | GNMA_10-107                                   | CUSIP: 38377JFF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    225100 | PA      | $44258.04     | 0.00%             | 2039-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-130             | GNMA_10-130                                   | CUSIP: 38377LK72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    144100 | PA      | $153832.92    | 0.00%             | 2040-10-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-157             | GNMA_10-157                                   | CUSIP: 38377NF41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    182590 | PA      | $157578.35    | 0.00%             | 2040-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-163             | GNMA_10-163                                   | CUSIP: 38377RKA2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1151367 | PA      | $1139493.07   | 0.03%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-75              | GNMA_11-75                                    | CUSIP: 38377WFA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    159207 | PA      | $10517.22     | 0.00%             | 2041-05-20      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-137             | GNMA_11-137                                   | CUSIP: 38377YX39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    321747 | PA      | $333015.94    | 0.01%             | 2040-07-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-141             | GNMA_12-141                                   | CUSIP: 38378GPG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    237541 | PA      | $226448.16    | 0.01%             | 2042-01-20      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| GNMA_13-75                                                       | GNMA_13-75                                    | CUSIP: 38378J4C3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    160020 | PA      | $163556.49    | 0.00%             | 2040-06-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-54              | GNMA_13-54                                    | CUSIP: 38378MRL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    643209 | PA      | $655199.93    | 0.02%             | 2042-11-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-152             | GNMA_13-152                                   | CUSIP: 38378UWV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1319718 | PA      | $1226692.45   | 0.03%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA_14-133                                                      | GNMA_14-133                                   | CUSIP: 38379GQX8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    998326 | PA      | $902039.17    | 0.02%             | 2044-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-149             | GNMA_14-149                                   | CUSIP: 38379GSW8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    985268 | PA      | $908861.73    | 0.02%             | 2044-07-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97              | GNMA_21-97                                    | CUSIP: 38382VCK3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5816481 | PA      | $4850302.26   | 0.13%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-135             | GNMA_21-135                                   | CUSIP: 38382XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1007875 | PA      | $840863.84    | 0.02%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_04-3                    | BAFC_04-3                                     | CUSIP: 05946XGP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20741 | PA      | $20818.45     | 0.00%             | 2034-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                            | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195153.88    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-215             | GNMA_21-215                                   | CUSIP: 38383D2L1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6677114 | PA      | $5837373.87   | 0.15%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-5               | GNMA_22-5                                     | CUSIP: 38383FF57<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5128902 | PA      | $4481270.57   | 0.12%             | 2049-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR1                                          | AMSR_21-SFR1                                  | CUSIP: 00179DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2116260.90   | 0.06%             | 2038-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR1                                          | AMSR_21-SFR1                                  | CUSIP: 00179DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2115809.33   | 0.06%             | 2038-06-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                              | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    206000 | PA      | $230368.94    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_24-2                                     | TMUST_24-2A                                   | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5293000 | PA      | $5307355.15   | 0.14%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_23-RTL2                               | LHOME_23-RTL2                                 | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2126451 | PA      | $2123476.85   | 0.06%             | 2028-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                 | LAMAR MEDIA CORP                              | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $507003.09    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC                      | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343896.43    | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_20-2A                                 | LFT_20-2                                      | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6012796.20   | 0.16%             | 2031-04-21      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_25-2A                                    | TMUST_25-2A                                   | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646000 | PA      | $1656824.92   | 0.04%             | 2030-04-22      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                | TSMC ARIZONA CORP                             | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    470000 | PA      | $426586.28    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                       | LEIDOS INC                                    | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    841000 | PA      | $873593.18    | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-2                                  | LFT_21-2                                      | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5579388.00   | 0.15%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                        | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1697996 | PA      | $1544835.78   | 0.04%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1488200 | PA      | $1369899.07   | 0.04%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LDPT_20-REV1                                                     | LDPT_20-REV1                                  | CUSIP: 52606YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1228540 | PA      | $1227468.31   | 0.03%             | 2028-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                     | CUSIP: 52607MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1544500.26   | 0.04%             | 2031-11-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132AEN51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1675888 | PA      | $1609724.87   | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4623631 | PA      | $4250014.93   | 0.11%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2299019 | PA      | $2113971.58   | 0.06%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132AEV52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1049130 | PA      | $965679.54    | 0.03%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                     | CUSIP: 52607MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4804873.50   | 0.13%             | 2031-11-20      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                     | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2854287.00   | 0.07%             | 2031-11-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1787102 | PA      | $1550922.43   | 0.04%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 15YR UMBS SUPER                         | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1103952 | PA      | $1047367.17   | 0.03%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1591924.35   | 0.04%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    791000 | PA      | $747033.77    | 0.02%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                            | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2493342.35   | 0.07%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                            | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $209969.99    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1                  | MBART_22-1                                    | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2122000 | PA      | $2141702.77   | 0.06%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_25-1                   | MBART_25-1                                    | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1384000 | PA      | $1402039.47   | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                            | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1116184.93   | 0.03%             | N/A             | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE COMERCIO EXTERIOR SNC                          | BANCO NACIONAL DE COMERCIO                    | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | NUSS              | MX        |    520000 | PA      | $506430.65    | 0.01%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | MERCK & CO INC                                | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    191000 | PA      | $155122.40    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | MERCK & CO INC                                | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    665000 | PA      | $477503.40    | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO | FIEMEX ENERGIA - BANCO ACTINVER SA            | CUSIP: 05974EAA8<br>LEI: 4469000001BLWI4LQJ08 | Long             | DBT              | NUSS              | MX        |    396203 | PA      | $423006.08    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    365000 | PA      | $362575.78    | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| MLCC_03-A                                                        | MLCC_03-A                                     | CUSIP: 589929G28<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11300 | PA      | $9975.52      | 0.00%             | 2028-03-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MLCC_03-E                                                        | MLCC_03-E                                     | CUSIP: 589929Y36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66054 | PA      | $62847.07     | 0.00%             | 2028-10-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                            | BANQUE FEDERATIVE DU CREDIT MUTUEL            | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    737000 | PA      | $767026.78    | 0.02%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                  | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1195000 | PA      | $1371273.57   | 0.04%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| MLCC_04-A                                                        | MLCC_04-A                                     | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63791 | PA      | $58981.14     | 0.00%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MLMI_04-A4                                                       | MLMI_04-A4                                    | CUSIP: 59020ULR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63953 | PA      | $60894.25     | 0.00%             | 2034-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                  | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    929000 | PA      | $942785.68    | 0.02%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                  | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1572000 | PA      | $1639854.65   | 0.04%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| MLCC_04-1                                                        | MLCC_04-1                                     | CUSIP: 59020UNN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     58617 | PA      | $55147.96     | 0.00%             | 2034-12-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MLCC_04-G                                                        | MLCC_04-G                                     | CUSIP: 59020UPA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5237 | PA      | $5080.62      | 0.00%             | 2030-01-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | METROPOLITAN EDISON COMPANY                   | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1228890.65   | 0.03%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    192000 | PA      | $190349.64    | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANELY CAPITAL I TRUST MSC_06-T21                        | MSC_06-T21                                    | CUSIP: 617451CU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1568992 | PA      | $2.35         | 0.00%             | 2052-10-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MSM_04-3                                                         | MSM_04-3                                      | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71952 | PA      | $71004.07     | 0.00%             | 2034-04-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 15YR UMBS SUPER                         | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2437372 | PA      | $2401001.70   | 0.06%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DM5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     83327 | PA      | $71352.02     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    251000 | PA      | $218139.28    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC                                  | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2706000 | PA      | $2710650.84   | 0.07%             | 2029-11-11      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST DROCK_25-1                       | DROCK_25-1                                    | CUSIP: 06742LBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3608000 | PA      | $3597601.38   | 0.09%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BASTION FUNDING LLC RAISA_23-1                                   | RAISA_23-1A                                   | CUSIP: 07030UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2073345 | PA      | $2089999.83   | 0.05%             | 2038-04-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                         | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $125396.33    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2567703 | PA      | $2325883.98   | 0.06%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DMWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2002577 | PA      | $1717603.49   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR3                                          | AMSR_21-SFR3                                  | CUSIP: 00180UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3845000 | PA      | $3734318.21   | 0.10%             | 2038-10-17      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)                         | ANZ NEW ZEALAND INTL/LDN                      | CUSIP: 00182EBM0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    298000 | PA      | $277671.78    | 0.01%             | 2030-02-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                        | BAXTER INTERNATIONAL INC                      | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    733000 | PA      | $630311.86    | 0.02%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_25-5C33        | BBCMS_25-5C33                                 | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2273000 | PA      | $2392244.99   | 0.06%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    996935 | PA      | $853663.32    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4428936 | PA      | $4282916.23   | 0.11%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                            | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $679118.39    | 0.02%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_25-C35         | BBCMS_25-C35                                  | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569000 | PA      | $597956.58    | 0.02%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BSARM_03-4                                                       | BSARM_03-4                                    | CUSIP: 07384MVR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12780 | PA      | $12334.56     | 0.00%             | 2033-07-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| BSARM_03-7                                                       | BSARM_03-7                                    | CUSIP: 07384MYW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43851 | PA      | $42577.20     | 0.00%             | 2033-10-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURI                                 | BSABS_03-SD1                                  | CUSIP: 07384YKL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166426 | PA      | $172281.68    | 0.00%             | 2033-12-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BSCMS_07-T26                                                     | BSCMS_07-T26                                  | CUSIP: 07388VAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29636 | PA      | $0.73         | 0.00%             | 2045-01-12      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B25                            | BMARK_21-B25                                  | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $690618.54    | 0.02%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BENIN ( REPUBLIC OF)                                             | BENIN ( REPUBLIC OF)                          | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    310000 | PA      | $317055.91    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                  | BERKSHIRE HATHAWAY FINANCE CORP               | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    912000 | PA      | $557965.66    | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                              | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $2052362.59   | 0.05%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31416JAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95463 | PA      | $99231.99     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL LLC                                              | BIG RIVER STEEL/BRS FIN                       | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320409.35    | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                       | BIOGEN INC                                    | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    930000 | PA      | $848471.92    | 0.02%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1018702 | PA      | $918141.90    | 0.02%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31417WCT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    185833 | PA      | $198966.44    | 0.01%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CTF LTD                                     | BIOCEANICO SOVEREIGN CERTIFICATE              | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    295972 | PA      | $240738.35    | 0.01%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1         | BLAST_24-1                                    | CUSIP: 107933AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $2370654.65   | 0.06%             | 2030-10-15      | Fixed         | 8.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS              | CUSIP: 31418AJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    385096 | PA      | $363483.71    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1113935 | PA      | $1006602.74   | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-3         | BLAST_24-3                                    | CUSIP: 10805NAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3096600.60   | 0.08%             | 2031-04-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    875000 | PA      | $653244.14    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 31427N7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2043468 | PA      | $1751116.32   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 31427NDZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1894932 | PA      | $1712337.24   | 0.04%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    257000 | PA      | $188253.71    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2292295.53   | 0.06%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11571183 | PA      | $11839430.00  | 0.31%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 31427PG65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2355753 | PA      | $2128752.76   | 0.06%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1071354.06   | 0.03%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS PASS THROUGH TRUST 2018 - 1 AA                   | BRITISH AIR 18-1 AA PTT                       | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | DBT              | CORP              | US        |    170477 | PA      | $166906.21    | 0.00%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 3142AWP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    697661 | PA      | $703730.31    | 0.02%             | 2055-07-01      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 3142AWP90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1152576 | PA      | $1166318.54   | 0.03%             | 2055-07-01      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS PASS THRU TRUST 2018 1A                          | BRITISH AIR 18-1 A PTT                        | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    266930 | PA      | $257355.41    | 0.01%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST                        | BRITISH AIR 19-1 AA PTT                       | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308029 | PA      | $289199.62    | 0.01%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 3142AWQA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1029669 | PA      | $1037548.56   | 0.03%             | 2055-07-01      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 3142AWQF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3240331 | PA      | $3265396.43   | 0.09%             | 2055-08-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | BRIXMOR OPERATING PARTNERSHIP LP              | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    173000 | PA      | $164789.58    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | BRIXMOR OPERATING PARTNERSHIP LP              | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1146371.91   | 0.03%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | BRIXMOR OPERATING PARTNERSHIP LP              | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    563000 | PA      | $561659.42    | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    805000 | PA      | $734484.51    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1727996.42   | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1115739.71   | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2943871.08   | 0.08%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2666000 | PA      | $2767374.28   | 0.07%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1955629.18   | 0.05%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1986000 | PA      | $1998438.87   | 0.05%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2781000 | PA      | $2797329.85   | 0.07%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2584000 | PA      | $2622731.89   | 0.07%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2283700.23   | 0.06%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    853000 | PA      | $880111.25    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                  | BROOKFIELD ASSET MANAGEMENT LTD               | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    804000 | PA      | $834181.88    | 0.02%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                           | BROOKFIELD FINANCE INC                        | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1708976.14   | 0.04%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                            | BROOKLYN UNION GAS CO                         | CUSIP: 114259AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $155041.16    | 0.00%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS                                                 | BUCKEYE PARTNERS LP                           | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374009.44    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DNNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5129928 | PA      | $5002611.14   | 0.13%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    918400 | PA      | $830101.14    | 0.02%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS                                                 | BUCKEYE PARTNERS LP                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277294.91    | 0.01%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | BUILDERS FIRSTSOURCE INC                      | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    800000 | PA      | $752510.76    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4655707 | PA      | $3974875.05   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE LTD CORP                                           | BUNGE FINANCE LTD CORP                        | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $2076371.52   | 0.05%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2                      | BHLD_19-2                                     | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    369219 | PA      | $362215.93    | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS              | CUSIP: 31418ATV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1262194 | PA      | $1188313.51   | 0.03%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L            | CUSIP: 31418AVA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    646558 | PA      | $608666.22    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC              | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $308087.72    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC              | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $504073.65    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QMDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5794313 | PA      | $4992585.21   | 0.13%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2052288 | PA      | $1757349.86   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC              | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1269655.35   | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES LLC BJETS_22-1                           | BJETS_22-1A                                   | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1886693 | PA      | $1877850.15   | 0.05%             | 2037-06-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS              | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1475046 | PA      | $1388601.77   | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2827670 | PA      | $2555387.36   | 0.07%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6643943 | PA      | $6004174.13   | 0.16%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4769109 | PA      | $4198357.84   | 0.11%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9010556 | PA      | $7925507.92   | 0.21%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5370366 | PA      | $4721022.95   | 0.12%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1156028 | PA      | $1015524.36   | 0.03%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3174594 | PA      | $2741718.31   | 0.07%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  52453832 | PA      | $45301438.97  | 1.19%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2274392 | PA      | $2040260.96   | 0.05%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  20YR                                    | CUSIP: 31418MLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10846 | PA      | $11192.65     | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA   40YR                                   | CUSIP: 31418MSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36824 | PA      | $37360.09     | 0.00%             | 2048-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31418MZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87506 | PA      | $93032.38     | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1400201 | PA      | $1265286.52   | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_24-2                          | SCRT_24-2                                     | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5839964 | PA      | $5054939.20   | 0.13%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_25-1                          | SCRT_25-1                                     | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4147707 | PA      | $3550240.47   | 0.09%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                     | SLST_18-2                                     | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2272231 | PA      | $2211832.24   | 0.06%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC                          | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    308000 | PA      | $305184.38    | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS CORP                  | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $295028.62    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                         | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $360044.12    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                         | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    901000 | PA      | $943141.17    | 0.02%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II 30YR SF - JUMBO-CONFORMING            | CUSIP: 36179VQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6784528 | PA      | $5751455.18   | 0.15%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4829275 | PA      | $4159553.82   | 0.11%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15143876 | PA      | $14382532.74  | 0.38%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DPRW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4123107 | PA      | $3795227.64   | 0.10%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1985106 | PA      | $1825742.96   | 0.05%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 1M 1Y CMT ARM                           | CUSIP: 3617F5YU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5600594 | PA      | $5857953.22   | 0.15%             | 2072-04-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617F96J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    505462 | PA      | $454111.12    | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617HXWC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    822508 | PA      | $802365.36    | 0.02%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617J76E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    548895 | PA      | $553321.65    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617K1YJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    878182 | PA      | $855191.37    | 0.02%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LD6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    556180 | PA      | $556044.37    | 0.01%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LE6K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    194681 | PA      | $186614.82    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LEY57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    180436 | PA      | $170116.04    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LNSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3688629 | PA      | $3394497.17   | 0.09%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                      | SAN DIEGO GAS & ELECTRIC CO                   | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    318000 | PA      | $206944.26    | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                      | SAN DIEGO GAS & ELECTRIC CO                   | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    365000 | PA      | $373947.62    | 0.01%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC               | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2382000 | PA      | $2408981.02   | 0.06%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC               | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    279000 | PA      | $291131.12    | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                  | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1396579.25   | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                  | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1220743.42   | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                  | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1836691.37   | 0.05%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                              | SYNCHRONY FINANCIAL                           | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1223138.50   | 0.03%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| USCAR_25-1A-A3-MTGE                                              | USCAR_25-1A                                   | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1793000 | PA      | $1809412.76   | 0.05%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| USCAR_25-1A-A3-MTGE                                              | USCAR_25-1A                                   | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536000 | PA      | $542176.17    | 0.01%             | 2030-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                | UNION ELECTRIC CO                             | CUSIP: 906548CX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $251502.40    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                     | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    617000 | PA      | $627012.49    | 0.02%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 9128334X5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $3104776.98   | 0.08%             | 2034-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 9128337U8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2083000 | PA      | $1488885.67   | 0.04%             | 2033-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 9128337V6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $1672954.14   | 0.04%             | 2034-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 9128337W4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1256413.13   | 0.03%             | 2034-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32426000 | PA      | $15845402.85  | 0.41%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6430822 | PA      | $3096784.29   | 0.08%             | 2041-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                         | UNITED STATES STEEL CORP                      | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277398.67    | 0.01%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 3142AWQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4286682 | PA      | $4329501.14   | 0.11%             | 2055-08-01      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 3142AWQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    616891 | PA      | $623249.51    | 0.02%             | 2055-08-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    368000 | PA      | $279880.30    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1400522.39   | 0.04%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    558000 | PA      | $541760.95    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    751000 | PA      | $600311.22    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2018000 | PA      | $2077342.07   | 0.05%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    911000 | PA      | $834875.61    | 0.02%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 3142B3WD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1794825 | PA      | $1813411.64   | 0.05%             | 2055-06-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 3142B3WE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1280303 | PA      | $1292665.44   | 0.03%             | 2055-06-01      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $1753726.97   | 0.05%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2393000 | PA      | $1648113.88   | 0.04%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    958000 | PA      | $959609.81    | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    792000 | PA      | $822905.60    | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/6M 30D SOFR ARM                          | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    738858 | PA      | $747943.38    | 0.02%             | 2055-05-01      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/6M 30D SOFR ARM                          | CUSIP: 3142BBF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4660029 | PA      | $4700443.80   | 0.12%             | 2055-08-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/6M 30D SOFR ARM                          | CUSIP: 3142BBFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2843842 | PA      | $2872156.01   | 0.08%             | 2055-07-01      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/6M 30D SOFR ARM                          | CUSIP: 3142BGWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6889922 | PA      | $6900377.58   | 0.18%             | 2055-06-01      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    781000 | PA      | $809352.98    | 0.02%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1229981.09   | 0.03%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2247000 | PA      | $2380372.74   | 0.06%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    398000 | PA      | $442372.36    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 10/6M 30D SOFR ARM                      | CUSIP: 3142BNJM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1441265 | PA      | $1407959.98   | 0.04%             | 2052-08-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    920566 | PA      | $961808.01    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    864656 | PA      | $916227.34    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1543422 | PA      | $1609712.04   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1270284.65   | 0.03%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1859707.32   | 0.05%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    836117 | PA      | $883152.62    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    334365 | PA      | $352501.20    | 0.01%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_25-1                                     | TMUST_25-1                                    | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570000 | PA      | $1590719.92   | 0.04%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                                | TAKE-TWO INTERACTIVE SOFTWARE INC             | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    193000 | PA      | $199891.77    | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9374168 | PA      | $9481013.34   | 0.25%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GUUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9162390 | PA      | $9389160.26   | 0.25%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12949432 | PA      | $13061011.85  | 0.34%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL LLC FHF_24-1                                | FIRST HELP_24-1A                              | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1536189 | PA      | $1550844.41   | 0.04%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    736000 | PA      | $503249.00    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $731260.73    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR2                                 | FKH_22-SFR2                                   | CUSIP: 33767PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6800000 | PA      | $6670616.12   | 0.17%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_22-1                          | FORDR_22-1                                    | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2358000 | PA      | $2354285.44   | 0.06%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    510000 | PA      | $529009.57    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1367958.67   | 0.04%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                          | FORDL_24-A                                    | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915000 | PA      | $921139.10    | 0.02%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-D                          | FORDO_22-D                                    | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917000 | PA      | $927250.96    | 0.02%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2249000 | PA      | $2231473.25   | 0.06%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1088234.95   | 0.03%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-1              | FORDF_25-1                                    | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3885000 | PA      | $3941438.95   | 0.10%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_25-B                          | FORDO_25-B                                    | CUSIP: 34532BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2746000 | PA      | $2746678.26   | 0.07%             | 2031-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TAKE TWO INTERACTIVE SOFTWARE INC                                | TAKE-TWO INTERACTIVE SOFTWARE INC             | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    771000 | PA      | $805275.13    | 0.02%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    439000 | PA      | $296524.23    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_25-1                          | FORDR_25-1                                    | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4740000 | PA      | $4859843.32   | 0.13%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_25-2                          | FORDR_25-2                                    | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3096000 | PA      | $3111050.58   | 0.08%             | 2038-02-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2074847.82   | 0.05%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS CO                                                   | AMER SPORTS CO                                | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    395000 | PA      | $411172.60    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204370.17    | 0.01%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                     | TALLGRASS ENERGY PARTNERS LP/FIN              | CUSIP: 87470LAG6<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    371000 | PA      | $371000.00    | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                  | CUSIP: 878091BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $411841.09    | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                        | TEGNA INC                                     | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    396000 | PA      | $394103.47    | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                        | TEGNA INC                                     | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    362000 | PA      | $357190.92    | 0.01%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                     | TEMPUR SEALY INTERNATIONAL INC                | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    705000 | PA      | $676612.49    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION                  | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027732.71   | 0.05%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | TEREX CORPORATION                             | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    520000 | PA      | $512083.59    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    584246 | PA      | $538008.56    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DTZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2021723 | PA      | $1826877.92   | 0.05%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | TEXAS INSTRUMENTS INC                         | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    936000 | PA      | $880589.71    | 0.02%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | TEXAS INSTRUMENTS INC                         | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    791000 | PA      | $763649.11    | 0.02%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000068 | PA      | $993719.63    | 0.03%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2571658.47   | 0.07%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    607000 | PA      | $498536.11    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2365811.39   | 0.06%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS AND ELECTRIC COMPANY              | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    334000 | PA      | $338535.63    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                   | PAKISTAN (ISLAMIC REPUBLIC OF)                | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    300000 | PA      | $294009.90    | 0.01%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEXAS NAT GAS SECURITIZATION FIN CORP REV                        | Texas Natural Gas Securitization Finance Corp | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $142616.03    | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TMST_04-4                                                        | TMST_04-4                                     | CUSIP: 885220GF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45975 | PA      | $44863.21     | 0.00%             | 2044-12-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                          | AMEREN ILLINOIS COMPANY                       | CUSIP: 02361DBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $373636.96    | 0.01%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS A                                 | AMERICAN AIRLINES 2016-3 AA                   | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    753248 | PA      | $724184.79    | 0.02%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE LLC                         | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $421226.93    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                        | TORONTO-DOMINION BANK                         | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $202368.88    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                   | PAKISTAN (ISLAMIC REPUBLIC OF)                | CUSIP: 695847AU7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    500000 | PA      | $461544.47    | 0.01%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                         | PALOMINO FUNDING TRUST I                      | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $265336.19    | 0.01%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                           | TOTAL CAPITAL INTERNATIONAL SA                | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    729000 | PA      | $497999.48    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                           | TOTAL CAPITAL INTERNATIONAL SA                | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $212243.69    | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TOTALENERGIES CAPITAL SA                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    322000 | PA      | $319067.03    | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TOTALENERGIES CAPITAL SA                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1345000 | PA      | $1345120.02   | 0.04%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TOTALENERGIES CAPITAL SA                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $273944.55    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TOTALENERGIES CAPITAL SA                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    411000 | PA      | $395784.39    | 0.01%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_25-B                    | TAOT_25-B                                     | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414000 | PA      | $417393.97    | 0.01%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                      | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2418515.92   | 0.06%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D                    | TAOT_22-D                                     | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158000 | PA      | $1178574.88   | 0.03%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE CO                               | TRANS-ALLEGHENY INTERSTATE LINE CO            | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1528010.28   | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                        | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1300000 | PA      | $1231370.98   | 0.03%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                        | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2386000 | PA      | $2194063.33   | 0.06%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC             | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    693000 | PA      | $693276.18    | 0.02%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1115906.40   | 0.03%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1471823.41   | 0.04%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2583000 | PA      | $2622595.37   | 0.07%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LIMITED                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $604361.75    | 0.02%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                | TRANSCANADA TRUST                             | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1155000 | PA      | $1149548.07   | 0.03%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9278906 | PA      | $9677432.92   | 0.25%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4899370 | PA      | $5118860.94   | 0.13%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    900000 | PA      | $927168.32    | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                      | TRIMAS CORPORATION                            | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    505000 | PA      | $488353.26    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST PNFED_22-A                   | PNFED_22-A                                    | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208591 | PA      | $208524.11    | 0.01%             | 2028-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | PENNSYLVANIA ELECTRIC COMPANY                 | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1018000 | PA      | $993742.17    | 0.03%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3719000 | PA      | $3825390.00   | 0.10%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP/THE              | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2313672.37   | 0.06%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GENERATION UNLIMITED                                    | TRINIDAD GENERATION UNLIMITED                 | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    213000 | PA      | $224505.19    | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                      | TRUIST BANK                                   | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3208000 | PA      | $3221781.59   | 0.08%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                         | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1114298.01   | 0.03%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                         | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    352000 | PA      | $372956.39    | 0.01%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4274460 | PA      | $4516541.31   | 0.12%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4830689 | PA      | $4114066.01   | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                         | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    695000 | PA      | $752866.97    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| VENDEE MORTGAGE TRUST VENDE_98-2                                 | VENDE_98-2                                    | CUSIP: 911760LQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     40709 | PA      | $41840.73     | 0.00%             | 2028-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                           | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    473000 | PA      | $478180.19    | 0.01%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK44                                               | BANK_22-BNK44                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705000 | PA      | $746242.15    | 0.02%             | 2032-10-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4847708 | PA      | $4172549.97   | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    923405 | PA      | $794802.23    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                            | BANQUE FEDERATIVE DU CREDIT MUTUEL            | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    545000 | PA      | $531288.65    | 0.01%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1347327.52   | 0.04%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $399001.48    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                      | PENSKE AUTOMOTIVE GROUP INC                   | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381220.48    