# EDGAR Filing Document

**Accession Number:** 0000766351
**File Stem:** 0001410368-26-012593
**Filing Date:** 2026-2
**Character Count:** 307750
**Document Hash:** 4f4a917804bbc525d7992dde6a1b4f62
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-012593.hdr.sgml**: 20260217

**ACCESSION NUMBER**: 0001410368-26-012593

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260217

**DATE AS OF CHANGE**: 20260217

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Securian Funds Trust
- **CENTRAL INDEX KEY:** 0000766351

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04279
- **FILM NUMBER:** 26639218

**BUSINESS ADDRESS:**
- **STREET 1:** 400 N ROBERT ST
- **CITY:** ST PAUL
- **STATE:** MN
- **ZIP:** 55101
- **BUSINESS PHONE:** 6516656918

**MAIL ADDRESS:**
- **STREET 1:** 400 ROBERT STREET NORTH
- **CITY:** ST PAUL
- **STATE:** MN
- **ZIP:** 55101-2098

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ADVANTUS SERIES FUND INC
- **DATE OF NAME CHANGE:** 19970609

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MIMLIC SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### SFT Core Bond Fund (Series ID: S000024505)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000072676 | Class 1      |  |
| C000072677 | Class 2      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Securian Funds Trust

- **b. Investment Company Act file number:** 811-04279

- **c. CIK number of Registrant:** 0000766351

- **d. LEI of Registrant:** 549300J5E2OE7HWZ1521

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

  - **Street Address 1:** 400 N ROBERT ST

  - **City:** ST PAUL

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55101

  - **Telephone number:** 651-665-3500

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

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

- **b. EDGAR series identifier (if any):** S000024505

- **c. LEI of Series:** 54930023ERGBUDKYY124

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $472054617.49

**Total Liabilities:** $46682553.94

**Net Assets:** $425372063.55

**Delayed Delivery Securities:** $1294935.99

**Cash Not Reported:** $1065545.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -371.10000000 | **1-Year:** -8096.63000000 | **5-Year:** -18222.65000000 | **10-Year:** -21455.97000000 | **30-Year:** -6505.77000000