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                      | PEPSICO INC                                   | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    546000 | PA      | $445852.47    | 0.01%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                      | PEPSICO INC                                   | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1113044.21   | 0.03%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    414000 | PA      | $424844.46    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2307000 | PA      | $2394797.87   | 0.06%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1472838.54   | 0.04%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    957000 | PA      | $972145.09    | 0.03%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1580656 | PA      | $1362158.95   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1088008 | PA      | $935004.63    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2527111.39   | 0.07%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC (FXD-FRN)                       | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $2090403.97   | 0.05%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3139406.83   | 0.08%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3052000 | PA      | $3082446.57   | 0.08%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                      | PEPSICO INC                                   | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $2003448.43   | 0.05%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                     | PERU LNG SRL                                  | CUSIP: 715604AA2<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    150020 | PA      | $144007.49    | 0.00%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_25-A1                  | CCCIT_25-A1                                   | CUSIP: 17305EHA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3581000 | PA      | $3622049.36   | 0.09%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_03-1                     | CMLTI_03-1                                    | CUSIP: 17307GBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17700 | PA      | $17484.21     | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7970329 | PA      | $7202343.54   | 0.19%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1111931 | PA      | $1004791.53   | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                           | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    520000 | PA      | $514712.41    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                           | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $596550.91    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1390000 | PA      | $1263327.59   | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                           | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    720000 | PA      | $697398.32    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR REVERSE REMIC GIAN            | CUSIP: 3132FCAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17270 | PA      | $17934.83     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 20YR  LTV >125                     | CUSIP: 3132G7H73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    136618 | PA      | $132464.24    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2185000 | PA      | $2241332.03   | 0.06%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1443000 | PA      | $1201522.97   | 0.03%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 20YR  LTV >125                     | CUSIP: 3132G7HK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    192818 | PA      | $184511.88    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_326                                            | FHLMC_326                                     | CUSIP: 3132HT3R5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4170217 | PA      | $4157260.91   | 0.11%             | 2044-03-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                           | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $348000.00    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                    | PRINCIPAL FINANCIAL GROUP INC                 | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    468000 | PA      | $466451.15    | 0.01%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1799000 | PA      | $1467871.56   | 0.04%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3558000 | PA      | $3149941.88   | 0.08%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8623000 | PA      | $7483147.19   | 0.20%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4501000 | PA      | $3754818.59   | 0.10%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10645000 | PA      | $7624481.25   | 0.20%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11063000 | PA      | $7775214.69   | 0.20%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1099645 | PA      | $1141140.91   | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140QTRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1229769 | PA      | $1240120.25   | 0.03%             | 2053-12-01      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CMLTI_05-2                                                       | CMLTI_05-2                                    | CUSIP: 17307GRM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53899 | PA      | $53917.15     | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_09-10                    | CMLTI_09-10                                   | CUSIP: 17316AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22254 | PA      | $22028.57     | 0.00%             | 2033-09-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA                                   | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $343070.89    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $923715.14    | 0.02%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1630451 | PA      | $1701481.60   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1863738 | PA      | $1947230.61   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                   | PROG_22-SFR3                                  | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5560000 | PA      | $5578848.96   | 0.15%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR2                   | PROG_22-SFR2                                  | CUSIP: 74332VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $3052093.84   | 0.08%             | 2027-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4645000 | PA      | $4666618.21   | 0.12%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    532000 | PA      | $546564.31    | 0.01%             | N/A             | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1302711 | PA      | $1376727.03   | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    452469 | PA      | $478898.25    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1624791 | PA      | $1697582.62   | 0.04%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1768826 | PA      | $1844795.72   | 0.05%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_299                                            | FHLMC_299                                     | CUSIP: 3132HTJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    174487 | PA      | $158596.46    | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_310                                     | CUSIP: 3132HTSS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    663366 | PA      | $500797.86    | 0.01%             | 2043-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9910493 | PA      | $9995882.42   | 0.26%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1626645 | PA      | $1494861.90   | 0.04%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR7                          | PROG_21-SFR7                                  | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2340556.25   | 0.06%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                          | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2095000 | PA      | $2151776.19   | 0.06%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140W1VR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1131645 | PA      | $969285.74    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140W24T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1067943 | PA      | $965490.46    | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                          | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2095000 | PA      | $2172676.01   | 0.06%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                          | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1062000 | PA      | $1135114.02   | 0.03%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3288591 | PA      | $2823626.43   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140X5YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2804605 | PA      | $2689470.49   | 0.07%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_24-2               | SRFC_24-2A                                    | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1101137 | PA      | $1103612.73   | 0.03%             | 2041-06-20      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I LLC                                      | SIGECO SECURITIZATION I                       | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107881 | PA      | $110311.29    | 0.00%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2824717.18   | 0.07%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1932665.76   | 0.05%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140X7TJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1075515 | PA      | $1067486.57   | 0.03%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140X8KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4793971 | PA      | $4211287.85   | 0.11%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2026000 | PA      | $1350772.19   | 0.04%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11431000 | PA      | $8725067.97   | 0.23%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                               | CUSIP: 3132VLHS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    607500 | PA      | $609586.68    | 0.02%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 31334WFA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    546316 | PA      | $523890.48    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41421000 | PA      | $31272855.00  | 0.82%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23559000 | PA      | $18162516.56  | 0.48%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617Y9AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    831894 | PA      | $763009.48    | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617Y9AV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1323500 | PA      | $1212887.71   | 0.03%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I LLC                                      | SIGECO SECURITIZATION I                       | CUSIP: 82655KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $112120.18    | 0.00%             | 2041-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_24-1               | SRFC_24-1A                                    | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    972740 | PA      | $997590.02    | 0.03%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617YCV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3763258 | PA      | $3557224.22   | 0.09%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617YM4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1668504 | PA      | $1498999.31   | 0.04%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617YMMB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3501778 | PA      | $3120715.50   | 0.08%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS GFORT_24-4                                        | GFORT_24-4A                                   | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3029000 | PA      | $3070772.64   | 0.08%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                           | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1487889.22   | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP                  | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340013.03    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_25-2                   | GFORT_25-2                                    | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3209000 | PA      | $3238748.07   | 0.08%             | 2030-03-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3618N5RG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7689299 | PA      | $7825792.73   | 0.20%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27384000 | PA      | $20585066.25  | 0.54%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4434000 | PA      | $3561056.25   | 0.09%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3618N5TN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16642143 | PA      | $16791978.29  | 0.44%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36202EWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29500 | PA      | $30951.86     | 0.00%             | 2038-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                        | SOUTH BOW USA INFRASTRUCTURE HOLDI            | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    568000 | PA      | $572967.44    | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                        | SOUTH BOW USA INFRASTRUCTURE HOLDI            | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303491.23    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3620AWQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    167618 | PA      | $160704.84    | 0.00%             | 2040-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3620AWRQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     84328 | PA      | $78145.88     | 0.00%             | 2040-08-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3620C5BW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    117286 | PA      | $109101.44    | 0.00%             | 2040-08-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST GSR_03-7                                 | GSR_03-7F                                     | CUSIP: 36228FTW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74992 | PA      | $75171.97     | 0.00%             | 2033-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                           | CUSIP: 3622AAHY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1796188 | PA      | $1742506.84   | 0.05%             | 2049-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II REVERSE MTG - FIXED-RATE P            | CUSIP: 3622AAUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3073919 | PA      | $2787349.86   | 0.07%             | 2070-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                           | CUSIP: 3622AAXX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3233922 | PA      | $2910267.57   | 0.08%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR PLATINUM                            | CUSIP: 3622AB3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4748529 | PA      | $4347036.20   | 0.11%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                  | DELTA AIR LINES/SKYMILES IP LTD               | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   2580000 | PA      | $2594539.28   | 0.07%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    354000 | PA      | $331224.26    | 0.01%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                           | CUSIP: 3622ABMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4080416 | PA      | $3634042.98   | 0.10%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_25-B               | HALST_25-B                                    | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4103000 | PA      | $4139920.44   | 0.11%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                              | CUSIP: 31335PMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67466 | PA      | $69900.99     | 0.00%             | 2038-10-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_2399                                                       | FHLMC_2399                                    | CUSIP: 31339MWA2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     55196 | PA      | $57681.45     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2811000 | PA      | $2875015.69   | 0.08%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC                         | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    725000 | PA      | $743012.82    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP               | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $274598.09    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                          | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    448000 | PA      | $448000.00    | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS FINANCE PLC                             | CUSIP: 44984WAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $490481.02    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP / FIN CORP               | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    276000 | PA      | $271503.17    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC                      | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    394250 | PA      | $356908.20    | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC                      | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    372700 | PA      | $309590.69    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST IMM_05-4                                         | IMM_05-4                                      | CUSIP: 45254NPE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80869 | PA      | $77430.35     | 0.00%             | 2035-05-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| IMSA_03-3                                                        | IMSA_03-3                                     | CUSIP: 45254TNG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33483 | PA      | $33188.01     | 0.00%             | 2033-08-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| IMSA_06-1                                                        | IMSA_06-1                                     | CUSIP: 45254TTN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20926 | PA      | $19558.12     | 0.00%             | 2036-05-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                | IMOLA MERGER CORP                             | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $525527.70    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27743000 | PA      | $20772571.25  | 0.54%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14230000 | PA      | $9082742.19   | 0.24%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1181000 | PA      | $1173558.90   | 0.03%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    914000 | PA      | $819541.32    | 0.02%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1114000 | PA      | $1090293.51   | 0.03%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2074000 | PA      | $1240187.19   | 0.03%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5352000 | PA      | $3489671.25   | 0.09%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2997000 | PA      | $1711567.97   | 0.04%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11127000 | PA      | $7157790.47   | 0.19%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133A4LM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2055468 | PA      | $1752921.18   | 0.05%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133AUP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6082543 | PA      | $5193469.60   | 0.14%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9815000 | PA      | $7270767.97   | 0.19%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40579000 | PA      | $27530315.31  | 0.72%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34101000 | PA      | $23945295.94  | 0.63%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6249000 | PA      | $3875356.41   | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                        | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    509000 | PA      | $489496.88    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                        | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    398000 | PA      | $383333.39    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9439000 | PA      | $6992234.22   | 0.18%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4972700 | PA      | $5025534.94   | 0.13%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2862344 | PA      | $2365095.46   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    816387 | PA      | $663434.26    | 0.02%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC                                         | DICKS SPORTING GOODS INC                      | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1126493.99   | 0.03%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD                                | DIGICEL INTERNATIONAL FINANCE LTD             | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    425000 | PA      | $437133.96    | 0.01%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    478136 | PA      | $408273.68    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B5NM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4599311 | PA      | $3923165.91   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV HOLDINGS LLC/DIRECTV FIN              | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $374705.06    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                             | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1058437.59   | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC (GOVERNMENT)               | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    450000 | PA      | $401280.43    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)                       | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    450000 | PA      | $459871.72    | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3758700 | PA      | $3619510.64   | 0.09%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29408000 | PA      | $29499900.00  | 0.77%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66103000 | PA      | $67579988.91  | 1.77%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5172000 | PA      | $4588937.81   | 0.12%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                   | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1816000 | PA      | $1896319.44   | 0.05%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                   | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1593000 | PA      | $1623428.32   | 0.04%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B6YK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3496471 | PA      | $3309482.62   | 0.09%             | 2052-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1760635 | PA      | $1501066.72   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_06-A2                             | JPMMT_06-A2                                   | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35124 | PA      | $34744.58     | 0.00%             | 2033-11-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_07-A1                             | JPMMT_07-A1                                   | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39103 | PA      | $39066.53     | 0.00%             | 2035-07-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                      | CRESCENT ENERGY FINANCE LLC                   | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    631000 | PA      | $656258.53    | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST RAST_04-IP2               | RAST_04-IP2                                   | CUSIP: 45660LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132492 | PA      | $132862.86    | 0.00%             | 2034-12-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                           | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1130637.66   | 0.03%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                           | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1779278.20   | 0.05%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                    | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    394000 | PA      | $262029.33    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                    | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    673000 | PA      | $470676.94    | 0.01%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                | JAPAN TOBACCO INC                             | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    545000 | PA      | $564801.48    | 0.01%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                | JAPAN TOBACCO INC                             | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $340450.53    | 0.01%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                             | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    449000 | PA      | $442843.53    | 0.01%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                             | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    589000 | PA      | $576423.69    | 0.02%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA HOLDING LUX SARL                      | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    383000 | PA      | $402483.75    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA FOOD CO                               | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1430000 | PA      | $1455326.34   | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                           | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1199000 | PA      | $1015881.36   | 0.03%             | 2042-06-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                           | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1062000 | PA      | $1209576.80   | 0.03%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA FOOD CO                               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    533000 | PA      | $548317.24    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA HOLDING LUX SARL                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1656000 | PA      | $1895682.53   | 0.05%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO               | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150982.17    | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO               | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2158000 | PA      | $1931299.62   | 0.05%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133BH7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4204917 | PA      | $3974791.48   | 0.10%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133KGYU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    888337 | PA      | $850496.34    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133KKNG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8121861 | PA      | $6967915.73   | 0.18%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3961182 | PA      | $3409530.50   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT COMPA            | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    930000 | PA      | $942978.23    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT COMPA            | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1839118.13   | 0.05%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24184000 | PA      | $24085752.50  | 0.63%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8567000 | PA      | $8571015.78   | 0.22%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19024559 | PA      | $16341674.06  | 0.43%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5036539 | PA      | $4430668.63   | 0.12%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                           | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    311000 | PA      | $326017.02    | 0.01%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                           | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    198000 | PA      | $215195.95    | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4709549 | PA      | $4148908.83   | 0.11%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6286412 | PA      | $5518087.95   | 0.14%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15553000 | PA      | $15814241.80  | 0.41%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16175000 | PA      | $16813154.30  | 0.44%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                           | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    785000 | PA      | $814105.62    | 0.02%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                           | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    508000 | PA      | $511515.41    | 0.01%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT COMPA            | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1105458.56   | 0.03%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                             | JETBLUE AIRWAYS CORPORATION                   | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    490000 | PA      | $497292.65    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KSBA_12-2                                                        | KSBA_12-2                                     | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366563 | PA      | $6406.08      | 0.00%             | 2038-08-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| KSBA_13-2                                                        | KSBA_13-2                                     | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505734 | PA      | $13329.44     | 0.00%             | 2039-03-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4130000 | PA      | $4246156.25   | 0.11%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2710000 | PA      | $2821152.34   | 0.07%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KSBA_14-2                                                        | KSBA_14-2                                     | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87043 | PA      | $4733.27      | 0.00%             | 2040-04-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                 | KANSAS CITY POWER & LIGHT COMPANY             | CUSIP: 485134BQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $181080.13    | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                              | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    648000 | PA      | $456874.67    | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                              | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    234000 | PA      | $236578.44    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                       | MIDAMERICAN ENERGY COMPANY                    | CUSIP: 595620AW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    906000 | PA      | $569749.61    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic Of)                                              | KENYA (REPUBLIC OF)                           | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $204571.39    | 0.01%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                          | KEYCORP                                       | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    488000 | PA      | $486517.82    | 0.01%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                              | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2399047.47   | 0.06%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS                         | CUSIP: 26442CAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $161622.28    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                              | MIDAS OPCO HOLDINGS LLC                       | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437539.02    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MISS PWR CO                                                      | MISSISSIPPI POWER CO                          | CUSIP: 605417BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $463295.65    | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                          | KEYCORP                                       | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    874000 | PA      | $897419.33    | 0.02%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                              | KIMCO REALTY OP LLC                           | CUSIP: 49447BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1067422.05   | 0.03%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MISS PWR CO                                                      | MISSISSIPPI POWER CO                          | CUSIP: 605417CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1253000 | PA      | $844952.12    | 0.02%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC            | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    242000 | PA      | $212415.39    | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                              | KIMCO REALTY OP LLC                           | CUSIP: 49447BAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1260953.04   | 0.03%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                             | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    704000 | PA      | $466802.31    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18613800 | PA      | $18829022.06  | 0.49%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10164000 | PA      | $10225936.88  | 0.27%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC            | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    349000 | PA      | $315135.93    | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC            | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2247000 | PA      | $2255921.54   | 0.06%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                     | CUSIP: 26442CBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $436677.01    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                     | CUSIP: 26442CBG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1183238.39   | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                             | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2442037.33   | 0.06%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | KINETIK HOLDINGS LP                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1612990.26   | 0.04%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44633000 | PA      | $44995643.13  | 1.18%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1258000 | PA      | $1258000.00   | 0.03%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC            | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2261000 | PA      | $2297575.55   | 0.06%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                    | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    219000 | PA      | $207017.21    | 0.01%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                     | CUSIP: 26442CBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $695273.26    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                      | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $631301.07    | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                      | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    614000 | PA      | $624768.10    | 0.02%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                          | DUKE ENERGY INDIANA LLC                       | CUSIP: 26443TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1113000 | PA      | $706122.40    | 0.02%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                    | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $310533.93    | 0.01%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_18-L1                         | MSC_18-L1                                     | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    888000 | PA      | $885641.21    | 0.02%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31371MSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3108 | PA      | $3143.06      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_20-HR8                        | MSC_20-HR8                                    | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845266 | PA      | $754362.24    | 0.02%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    318000 | PA      | $319519.11    | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31371MT49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19701 | PA      | $20912.18     | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  20YR                                    | CUSIP: 31371MWM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6406 | PA      | $6610.90      | 0.00%             | 2026-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1035143 | PA      | $919662.55    | 0.02%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2709830 | PA      | $2415768.33   | 0.06%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2719000 | PA      | $2370331.46   | 0.06%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1662168.55   | 0.04%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    169000 | PA      | $153754.02    | 0.00%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    579000 | PA      | $591300.50    | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1602344.70   | 0.04%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    323000 | PA      | $336482.59    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31371PAK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131543 | PA      | $140502.61    | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR FHA/VA                              | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1388356 | PA      | $1275254.66   | 0.03%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1147628.52   | 0.03%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3911000 | PA      | $4167880.94   | 0.11%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                       | CUSIP: 26444HAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1042000 | PA      | $936321.54    | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                      | DUQUESNE LIGHT HOLDINGS INC                   | CUSIP: 266233AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $368658.37    | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                      | DUQUESNE LIGHT HOLDINGS INC                   | CUSIP: 266233AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $193246.74    | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                             | DYCOM INDUSTRIES INC                          | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    305000 | PA      | $297838.06    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34487000 | PA      | $34314565.00  | 0.90%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21922000 | PA      | $21772998.91  | 0.57%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                  | EMD FINANCE LLC                               | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   2197000 | PA      | $2196503.25   | 0.06%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                  | EMD FINANCE LLC                               | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1550583.78   | 0.04%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP FHLMC_3688                       | FHLMC_3688                                    | CUSIP: 3137A0ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    118959 | PA      | $127126.01    | 0.00%             | 2046-11-15      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3693                                           | FHLMC_3693                                    | CUSIP: 3137A0PE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    677712 | PA      | $672958.21    | 0.02%             | 2040-07-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                          | ENI SPA                                       | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1228000 | PA      | $1230142.60   | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT CORP                                      | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1770658.91   | 0.05%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4622000 | PA      | $4606834.06   | 0.12%             | 2032-09-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27511000 | PA      | $27371295.70  | 0.72%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3714                                           | FHLMC_3714                                    | CUSIP: 3137A0WW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     64290 | PA      | $2891.46      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3704                                           | FHLMC_3704                                    | CUSIP: 3137A0XM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    183009 | PA      | $195405.25    | 0.01%             | 2036-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | PERMIAN RESOURCES OPERATING LLC               | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $174433.37    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED CO                                       | EATON CAPITAL UNLIMITED CO                    | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1064000 | PA      | $1075197.02   | 0.03%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                                 | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93522.45     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    150000 | PA      | $155240.14    | 0.00%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 9128334T4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8418000 | PA      | $6535096.80   | 0.17%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    642000 | PA      | $664183.23    | 0.02%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                        | EDGEWELL PERSONAL CARE CO                     | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    508000 | PA      | $506468.30    | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    799000 | PA      | $815818.21    | 0.02%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL                          | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110965.94    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF (GOVERNMENT)                             | EL SALVADOR REPUBLIC OF (GOVERNMEN            | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    500000 | PA      | $540191.07    | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                       | ELASTIC NV                                    | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $288047.68    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | ELECTRICITE DE FRANCE SA                      | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    560000 | PA      | $624700.11    | 0.02%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1729766.06   | 0.05%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4177788.69   | 0.11%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                   | EMBRAER NETHERLANDS FINANCE BV                | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   2067000 | PA      | $2190009.22   | 0.06%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                   | EMBRAER NETHERLANDS FINANCE BV                | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1207000 | PA      | $1201540.06   | 0.03%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1667119.34   | 0.04%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3834000 | PA      | $3954834.41   | 0.10%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2216000 | PA      | $2206805.80   | 0.06%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2886446.03   | 0.08%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & CO                              | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1102648.79   | 0.03%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE WFCM_21-SAVE                     | WFCM_21-SAVE                                  | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681742 | PA      | $680037.29    | 0.02%             | 2040-02-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3704                                           | FHLMC_3704                                    | CUSIP: 3137A0Y41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    180985 | PA      | $194565.84    | 0.01%             | 2036-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3704                                           | FHLMC_3704                                    | CUSIP: 3137A0YK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    138945 | PA      | $152908.75    | 0.00%             | 2036-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-C64                | WFCM_25-C64                                   | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $401847.95    | 0.01%             | 2058-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC                        | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    810000 | PA      | $821099.29    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-4                 | WLAKE_23-4A                                   | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $4324373.87   | 0.11%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER CO (THE)                                          | WILLIAM CARTER COMPANY (THE)                  | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405146.01    | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                        | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    885000 | PA      | $884105.33    | 0.02%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC                         | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    365000 | PA      | $380346.07    | 0.01%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC                         | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73718.44     | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                 | WISCONSIN ELECTRIC POWER COMPANY              | CUSIP: 976656CU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1477988.98   | 0.04%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                      | WORKDAY INC                                   | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    594000 | PA      | $585114.64    | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A | WFNMT_24-A                                    | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $623291.29    | 0.02%             | 2031-02-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_25-C                     | WOART_25-C                                    | CUSIP: 981936AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1319000 | PA      | $1325550.95   | 0.03%             | 2031-11-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| WYMN LAS WYNN LA                                                 | WYNN LAS VEGAS LLC / CAPITAL CORP             | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $514610.11    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/CAPITAL CORP             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300404.29    | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | WYNN MACAU LTD                                | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    295000 | PA      | $294371.50    | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO INC                                       | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    620000 | PA      | $646719.00    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                              | XEROX HOLDINGS CORP                           | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $231977.45    | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                    | YINSON BERGENIA PRODUCTION BV                 | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    343000 | PA      | $368655.38    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                       | ZIMMER BIOMET HOLDINGS INC                    | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    732000 | PA      | $763221.22    | 0.02%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2127                                           | FHLMC_2127                                    | CUSIP: 3133TJM34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      7824 | PA      | $7885.96      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC_2165                                                       | FHLMC_2165                                    | CUSIP: 3133TLEK0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     13080 | PA      | $13309.71     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2326                                           | FHLMC_2326                                    | CUSIP: 3133TTX48<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     60998 | PA      | $62677.08     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA_13-59                                                       | FNMA_13-59                                    | CUSIP: 3136AEG50<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000000 | PA      | $835589.40    | 0.02%             | 2043-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-90                                            | FNMA_13-90                                    | CUSIP: 3136AF6H2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1070783 | PA      | $1046669.78   | 0.03%             | 2033-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA_13-81                                                       | FNMA_13-81                                    | CUSIP: 3136AFK60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    457987 | PA      | $451130.39    | 0.01%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3802                                           | FHLMC_3802                                    | CUSIP: 3137A6CE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    173619 | PA      | $15660.04     | 0.00%             | 2040-01-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3819                                           | FHLMC_3819                                    | CUSIP: 3137A8N20<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    202706 | PA      | $212826.81    | 0.01%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3852                                           | FHLMC_3852                                    | CUSIP: 3137ABAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    109607 | PA      | $105435.72    | 0.00%             | 2041-05-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3890                                           | FHLMC_3890                                    | CUSIP: 3137ADLC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    949163 | PA      | $969494.29    | 0.03%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3919                                           | FHLMC_3919                                    | CUSIP: 3137AFPQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    523256 | PA      | $519150.35    | 0.01%             | 2041-09-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3958                                           | FHLMC_3958                                    | CUSIP: 3137AJB29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    613692 | PA      | $607957.73    | 0.02%             | 2041-11-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3975                                           | FHLMC_3975                                    | CUSIP: 3137AK4K4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    565598 | PA      | $561535.82    | 0.01%             | 2041-12-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3990                                           | FHLMC_3990                                    | CUSIP: 3137AL3F4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    703663 | PA      | $697412.74    | 0.02%             | 2042-01-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | KINETIK HOLDINGS LP                           | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    549000 | PA      | $563833.51    | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                             | KIOXIA HOLDINGS CORP                          | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204335.47    | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4015                                           | FHLMC_4015                                    | CUSIP: 3137ANDK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1478579 | PA      | $1404716.55   | 0.04%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4048                                           | FHLMC_4048                                    | CUSIP: 3137AQUG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    179851 | PA      | $178132.58    | 0.00%             | 2037-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5563000 | PA      | $5699812.39   | 0.15%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    624000 | PA      | $643096.09    | 0.02%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                                 | KNIFE RIVER CORP                              | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $293968.91    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | BATH & BODY WORKS INC                         | CUSIP: 501797AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $605874.79    | 0.02%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL COMMERCIAL MORTGAGE SECURITIES LLC LCCM_13-GCP    | LCCM_13-GCP                                   | CUSIP: 50184BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1458057.66   | 0.04%             | 2036-02-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_23-RTL4                               | LHOME_23-RTL4                                 | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4165000 | PA      | $4190808.84   | 0.11%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | METROPOLITAN EDISON COMPANY                   | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $821708.66    | 0.02%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                               | METROPOLITAN LIFE GLOBAL FUNDING I            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    799000 | PA      | $827512.83    | 0.02%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MID-STATE TRUST MDST_06-1                                        | MDST_06-1                                     | CUSIP: 59548PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335694 | PA      | $337598.23    | 0.01%             | 2040-10-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                       | MIDAMERICAN ENERGY COMPANY                    | CUSIP: 595620AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $369903.35    | 0.01%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617N9NB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1512704 | PA      | $1422981.30   | 0.04%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617N9PX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2853882 | PA      | $2486314.42   | 0.07%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617QKY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2081200 | PA      | $1911386.32   | 0.05%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617WUGR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3060404 | PA      | $2792586.58   | 0.07%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617WUJH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4068338 | PA      | $3665276.24   | 0.10%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617XLEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1605896 | PA      | $1465363.24   | 0.04%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617XLK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3755750 | PA      | $3333908.29   | 0.09%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | G2 1M/1M 1Y CMT ARM                           | CUSIP: 3617XXCU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6116483 | PA      | $6394906.97   | 0.17%             | 2072-02-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4059                                           | FHLMC_4059                                    | CUSIP: 3137AQZV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    662006 | PA      | $655094.11    | 0.02%             | 2042-06-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4091                                           | FHLMC_4091                                    | CUSIP: 3137ATCV2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1108250 | PA      | $1049788.03   | 0.03%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY                         | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371245.11    | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY                         | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    744000 | PA      | $763634.24    | 0.02%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                    | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    228000 | PA      | $235752.71    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                    | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    147000 | PA      | $154808.45    | 0.00%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4047000 | PA      | $4125919.23   | 0.11%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1822634.66   | 0.05%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4091                                           | FHLMC_4091                                    | CUSIP: 3137ATDK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    717312 | PA      | $677637.13    | 0.02%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4091                                           | FHLMC_4091                                    | CUSIP: 3137ATDS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    645551 | PA      | $636166.34    | 0.02%             | 2042-08-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY                         | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420527.35    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY                         | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1839946.03   | 0.05%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                                 | GERDAU TRADE INC                              | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |   1265000 | PA      | $1309683.04   | 0.03%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                           | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    801000 | PA      | $744749.24    | 0.02%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    446000 | PA      | $470605.00    | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4428000 | PA      | $4570476.39   | 0.12%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                           | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    202000 | PA      | $170335.88    | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                             | MOROCCO (KINGDOM OF)                          | CUSIP: 617726AM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $147055.60    | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                   | MORGAN STANLEY PRIVATE BANK NA                | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2439885.07   | 0.06%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                   | MORGAN STANLEY PRIVATE BANK NA                | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   7240000 | PA      | $7349789.33   | 0.19%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_25-5C1                           | MSBAM_25-5C1                                  | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533000 | PA      | $556457.12    | 0.01%             | 2030-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1157996.04   | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES MCAS_20-1              | MCAS_20-01                                    | CUSIP: 62548QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6939045 | PA      | $7059044.72   | 0.18%             | 2050-03-25      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR CORPORATION                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    417000 | PA      | $410785.22    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                         | NGL ENERGY OP/NGL ENERGY FIN                  | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287126.94    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                    | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    434000 | PA      | $446250.57    | 0.01%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                    | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    415000 | PA      | $426481.06    | 0.01%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1162094.24   | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    191000 | PA      | $183095.32    | 0.00%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHR_4091                                                         | FHLMC_4091                                    | CUSIP: 3137ATFL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    835879 | PA      | $785994.48    | 0.02%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4117                                           | FHLMC_4117                                    | CUSIP: 3137AUTF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    740656 | PA      | $668553.00    | 0.02%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4160                                           | FHLMC_4160                                    | CUSIP: 3137AXUG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1430767 | PA      | $1377783.51   | 0.04%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4184                                           | FHLMC_4184                                    | CUSIP: 3137B0BG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    384888 | PA      | $378801.67    | 0.01%             | 2043-03-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1787852.71   | 0.05%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1062466.30   | 0.03%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NAA_04-R2                                                        | NAA_04-R2                                     | CUSIP: 62951MAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61686 | PA      | $55714.67     | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT FINANCE CORP                              | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $256572.22    | 0.01%             | 2031-07-02      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                      | NATIONAL AUSTRALIA BANK LIMITED               | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    366000 | PA      | $355213.09    | 0.01%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                      | NATIONAL AUSTRALIA BANK LTD                   | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    409000 | PA      | $368163.33    | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                     | NATIONAL RETAIL PROPERTIES INC                | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    288000 | PA      | $203680.59    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC              | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300000.00    | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                   | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $206191.45    | 0.01%             | 2028-02-16      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                   | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $214729.32    | 0.01%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                   | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    356000 | PA      | $366842.98    | 0.01%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                   | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1277000 | PA      | $1312296.65   | 0.03%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                   | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2243000 | PA      | $2234957.29   | 0.06%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                  | NCR ATLEOS CORP                               | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    505000 | PA      | $546777.75    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                             | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $396426.96    | 0.01%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                             | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $381978.38    | 0.01%             | N/A             | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                             | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $410192.16    | 0.01%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC                           | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    985000 | PA      | $1021519.19   | 0.03%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC                           | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    988000 | PA      | $1014370.40   | 0.03%             | 2030-03-21      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-FA                           | NAVSL_19-FA                                   | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728775 | PA      | $705230.98    | 0.02%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_18-DA                           | NAVSL_18-DA                                   | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701599 | PA      | $695933.45    | 0.02%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-CA                           | NAVSL_19-CA                                   | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221542 | PA      | $218948.74    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-A                            | NAVSL_19-A                                    | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196590 | PA      | $195520.98    | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-D                            | NAVSL_19-D                                    | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1052508 | PA      | $1023926.56   | 0.03%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-E                  | NAVSL_20-EA                                   | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1896521 | PA      | $1781346.73   | 0.05%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-GA                 | NAVSL_20-GA                                   | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685256 | PA      | $639673.77    | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                       | ZOETIS INC                                    | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    178000 | PA      | $161859.79    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                       | ZOETIS INC                                    | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    178000 | PA      | $189251.02    | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-EA                           | NAVSL_21-EA                                   | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2698641 | PA      | $2430690.00   | 0.06%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-FA                           | NAVSL_21-FA                                   | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1737923 | PA      | $1552045.15   | 0.04%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5452                                           | FHLMC_5452                                    | CUSIP: 3137HFH40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1567000 | PA      | $1334987.79   | 0.03%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5529                                           | FHLMC_5529                                    | CUSIP: 3137HKUP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6411869 | PA      | $6091663.09   | 0.16%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-CA                           | NAVSL_21-CA                                   | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214253 | PA      | $1112429.62   | 0.03%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-GA                 | NAVSL_21-GA                                   | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437980 | PA      | $395551.58    | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-3                            | NAVSL_21-3A                                   | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1833875 | PA      | $1643974.97   | 0.04%             | 2070-08-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_04-4                              | NSLT_04-4                                     | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620003 | PA      | $618706.08    | 0.02%             | 2037-01-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| NSLT_05-1                                                        | NSLT_05-1                                     | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1055921 | PA      | $1048379.29   | 0.03%             | 2033-10-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| NSLT_05-2                                                        | NSLT_05-2                                     | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875470 | PA      | $1861862.91   | 0.05%             | 2037-03-23      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                       | ZOETIS INC                                    | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343179.98    | 0.01%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)                   | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $191931.18    | 0.01%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STARWOOD WAYPOINT HOMES TRUST SWH_17-1                           | SFR_19-STL                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1771902 | PA      | $1745677.56   | 0.05%             | 2026-10-11      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                             | HCFT_18-1                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1940000.00   | 0.05%             | 2026-01-13      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| NSLT_05-3                                                        | NSLT_05-3                                     | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1576680 | PA      | $1566984.01   | 0.04%             | 2035-12-24      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                                   | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1013265.57   | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF (GOVERNMENT)                                 | ECUADOR (REPUBLIC OF)                         | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    330000 | PA      | $292601.80    | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF (GOVERNMENT)                                 | ECUADOR (REPUBLIC OF)                         | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    250000 | PA      | $186665.66    | 0.00%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| NEVADA PWR CO                                                    | NEVADA POWER COMPANY                          | CUSIP: 641423BZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $290482.89    | 0.01%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4                 | NRZT_19-NQM4                                  | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140425 | PA      | $134552.74    | 0.00%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRMLT_22-SFR1                | NRMLT_22-SFR1                                 | CUSIP: 64831KAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7036000 | PA      | $6840770.70   | 0.18%             | 2039-02-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRMLT_24-RTL1                | NRMLT_24-RTL1                                 | CUSIP: 64831PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4515000 | PA      | $4549928.94   | 0.12%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US 5YR NOTE DEC 25                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |      1117 | NC      | $128577.29    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US 2YR NOTE DEC 25                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       -24 | NC      | $-5285.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US 10YR NOTE DEC 25                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       332 | NC      | $149618.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US LONG BOND DEC 25                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |      -124 | NC      | $-291795.56   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_25-FHT1              | NZES_25-FHT1                                  | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4776498 | PA      | $4834299.45   | 0.13%             | 2032-03-25      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INS CO                                             | NEW YORK LIFE INSURANCE COMPANY               | CUSIP: 64952GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    999000 | PA      | $1058466.00   | 0.03%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US ULTRA 10YR NOTE DEC 25                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       317 | NC      | $418658.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US ULTRA T-BOND DEC 25                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       330 | NC      | $975369.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                     | NEW YORK LIFE GLOBAL FUNDING                  | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    229000 | PA      | $224240.58    | 0.01%             | 2028-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                             | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1086820.40   | 0.03%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS               | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    286000 | PA      | $308160.87    | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN            | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    299000 | PA      | $310937.98    | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    513652 | PA      | $514046.06    | 0.01%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1199765 | PA      | $1166976.00   | 0.03%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN            | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238580.45    | 0.01%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                | NEXSTAR ESCROW CORP                           | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    550000 | PA      | $549382.68    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA (REPUBLIC OF)                         | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $400561.75    | 0.01%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA (REPUBLIC OF)                         | CUSIP: 65412JAK9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $207242.46    | 0.01%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA (REPUBLIC OF)                         | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $195978.89    | 0.01%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                                  | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156369.70    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION                  | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    222000 | PA      | $231288.47    | 0.01%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-B                   | NAROT_22-B                                    | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1275054.60   | 0.03%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                             | NOBLE FINANCE 2 LLC                           | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $450294.44    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC                           | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2600000 | PA      | $2637673.45   | 0.07%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E CORPORATION                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1348526.80   | 0.04%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                               | PG&E WILDFIRE RECOVERY FUNDING LLC            | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $158339.16    | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                               | PG&E WILDFIRE RECOVERY FUNDING LLC            | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $261741.67    | 0.01%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                               | PG&E WILDFIRE RECOVERY FUNDING LLC            | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $481654.95    | 0.01%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                       | PERFORMANCE FOOD GROUP INC                    | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399985.88    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC              | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    324000 | PA      | $347546.38    | 0.01%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    805029 | PA      | $799017.83    | 0.02%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    928256 | PA      | $853192.96    | 0.02%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3138L8K60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $979095.70    | 0.03%             | 2030-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 7YR BALLOON MULTI                        | CUSIP: 3138L94D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4812000 | PA      | $4615116.39   | 0.12%             | 2030-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC              | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    984000 | PA      | $1114897.60   | 0.03%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC              | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    201000 | PA      | $211967.31    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3138L9AZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2505997 | PA      | $2398491.71   | 0.06%             | 2030-02-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3138L9Q70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2254634 | PA      | $2081247.73   | 0.05%             | 2035-04-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC              | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2273493.29   | 0.06%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC (            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1259177.93   | 0.03%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3138LNRG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2691700 | PA      | $2668873.70   | 0.07%             | 2028-06-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3138LNYD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4225503 | PA      | $4173527.49   | 0.11%             | 2030-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                          | PPL CAPITAL FUNDING INC                       | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    726000 | PA      | $742491.20    | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                      | PNC BANK NA                                   | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3208000 | PA      | $3223566.50   | 0.08%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    926999 | PA      | $852794.60    | 0.02%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1485878 | PA      | $1366775.94   | 0.04%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $1800196.45   | 0.05%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    397000 | PA      | $271624.45    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS              | CUSIP: 3138NXRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    634266 | PA      | $582640.11    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1222234 | PA      | $1123257.85   | 0.03%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | PFIZER INVESTMENT ENTERPRISES PTE             | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    468000 | PA      | $452348.24    | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                        | PG&E RECOVERY FND LLC                         | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $833817.03    | 0.02%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138WED71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2930443 | PA      | $2668244.62   | 0.07%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L            | CUSIP: 3138WSPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    128343 | PA      | $125672.26    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                        | PG&E RECOVERY FUNDING LLC                     | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $285391.69    | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                        | PG&E RECOVERY FUNDING LLC                     | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $337082.78    | 0.01%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS              | CUSIP: 