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

- **3-Month:** -91.14000000 | **1-Year:** -1976.49000000 | **5-Year:** -4037.16000000 | **10-Year:** -1368.35000000 | **30-Year:** -143.30000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000072676 | 0.61%                | 0.63%                | -0.16%               |
| Class ID C000072677 | 0.59%                | 0.61%                | -0.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-172692.67              | $1273256.85                                |
| Month 2  | $277776.85               | $891043.54                                 |
| Month 3  | $161857.17               | $-1935846.19                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                                         | ABG Intermediate Holdings 2 LLC                                                | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     45230 | PA      | $45278.98     | 0.01%             | 2028-12-21      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                  | AI Aqua Merger Sub, Inc.                                                       | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     23975 | PA      | $24021.55     | 0.01%             | 2028-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                            | ARES XXVII CLO Ltd.                                                            | CUSIP: 00190YBR5<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   1080000 | PA      | $1080713.88   | 0.25%             | 2034-10-28      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| The Action Environmental Group Inc                                      | Action Environmental Group, Inc.                                               | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |     29703 | PA      | $29721.87     | 0.01%             | 2030-10-24      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc                                         | Advantage Sales & Marketing, Inc.                                              | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |     51247 | PA      | $42585.92     | 0.01%             | 2027-10-28      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                           | Agate Bay Mortgage Trust                                                       | CUSIP: 00841WBK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31712 | PA      | $31203.91     | 0.01%             | 2045-01-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp.                                                                | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    620000 | PA      | $592347.93    | 0.14%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                         | Aligned Data Centers Issuer LLC                                                | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630000 | PA      | $618715.31    | 0.15%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                         | Allegro CLO X Ltd.                                                             | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |    427141 | PA      | $427022.88    | 0.10%             | 2032-04-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                     | Alliant Energy Corp.                                                           | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    345000 | PA      | $344371.41    | 0.08%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2725000 | PA      | $2205859.92   | 0.52%             | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4900000 | PA      | $4151218.75   | 0.98%             | 2055-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4575000 | PA      | $4054597.78   | 0.95%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1225000 | PA      | $1134636.56   | 0.27%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $3046259.47   | 0.72%             | 2056-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2275000 | PA      | $2160613.68   | 0.51%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2625000 | PA      | $2565557.14   | 0.60%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2150000 | PA      | $2146397.01   | 0.50%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                          | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2125000 | PA      | $2156037.33   | 0.51%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                    | Alpha Generation LLC                                                           | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     90804 | PA      | $91042.70     | 0.02%             | 2031-09-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                               | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      8351 | PA      | $8591.61      | 0.00%             | 2029-11-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                        | Altice France SA                                                               | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     11197 | PA      | $10734.36     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                            | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    172000 | PA      | $132440.00    | 0.03%             | 2027-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                | Amcor Flexibles North America, Inc.                                            | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287659.70    | 0.07%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                | American Assets Trust LP                                                       | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    110000 | PA      | $111756.79    | 0.03%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co., Inc.                                              | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183660.68    | 0.04%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                 | American Electric Power Co., Inc.                                              | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    760000 | PA      | $746722.76    | 0.18%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                     | American Express Co.                                                           | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    425000 | PA      | $449893.04    | 0.11%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                       | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    210000 | PA      | $217175.83    | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp.                                                           | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    430000 | PA      | $408566.80    | 0.10%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp.                                                           | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    435000 | PA      | $444621.88    | 0.10%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                  | AmeriGas Partners LP/AmeriGas Finance Corp.                                    | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    101000 | PA      | $104711.91    | 0.02%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                               | Amgen, Inc.                                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108174.75    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                   | AMMC CLO 28 Ltd.                                                               | CUSIP: 03166HAA4<br>LEI: 254900FC26PFUHBI9J88 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001240.00   | 0.24%             | 2037-07-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group Inc                                                        | AmWINS Group, Inc.                                                             | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     51811 | PA      | $51953.23     | 0.01%             | 2032-01-30      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health, Inc.                                                          | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284633.60    | 0.07%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health, Inc.                                                          | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    445000 | PA      | $443225.04    | 0.10%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                         | Ardagh Group SA                                                                | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $59393.75     | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                         | Ardagh Group SA                                                                | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $65077.07     | 0.02%             | 2030-12-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC                                                                    | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     34789 | PA      | $34102.35     | 0.01%             | 2029-01-20      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                          | Avolon TLB Borrower 1 U.S. LLC                                                 | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    223443 | PA      | $224792.62    | 0.05%             | 2030-06-24      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd.                                                   | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    659000 | PA      | $638999.12    | 0.15%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                            | BAMLL Commercial Mortgage Securities Trust                                     | CUSIP: 05525MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1220253.53   | 0.29%             | 2046-08-15      | Variable      | 4.18%                 | Yes           |                  2 | On Loan: No      |
| BCPE North Star US HoldCo 2, Inc.                                       | BCPE North Star U.S. HoldCo 2, Inc.                                            | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |     56806 | PA      | $56533.31     | 0.01%             | 2028-06-09      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust                                                   | CUSIP: 05594LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635000 | PA      | $636379.54    | 0.15%             | 2042-11-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust                                                                       | CUSIP: 05609DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $892594.98    | 0.21%             | 2028-02-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO Ltd.                                                   | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1199668.80   | 0.28%             | 2034-10-21      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp.                                                          | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2294310.53   | 0.54%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                                  | Barracuda Networks, Inc.                                                       | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     27810 | PA      | $22398.68     | 0.01%             | 2029-08-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer U.S. Finance II LLC                                                      | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1181385.67   | 0.28%             | 2028-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | Bayer U.S. Finance II LLC                                                      | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $809575.98    | 0.19%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                 | BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc.                     | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62