3138X0AZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    426612 | PA      | $402674.88    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA_01-60                                                       | FNMA_01-60                                    | CUSIP: 3139213T3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     60966 | PA      | $62806.83     | 0.00%             | 2031-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA_02-50                                                       | FNMA_02-50                                    | CUSIP: 31392DA93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    170419 | PA      | $175055.67    | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA_02-78                                                       | FNMA_02-78                                    | CUSIP: 31392FA72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     80406 | PA      | $82622.26     | 0.00%             | 2032-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1660667.04   | 0.04%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1391428.56   | 0.04%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2517                                           | FHLMC_2517                                    | CUSIP: 31392X2G2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     25570 | PA      | $26187.88     | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_03-W8                                            | FNMA_03-W8                                    | CUSIP: 31393CX24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     73606 | PA      | $73468.51     | 0.00%             | 2042-05-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHLMC_2551                                                       | FHLMC_2551                                    | CUSIP: 31393JC89<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     36678 | PA      | $39699.23     | 0.00%             | 2033-01-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FHLMC_2557                                                       | FHLMC_2557                                    | CUSIP: 31393JLU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     99916 | PA      | $100879.93    | 0.00%             | 2033-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1191308.19   | 0.03%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    456000 | PA      | $470736.82    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    358750 | PA      | $358928.86    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1104409.79   | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA_03-W16                                                      | FNMA_03-W16                                   | CUSIP: 31393T4J2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    145379 | PA      | $147681.67    | 0.00%             | 2033-11-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FNW_03-W19                                                       | FNMA_03-W19                                   | CUSIP: 31393UA60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1218064 | PA      | $1222180.65   | 0.03%             | 2033-11-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119634.00    | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2818457.07   | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FNMA_04-50                                                       | FNMA_04-50                                    | CUSIP: 31394AJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    424846 | PA      | $441675.20    | 0.01%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNMA_04-W10                                 | FNMA_04-W10                                   | CUSIP: 31394ALV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    664405 | PA      | $685245.76    | 0.02%             | 2034-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3476392.81   | 0.09%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2938000 | PA      | $2951956.68   | 0.08%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_05-75                                            | FNMA_05-75                                    | CUSIP: 31394FAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     10493 | PA      | $11678.51     | 0.00%             | 2035-09-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN FNMA_05-W3                                 | FNMA_05-W3                                    | CUSIP: 31394FSB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    114943 | PA      | $113949.77    | 0.00%             | 2045-03-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3493000 | PA      | $3125504.46   | 0.08%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3489000 | PA      | $2945563.15   | 0.08%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC_2752                                                       | FHLMC_2752                                    | CUSIP: 31394RLM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    290262 | PA      | $299070.68    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_2764                                                       | FHLMC_2764                                    | CUSIP: 31394TYD1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    244378 | PA      | $251862.33    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    544000 | PA      | $535547.98    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $2005041.04   | 0.05%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-16                                            | FNMA_06-16                                    | CUSIP: 31394V6A3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    221740 | PA      | $228927.16    | 0.01%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-8                                             | FNMA_06-8                                     | CUSIP: 31394VX39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     92913 | PA      | $77744.00     | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3114000 | PA      | $3115097.52   | 0.08%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                 | PIEDMONT NATURAL GAS COMPANY INC              | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    291000 | PA      | $202141.33    | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1229767.44   | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2328162.96   | 0.06%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-8                                             | FNMA_06-8                                     | CUSIP: 31394VX47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    340683 | PA      | $32908.79     | 0.00%             | 2036-03-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-15                                            | FNMA_06-15                                    | CUSIP: 31395BTU7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     53319 | PA      | $45752.71     | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NAT RES CO                                               | PIONEER NATURAL RESOURCES COMPANY             | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    255000 | PA      | $229125.90    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | Port Authority of New York & New Jersey       | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1578908.59   | 0.04%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1641824.46   | 0.04%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1918341.73   | 0.05%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    184000 | PA      | $188196.59    | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ACADEMIC LOAN FUNDING TRUST ALFT                                 | ALFT_13-1A                                    | CUSIP: 00389VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326019 | PA      | $317432.80    | 0.01%             | 2044-12-26      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                             | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    475000 | PA      | $458096.31    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PAKISTAN (ISLAMIC REPUBLIC OF)                                   | PAKISTAN (ISLAMIC REPUBLIC OF)                | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $199493.87    | 0.01%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                             | FNMA_06-43                                    | CUSIP: 31395DP45<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    303726 | PA      | $32843.75     | 0.00%             | 2036-06-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| FHLMC STUCTURED PASS THROUGH SECURITIES FHLMC_T-62               | FHLMC_T-62                                    | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    242279 | PA      | $222394.95    | 0.01%             | 2044-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                            | ACCENTURE CAPITAL INC                         | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   3178000 | PA      | $3174482.39   | 0.08%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                            | ACCENTURE CAPITAL INC                         | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1725505.16   | 0.05%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-58                                            | FNMA_06-58                                    | CUSIP: 31395NE86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     71077 | PA      | $5878.86      | 0.00%             | 2036-07-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2953                                           | FHLMC_2953                                    | CUSIP: 31395PMJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1039780 | PA      | $1079101.68   | 0.03%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN3                                             | PRET_21-RN3                                   | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3203747 | PA      | $3204920.40   | 0.08%             | 2051-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                             | PRIME SECURITY SERVICES BORROWER              | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285061.43    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $199465.05    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                       | ADIENT GLOBAL HOLDINGS LTD                    | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $512626.53    | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC_2990                                                       | FHLMC_2990                                    | CUSIP: 31395V4P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    362907 | PA      | $380010.27    | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3101                                           | FHLMC_3101                                    | CUSIP: 31396GLR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     99194 | PA      | $105036.61    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                | ADT CORP                                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    580000 | PA      | $561028.75    | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR9                          | PROG_21-SFR9                                  | CUSIP: 74333QAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2899000 | PA      | $2704164.30   | 0.07%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC                    | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    410000 | PA      | $429142.89    | 0.01%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | AGREE LP                                      | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    735000 | PA      | $738868.31    | 0.02%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-109                                           | FNMA_07-109                                   | CUSIP: 31396X2X1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     76285 | PA      | $5106.31      | 0.00%             | 2037-12-25      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-116                                           | FNMA_07-116                                   | CUSIP: 31396X7A6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     72706 | PA      | $75348.46     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | AGREE LP                                      | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1247354.46   | 0.03%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AIR CANADA PASS THROUGH CERTIFICATES SERIES 2017-1               | AIR CANADA 2017-1AA PTT                       | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    167458 | PA      | $158265.56    | 0.00%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-101                                           | FNMA_07-101                                   | CUSIP: 31396XC69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    102949 | PA      | $102719.20    | 0.00%             | 2036-06-27      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-104                                           | FNMA_07-104                                   | CUSIP: 31396XN26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     71167 | PA      | $74121.36     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA PASS THROUGH CERTIFICATES SERIES 2017-1               | AIR CANADA 2017-1A PTT                        | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    233542 | PA      | $219532.62    | 0.01%             | 2030-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                   | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1116000 | PA      | $1098930.06   | 0.03%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3200                                           | FHLMC_3200                                    | CUSIP: 31397AGM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     95370 | PA      | $98816.72     | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3213                                           | FHLMC_3213                                    | CUSIP: 31397AZC0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    138739 | PA      | $145817.46    | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                   | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    366000 | PA      | $340590.79    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                            | ALABAMA POWER COMPANY                         | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1133197.92   | 0.03%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8                   | PROG_21-SFR8                                  | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $978959.70    | 0.03%             | 2038-10-17      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                      | PROLOGIS LP                                   | CUSIP: 74340XBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $200815.46    | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY              | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745976.79    | 0.02%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                               | ALCON FINANCE CORP                            | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   2327000 | PA      | $2426134.53   | 0.06%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3229                                           | FHLMC_3229                                    | CUSIP: 31397BRQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |       869 | PA      | $866.95       | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3316                                           | FHLMC_3316                                    | CUSIP: 31397HKD9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5236 | PA      | $4353.57      | 0.00%             | 2037-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3380                | FHLMC_3380                                    | CUSIP: 31397KTW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    837702 | PA      | $75660.77     | 0.00%             | 2037-10-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_08-80                                            | FNMA_08-80                                    | CUSIP: 31397MRT6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     13704 | PA      | $14415.48     | 0.00%             | 2038-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                       | ALEXANDRIA REAL ESTATE EQUITIES               | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159112.76    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                       | ALEXANDRIA REAL ESTATE EQUITIES               | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    199000 | PA      | $202612.56    | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                   | PROTECTIVE LIFE GLOBAL FUNDING                | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    466000 | PA      | $483176.19    | 0.01%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                      | PRUDENTIAL FUNDING ASIA PLC                   | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    322000 | PA      | $308770.49    | 0.01%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-17                                            | FNMA_09-17                                    | CUSIP: 31397NGH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     22970 | PA      | $2351.93      | 0.00%             | 2039-03-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3385                                           | FHLMC_3385                                    | CUSIP: 31397PAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     23815 | PA      | $1695.59      | 0.00%             | 2037-11-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                       | ALEXANDRIA REAL ESTATE EQUITIES               | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    102000 | PA      | $83701.11     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480851.29    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                               | PUBLIC SERVICE CO OF COLORADO                 | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    265000 | PA      | $162806.81    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                               | PUBLIC SERVICE COMPANY OF OKLAHOMA            | CUSIP: 744533BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    707000 | PA      | $464092.21    | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-2                                             | FNMA_11-2                                     | CUSIP: 31397QHL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     36841 | PA      | $38334.46     | 0.00%             | 2051-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-147                                           | FNMA_10-147                                   | CUSIP: 31397QW95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    639168 | PA      | $75234.02     | 0.00%             | 2041-01-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO            | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    489000 | PA      | $309322.22    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO            | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    290000 | PA      | $157789.46    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                       | ALLIANZ SE                                    | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $823125.50    | 0.02%             | 2054-09-03      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ATLAS LUXCO 4 SARL/ALLIED UNIV                | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    235000 | PA      | $230676.41    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO            | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1575619.77   | 0.04%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO            | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1232640.02   | 0.03%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | ALLISON TRANSMISSION INC                      | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    515000 | PA      | $519616.61    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS  30YR TBA(REG A)                         | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  44100000 | PA      | $44463294.48  | 1.16%             | 2025-10-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO            | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    479000 | PA      | $481569.37    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO            | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1378552.89   | 0.04%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-3                           | ALLYA_22-3                                    | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1013000 | PA      | $1018234.17   | 0.03%             | 2031-06-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                  | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1132098.22   | 0.03%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                  | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1122006.42   | 0.03%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                              | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $828227.69    | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENRG INC                                             | PUGET SOUND ENERGY INC                        | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    421000 | PA      | $266890.95    | 0.01%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENRG INC                                             | PUGET SOUND ENERGY INC                        | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    843000 | PA      | $853757.67    | 0.02%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                            | QNITY ELECTRONICS INC                         | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100868.58    | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERV INC.                                                 | QUANTA SERVICES INC.                          | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    714000 | PA      | $731012.38    | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                  | ALUMINA PTY LTD                               | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $205697.78    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                | AMCOR FLEXIBLES NORTH AMERICA INC             | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    428000 | PA      | $437975.20    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3423                                           | FHLMC_3423                                    | CUSIP: 31397RVN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    326840 | PA      | $339411.38    | 0.01%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-43                                            | FNMA_11-43                                    | CUSIP: 31397S5E0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     52159 | PA      | $54296.50     | 0.00%             | 2051-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    432000 | PA      | $438602.72    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/ QUICKEN LOANS              | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381742.98    | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PPPTY / RPH FINANCE CORP            | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    805000 | PA      | $801334.60    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                          | RAIZEN FUELS FINANCE SA                       | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $183367.94    | 0.00%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-46                                            | FNMA_11-46                                    | CUSIP: 31397SG24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     76149 | PA      | $75767.60     | 0.00%             | 2026-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-31                                            | FNMA_11-31                                    | CUSIP: 31397SHK3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    727758 | PA      | $715119.02    | 0.02%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX CORP                                      | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    504000 | PA      | $563708.88    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    977000 | PA      | $871967.79    | 0.02%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-30                                            | FNMA_11-30                                    | CUSIP: 31397SMD3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    132117 | PA      | $9448.11      | 0.00%             | 2041-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3461                                           | FHLMC_3461                                    | CUSIP: 31397TXU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    556630 | PA      | $581680.04    | 0.02%             | 2038-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1177850.90   | 0.03%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    757000 | PA      | $722323.39    | 0.02%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-55                                            | FNMA_11-55                                    | CUSIP: 31397UGD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    377259 | PA      | $374524.95    | 0.01%             | 2041-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-59                                            | FNMA_11-59                                    | CUSIP: 31397UUU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    594297 | PA      | $615883.95    | 0.02%             | 2041-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    808000 | PA      | $782771.05    | 0.02%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    316000 | PA      | $284619.58    | 0.01%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3501                                           | FHLMC_3501                                    | CUSIP: 31397YS69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    123694 | PA      | $128021.80    | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3531                                           | FHLMC_3531                                    | CUSIP: 31398CVX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     17723 | PA      | $1170.95      | 0.00%             | 2039-05-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1206000 | PA      | $1200215.40   | 0.03%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1016786.60   | 0.03%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-W1                                            | FNMA_09-W1                                    | CUSIP: 31398F7A3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    199812 | PA      | $207029.68    | 0.01%             | 2049-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-79                                            | FNMA_09-79                                    | CUSIP: 31398FPB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      9025 | PA      | $9290.71      | 0.00%             | 2038-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                               | REGENCY CENTERS LP                            | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1764721.28   | 0.05%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                               | REGENCY CENTERS LP                            | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1626157.00   | 0.04%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FNMA_09-86                                    | CUSIP: 31398FRR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     14564 | PA      | $13063.05     | 0.00%             | 2037-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FNMA_09-86                                    | CUSIP: 31398FTC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     44190 | PA      | $7460.03      | 0.00%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                               | REGENCY CENTERS LP                            | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1194227.22   | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_21-2                     | RMIT_21-2                                     | CUSIP: 75907UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $4072947.10   | 0.11%             | 2033-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-2                                             | FNMA_10-2                                     | CUSIP: 31398G7D5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    772980 | PA      | $787483.00    | 0.02%             | 2040-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-112                                           | FNMA_09-112                                   | CUSIP: 31398GKH1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     96540 | PA      | $10200.12     | 0.00%             | 2040-01-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| RENEW LTD RENEW_23-1                                             | RENEW_23-1A                                   | CUSIP: 75973HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3172521 | PA      | $3143246.45   | 0.08%             | 2058-11-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RENEW_17-1A                                                      | RENEW_17-1A                                   | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159124 | PA      | $148634.72    | 0.00%             | 2052-09-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                            | REPUBLIC SERVICES INC                         | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    217000 | PA      | $187985.07    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC RAMP_04-SL2              | RAMP_04-SL2                                   | CUSIP: 7609856C0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91602 | PA      | $92699.84     | 0.00%             | 2031-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3608                                           | FHLMC_3608                                    | CUSIP: 31398LQC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     80536 | PA      | $4203.33      | 0.00%             | 2039-12-15      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3607                                           | FHLMC_3607                                    | CUSIP: 31398LR34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    102391 | PA      | $86937.88     | 0.00%             | 2039-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                  | RINGCENTRAL INC                               | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    445000 | PA      | $473928.67    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | RITCHIE BROS HOLDINGS INC                     | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    265000 | PA      | $277342.86    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-28                                            | FNMA_10-28                                    | CUSIP: 31398MF84<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     24350 | PA      | $22504.58     | 0.00%             | 2040-04-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-107                                           | FNMA_10-107                                   | CUSIP: 31398NKP8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    628645 | PA      | $622967.51    | 0.02%             | 2040-09-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC                  | CUSIP: 77340RAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $652800.65    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                           | ROPER TECHNOLOGIES INC                        | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    658000 | PA      | $658220.43    | 0.02%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                           | ROPER TECHNOLOGIES INC                        | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215927.78    | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC              | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    208000 | PA      | $208388.89    | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                          | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2740000 | PA      | $2775993.84   | 0.07%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                          | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2440000 | PA      | $2469277.28   | 0.06%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-111                                           | FNMA_10-111                                   | CUSIP: 31398NXS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    481004 | PA      | $500072.17    | 0.01%             | 2040-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-49                                            | FNMA_10-49                                    | CUSIP: 31398P5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     84822 | PA      | $85017.14     | 0.00%             | 2040-03-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC SCFET_22-2                             | SCFET_22-2A                                   | CUSIP: 78397WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4484000 | PA      | $4470456.53   | 0.12%             | 2035-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-2             | SFAST_24-2A                                   | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1740305.29   | 0.05%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-C                                 | SBALT_24-C                                    | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1174000 | PA      | $1176355.87   | 0.03%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_25-2             | SFAST_25-2A                                   | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1469000 | PA      | $1491312.79   | 0.04%             | 2031-05-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-35                                            | FNMA_10-35                                    | CUSIP: 31398PGF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    123203 | PA      | $123117.23    | 0.00%             | 2040-04-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-35                                            | FNMA_10-35                                    | CUSIP: 31398PKD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     53745 | PA      | $5215.03      | 0.00%             | 2040-04-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    938000 | PA      | $859671.12    | 0.02%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP                       | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280878.44    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-42                                            | FNMA_10-42                                    | CUSIP: 31398PSE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     45148 | PA      | $3946.81      | 0.00%             | 2040-05-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-61                                            | FNMA_10-61                                    | CUSIP: 31398RPZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     30929 | PA      | $31442.77     | 0.00%             | 2040-06-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                         | SCE RECOVERY FUNDING LLC                      | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112651 | PA      | $111404.92    | 0.00%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1             | SFAST_24-1A                                   | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2453635 | PA      | $2468636.62   | 0.06%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1             | SFAST_24-1A                                   | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462000 | PA      | $468845.18    | 0.01%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST SBAT_24-A                            | SBAT_24-A                                     | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773983 | PA      | $777156.32    | 0.02%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-125                                           | FNMA_10-125                                   | CUSIP: 31398SES8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    272039 | PA      | $11595.75     | 0.00%             | 2040-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-68                                            | FNMA_10-68                                    | CUSIP: 31398TGV7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    225456 | PA      | $18629.30     | 0.00%             | 2040-07-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST SBAT_24-A                            | SBAT_24-A                                     | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $529066.70    | 0.01%             | 2029-04-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                        | SMB_21-A                                      | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2428977 | PA      | $2223806.69   | 0.06%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31403CZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38568 | PA      | $39503.22     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31403DT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18049 | PA      | $19161.47     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-A                        | SMB_18-A                                      | CUSIP: 78449PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060229 | PA      | $1052651.73   | 0.03%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                                  | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280042.13    | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31409GMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24309 | PA      | $25879.51     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31409TVS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21045 | PA      | $22099.99     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                                  | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299989.55    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                    | SS&C TECHNOLOGIES INC                         | CUSIP: 78466CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $474990.50    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH_25-DATA                      | SWCH_25-DATA                                  | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515000 | PA      | $1506249.00   | 0.04%             | 2042-03-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA LUXEMBOURG SARL                                    | SAAVI ENERGIA LUXEMBOURG SARL                 | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    549000 | PA      | $591290.24    | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                             | SABRA HEALTH CARE LP                          | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    257000 | PA      | $233506.52    | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | SALESFORCE.COM INC                            | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    347000 | PA      | $255138.04    | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140AXCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1873700 | PA      | $1901652.29   | 0.05%             | 2055-05-01      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140B0WX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1882625 | PA      | $1905139.69   | 0.05%             | 2055-08-01      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1470551 | PA      | $1483225.95   | 0.04%             | 2055-05-01      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 5/6M 30D SOFR ARM                          | CUSIP: 3140BFNZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    653629 | PA      | $660644.13    | 0.02%             | 2055-08-01      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR MODIFIED STEP RATE                  | CUSIP: 3140FXHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    997487 | PA      | $951448.43    | 0.02%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR MODIFIED STEP RATE                  | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7261111 | PA      | $6557617.71   | 0.17%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR MODIFIED STEP RATE                  | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    850770 | PA      | $811140.12    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING MODIFIED               | CUSIP: 3140FXLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1033104 | PA      | $1027945.77   | 0.03%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2687995 | PA      | $2435604.62   | 0.06%             | 2060-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED WI            | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8861428 | PA      | $7683446.14   | 0.20%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-2                | SDART_24-2                                    | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2647000 | PA      | $2744264.81   | 0.07%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-3                | SDART_24-3                                    | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1631244 | PA      | $1639758.31   | 0.04%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR MODIFIED STEP RATE                  | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    892265 | PA      | $805704.08    | 0.02%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING NON MODIFIE            | CUSIP: 3140FXT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1463675 | PA      | $1332297.84   | 0.03%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-2                | SDART_25-2                                    | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1551000 | PA      | $1563720.84   | 0.04%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-3                | SDART_25-3                                    | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2399000 | PA      | $2411262.01   | 0.06%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8211433 | PA      | $6696495.45   | 0.18%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING NON MODIFIE            | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4016003 | PA      | $3565674.25   | 0.09%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    978667 | PA      | $952850.23    | 0.02%             | 2061-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR MODIFIED STEP RATE                  | CUSIP: 3140FXUX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    565677 | PA      | $538130.19    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | SAUDI ARABIAN OIL CO                          | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    455000 | PA      | $484221.11    | 0.01%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE                     | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    695000 | PA      | $675227.70    | 0.02%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3545473 | PA      | $2891343.82   | 0.08%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4031212 | PA      | $3482531.48   | 0.09%             | 2062-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2372411 | PA      | $2142979.48   | 0.06%             | 2062-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3878151 | PA      | $3629737.87   | 0.09%             | 2062-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | SCRIPPS ESCROW II INC                         | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163420.77    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                          | SEAGATE DATA STORAGE TECHNOLOGY PT            | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    480000 | PA      | $429571.87    | 0.01%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING NON MODIFIE            | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1070830 | PA      | $954071.27    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4296683 | PA      | $3684831.53   | 0.10%             | 2063-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                          | SEAGATE DATA STORAGE TECHNOLOGY PT            | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $185294.55    | 0.00%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253932.58    | 0.01%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    228000 | PA      | $232887.26    | 0.01%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA                                        | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    163000 | PA      | $167251.08    | 0.00%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140GWQR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1368414 | PA      | $1315017.53   | 0.03%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    107275 | PA      | $103932.49    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    418859 | PA      | $402436.81    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140HKD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    399050 | PA      | $342265.12    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HSTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1515000 | PA      | $1503395.69   | 0.04%             | 2029-02-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXAK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2406273 | PA      | $2263888.27   | 0.06%             | 2030-02-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2038729 | PA      | $1887449.56   | 0.05%             | 2032-01-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXCR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1484615 | PA      | $1388619.80   | 0.04%             | 2032-01-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2395991 | PA      | $2211382.91   | 0.06%             | 2032-01-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXFR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1825000 | PA      | $1675460.56   | 0.04%             | 2032-01-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                            | SENEGAL (REPUBLIC OF)                         | CUSIP: 81720TAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $144372.97    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | SENSATA TECHNOLOGIES BV                       | CUSIP: 81725WAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    425000 | PA      | $408134.16    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXJB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2758863 | PA      | $2579482.19   | 0.07%             | 2032-02-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140J5K32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1626314 | PA      | $1573459.29   | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_03-1                                 | SEMT_03-1                                     | CUSIP: 81743PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    147082 | PA      | $138436.80    | 0.00%             | 2033-04-20      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| SEMT_03-8                                                        | SEMT_03-8                                     | CUSIP: 81743PDX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     89501 | PA      | $86995.62     | 0.00%             | 2034-01-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2671573 | PA      | $2454973.28   | 0.06%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR BALLOON MULTI                       | CUSIP: 3140J8TU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2105776 | PA      | $2046964.36   | 0.05%             | 2029-10-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    626366 | PA      | $606849.09    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR - JUMBO-C            | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8751398 | PA      | $7996302.56   | 0.21%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR BALLOON MULTI                       | CUSIP: 3140JBF92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9070116 | PA      | $7578296.28   | 0.20%             | 2032-11-01      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 5/6M 30D SOFR ARM                          | CUSIP: 3140JCTZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1874117 | PA      | $1898016.71   | 0.05%             | 2055-07-01      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $401900.56    | 0.01%             | 2027-01-12      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $416386.76    | 0.01%             | 2029-01-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140JUS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    425879 | PA      | $407256.24    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140JY2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1036392 | PA      | $1001728.61   | 0.03%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    351000 | PA      | $369024.96    | 0.01%             | 2035-01-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1880000 | PA      | $2004798.96   | 0.05%             | 2055-01-19      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140K9S59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    748617 | PA      | $699690.65    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140K9TA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    860564 | PA      | $799092.52    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    918000 | PA      | $967427.33    | 0.03%             | 2033-04-13      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $359746.94    | 0.01%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140K9W39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2955195 | PA      | $2641245.08   | 0.07%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140KEB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4377808 | PA      | $3892766.15   | 0.10%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2414000 | PA      | $2411684.87   | 0.06%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_21-B                         | SOFI_21-B                                     | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350649 | PA      | $1184506.70   | 0.03%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140KLYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1666946 | PA      | $1467652.83   | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    786566 | PA      | $674229.53    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                             | SONIC AUTOMOTIVE INC                          | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    380000 | PA      | $368976.23    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    727157 | PA      | $657850.42    | 0.02%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1500700 | PA      | $1283619.09   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1846827 | PA      | $1582598.57   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XBZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7572811 | PA      | $6475713.56   | 0.17%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5790862 | PA      | $5322927.95   | 0.14%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1545865 | PA      | $1388683.19   | 0.04%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3116955 | PA      | $2714564.10   | 0.07%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4188594 | PA      | $3466156.15   | 0.09%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    291012 | PA      | $249192.31    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5802841 | PA      | $4792349.41   | 0.13%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4768084 | PA      | $4194493.14   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4332063 | PA      | $3869339.24   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1111887 | PA      | $1008201.81   | 0.03%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1165123 | PA      | $1236037.33   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XPX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25491651 | PA      | $22610056.84  | 0.59%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1568210 | PA      | $1344224.72   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XQNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    833033 | PA      | $755363.66    | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140Y66N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2763406 | PA      | $2849281.27   | 0.07%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10560907 | PA      | $10822290.41  | 0.28%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 5/6M 30D SOFR ARM                          | CUSIP: 3140Y6LH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1562175 | PA      | $1577719.90   | 0.04%             | 2055-04-01      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10766155 | PA      | $10916276.12  | 0.29%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8158315 | PA      | $8381630.84   | 0.22%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140Y6YJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15335207 | PA      | $15509995.53  | 0.41%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31410GAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24138 | PA      | $24517.83     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR WA MEGA BALLOON MULTI               | CUSIP: 31410GPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    281288 | PA      | $280433.03    | 0.01%             | 2037-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34209 | PA      | $36347.46     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31410LCD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48210 | PA      | $51225.35     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 6M SOFR ARM                              | CUSIP: 31412CBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     68031 | PA      | $70470.59     | 0.00%             | 2036-03-01      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31413STL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    170595 | PA      | $176353.46    | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31413TUM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30590 | PA      | $32251.80     | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31414MP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8852 | PA      | $8942.71      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA  30YR                                    | CUSIP: 31416BQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    176112 | PA      | $187272.52    | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                         | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272781.04    | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                         | TUCSON ELECTRIC POWER CO                      | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    238000 | PA      | $230976.34    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                             | TURKEY (REPUBLIC OF)                          | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $211938.78    | 0.01%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                             | TURKEY (REPUBLIC OF)                          | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $206745.95    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES LLC BJETS_24-1                           | BJETS_24-1A                                   | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2652065 | PA      | $2724253.15   | 0.07%             | 2039-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_25-VLT7                                              | BX_25-VLT7                                    | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1442000 | PA      | $1448293.61   | 0.04%             | 2027-07-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198698.03    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3022897.59   | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1068699.15   | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                | CBRE SERVICES INC                             | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1068637.76   | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                              | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $517073.62    | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COOF_14                                                          | COOF_14-1                                     | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138728 | PA      | $9634.39      | 0.00%             | 2040-06-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                                   | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3673750.00   | 0.10%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS PASS THROUGH TRUST                        | CUSIP: 126650AN0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2104 | PA      | $2104.24      | 0.00%             | 2025-10-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS PASSTHROUGH TRUST                                            | CVS PASS THROUGH TRUST                        | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384068 | PA      | $389467.40    | 0.01%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                               | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    869000 | PA      | $814783.14    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                               | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3496000 | PA      | $3112456.79   | 0.08%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                                   | CUSIP: 3136AGA69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1544568 | PA      | $1480715.92   | 0.04%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                               | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1644065.31   | 0.04%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                               | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1683557.29   | 0.04%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-92                                            | FNMA_13-92                                    | CUSIP: 3136AGGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    479976 | PA      | $360574.41    | 0.01%             | 2043-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-108                                           | FNMA_13-108                                   | CUSIP: 3136AGMM1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1248098 | PA      | $1206122.31   | 0.03%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    448000 | PA      | $443948.96    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    745000 | PA      | $736075.05    | 0.02%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $978822.08    | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1198486.66   | 0.03%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-100                                           | FNMA_13-100                                   | CUSIP: 3136AGWP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1601078 | PA      | $1551846.32   | 0.04%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                                   | CUSIP: 3136AGZH8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    734907 | PA      | $549608.18    | 0.01%             | 2043-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                          | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131853.35    | 0.00%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                               | CNO GLOBAL FUNDING                            | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    467000 | PA      | $479429.71    | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | COLGATE ENERGY PARTNERS III LLC               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315112.37    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS CASL_1                                 | CASL_17-A                                     | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338430 | PA      | $338744.82    | 0.01%             | 2046-11-26      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS CASL_19-A                              | CASL_19-A                                     | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584582 | PA      | $559093.54    | 0.01%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS CASL_18-A                              | CASL_18-A                                     | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222946 | PA      | $219826.60    | 0.01%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                        | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $549661.67    | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    294000 | PA      | $308459.46    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FNMA_13-128                                                      | FNMA_13-128                                   | CUSIP: 3136AHNE6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    434677 | PA      | $319211.23    | 0.01%             | 2043-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-25                                            | FNMA_14-25                                    | CUSIP: 3136AJ3U8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1073738 | PA      | $986790.98    | 0.03%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_21-2                                       | COLT_21-2                                     | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1443239 | PA      | $1234656.96   | 0.03%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-4                               | COLT_21-4                                     | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1606629 | PA      | $1376983.04   | 0.04%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| FNMA_14-74                                                       | FNMA_14-74                                    | CUSIP: 3136ALXB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    545362 | PA      | $537422.24    | 0.01%             | 2044-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-8                                             | FNMA_15-8                                     | CUSIP: 3136AMUK3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1840402 | PA      | $1657786.97   | 0.04%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND                 | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 131769395 | NS      | $131729864.50 | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                           | COLUMBIA PIPELINES HOLDING CO LLC             | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $258877.98    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-22                                            | FNMA_16-22                                    | CUSIP: 3136ARG93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1434941 | PA      | $1420206.91   | 0.04%             | 2046-04-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-11                                            | FNMA_16-11                                    | CUSIP: 3136ARPM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    624229 | PA      | $617356.11    | 0.02%             | 2046-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | COLUMBIA PIPELINES OP CO LLC                  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1498358.86   | 0.04%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    236000 | PA      | $225491.42    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-11                                            | FNMA_16-11                                    | CUSIP: 3136ARQU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    835914 | PA      | $826188.69    | 0.02%             | 2046-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-75                                            | FNMA_16-75                                    | CUSIP: 3136AT4D3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    991245 | PA      | $983255.62    | 0.03%             | 2046-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    758000 | PA      | $579270.29    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    673000 | PA      | $591735.06    | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-86                                            | FNMA_16-86                                    | CUSIP: 3136AT6K5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2539419 | PA      | $2513741.24   | 0.07%             | 2046-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-69                                            | FNMA_16-69                                    | CUSIP: 3136ATA53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1041590 | PA      | $1032240.61   | 0.03%             | 2046-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    248000 | PA      | $152645.43    | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2913000 | PA      | $1727266.78   | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-57                                            | FNMA_16-57                                    | CUSIP: 3136ATEP5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3464473 | PA      | $2971564.15   | 0.08%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-48                                            | FNMA_16-48                                    | CUSIP: 3136ATLW2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1390745 | PA      | $1302274.79   | 0.03%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    879000 | PA      | $501969.80    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-13                                            | FNMA_19-13                                    | CUSIP: 3136B4GU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    703384 | PA      | $646461.28    | 0.02%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-64                                            | FNMA_16-64                                    | CUSIP: 3136ATTP9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    847000 | PA      | $653810.40    | 0.02%             | 2046-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-64                                            | FNMA_16-64                                    | CUSIP: 3136ATUD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1213968 | PA      | $1135734.81   | 0.03%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-41                                            | FNMA_19-41                                    | CUSIP: 3136B5D77<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1522917 | PA      | $1480203.35   | 0.04%             | 2059-08-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-43                                            | FNMA_19-43                                    | CUSIP: 3136B5ZS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1185271 | PA      | $1162871.24   | 0.03%             | 2049-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-82                                            | FNMA_16-82                                    | CUSIP: 3136AUAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1624550 | PA      | $1608985.64   | 0.04%             | 2046-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-82                                            | FNMA_16-82                                    | CUSIP: 3136AUBK6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1760246 | PA      | $1746199.69   | 0.05%             | 2046-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-67                                            | FNMA_19-67                                    | CUSIP: 3136B64V2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    660813 | PA      | $648586.73    | 0.02%             | 2049-11-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3100                                           | FHLMC_3100                                    | CUSIP: 31396H2D0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     35082 | PA      | $29373.22     | 0.00%             | 2036-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA_16-78                                                       | FNMA_16-78                                    | CUSIP: 3136AUEC1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    638026 | PA      | $630949.75    | 0.02%             | 2044-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-79                                            | FNMA_16-79                                    | CUSIP: 3136AUGJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1002843 | PA      | $994351.91    | 0.03%             | 2046-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3117                                           | FHLMC_3117                                    | CUSIP: 31396HVT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     14722 | PA      | $13056.92     | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3123                                           | FHLMC_3123                                    | CUSIP: 31396JNW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    126704 | PA      | $134370.68    | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REFERENCE REMIC FHLMC_R006                           | FHLMC_R006                                    | CUSIP: 31396JT21<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    154168 | PA      | $163266.21    | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-94                                            | FNMA_06-94                                    | CUSIP: 31396K4E9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     11329 | PA      | $67.78        | 0.00%             | 2026-10-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-84                                            | FNMA_16-84                                    | CUSIP: 3136AUKJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    978263 | PA      | $968548.07    | 0.03%             | 2046-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-91                                            | FNMA_16-91                                    | CUSIP: 3136AURK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    716667 | PA      | $711830.38    | 0.02%             | 2046-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-88                                            | FNMA_16-88                                    | CUSIP: 3136AUTG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1369375 | PA      | $1357981.22   | 0.04%             | 2046-12-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FNMA_17-23                                    | CUSIP: 3136AV5J4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1124826 | PA      | $1114544.09   | 0.03%             | 2047-04-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNW_06-W3                                   | FNMA_06-W3                                    | CUSIP: 31396L7E4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     62412 | PA      | $64199.34     | 0.00%             | 2046-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-117                                           | FNMA_06-117                                   | CUSIP: 31396LD23<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     76521 | PA      | $7475.50      | 0.00%             | 2036-12-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST FNGT_17-                                 | FNGT_17-T1                                    | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2744721 | PA      | $2684596.51   | 0.07%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-13                                            | FNMA_17-13                                    | CUSIP: 3136AVFH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4737000 | PA      | $4448131.15   | 0.12%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-105                                           | FNMA_06-105                                   | CUSIP: 31396LUS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    228273 | PA      | $236355.41    | 0.01%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3143-                                          | FHLMC_3143                                    | CUSIP: 31396NG75<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    142478 | PA      | $145901.09    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-24                                            | FNMA_17-24                                    | CUSIP: 3136AVP94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3114632 | PA      | $2761120.94   | 0.07%             | 2047-04-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-11                                            | FNMA_17-11                                    | CUSIP: 3136AVRD3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    321276 | PA      | $318615.05    | 0.01%             | 2047-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REFERENCE REMIC FHLM                                 | FHLMC_R007                                    | CUSIP: 31396NRF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    296606 | PA      | $309966.42    | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-18                                            | FNMA_07-18                                    | CUSIP: 31396P5P2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    115656 | PA      | $121684.78    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-12                                            | FNMA_17-12                                    | CUSIP: 3136AVTN9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    999722 | PA      | $991440.29    | 0.03%             | 2047-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-37                                            | FNMA_09-37                                    | CUSIP: 31396QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    108057 | PA      | $7402.49      | 0.00%             | 2039-06-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-68                                            | FNMA_09-68                                    | CUSIP: 31396QD71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    149242 | PA      | $14892.06     | 0.00%             | 2039-09-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-60                                            | FNMA_09-60                                    | CUSIP: 31396QPL7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    165518 | PA      | $173755.79    | 0.00%             | 2039-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-59                                            | FNMA_09-59                                    | CUSIP: 31396QRH4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    163359 | PA      | $165889.51    | 0.00%             | 2039-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3164                                           | FHLMC_3164                                    | CUSIP: 31396TDX8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     41482 | PA      | $44082.56     | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR_3195                                                         | FHLMC_3195                                    | CUSIP: 31396UCL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     63696 | PA      | $66106.50     | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3181                                           | FHLMC_3181                                    | CUSIP: 31396URG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    117057 | PA      | $99330.17     | 0.00%             | 2036-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-42                                            | FNMA_07-42                                    | CUSIP: 31396VR83<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     76674 | PA      | $80670.36     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-65                                            | FNMA_07-65                                    | CUSIP: 31396WLY0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     58393 | PA      | $6056.92      | 0.00%             | 2037-07-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-72                                            | FNMA_07-72                                    | CUSIP: 31396WQH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    331443 | PA      | $37087.28     | 0.00%             | 2037-07-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN FNMA_07-W7                                 | FNMA_07-W7                                    | CUSIP: 31396WUV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    112680 | PA      | $9621.75      | 0.00%             | 2037-07-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-76                                            | FNMA_07-76                                    | CUSIP: 31396WZ90<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    120994 | PA      | $124224.91    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-39                                            | FNMA_11-39                                    | CUSIP: 31397SVY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    105867 | PA      | $110107.78    | 0.00%             | 2032-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-44                                            | FNMA_11-44                                    | CUSIP: 31397SYG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     19579 | PA      | $19496.32     | 0.00%             | 2026-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3453                                           | FHLMC_3453                                    | CUSIP: 31397THP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      9128 | PA      | $9336.48      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3451                                           | FHLMC_3451                                    | CUSIP: 31397TP89<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     13869 | PA      | $1221.40      | 0.00%             | 2038-05-15      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1685693 | PA      | $1503510.20   | 0.04%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XH2W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5328953 | PA      | $5196689.31   | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12923703 | PA      | $11678442.39  | 0.31%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XHE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7292041 | PA      | $6551556.73   | 0.17%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4192935 | PA      | $3748301.03   | 0.10%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1648721 | PA      | $1430235.95   | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS SUPER                          | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    974710 | PA      | $971679.13    | 0.03%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS SUPER                          | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    263955 | PA      | $263064.32    | 0.01%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1588779 | PA      | $1460064.97   | 0.04%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2898286 | PA      | $2609620.99   | 0.07%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1800268 | PA      | $1650298.58   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XKHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4480512 | PA      | $4369308.39   | 0.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1290698 | PA      | $1193539.72   | 0.03%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1409524 | PA      | $1259624.71   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    995960 | PA      | $915585.44    | 0.02%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    590841 | PA      | $573349.24    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLLV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18732992 | PA      | $16927972.74  | 0.44%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3420390 | PA      | $3090828.56   | 0.08%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1488448 | PA      | $1367859.68   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1430037 | PA      | $1314030.26   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1453505 | PA      | $1313459.69   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XN5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6574489 | PA      | $5594808.64   | 0.15%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XN6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1025811 | PA      | $929108.35    | 0.02%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617M2KD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    497246 | PA      | $467752.01    | 0.01%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJMX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    882839 | PA      | $812446.07    | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJMY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    779290 | PA      | $737400.70    | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJMZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    722486 | PA      | $683200.57    | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    923555 | PA      | $842492.04    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    755381 | PA      | $694218.10    | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    618862 | PA      | $583299.14    | 0.02%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MNJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    373075 | PA      | $348763.72    | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-22

**Name of Applicant:** Columbia Funds Variable Series Trust II

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer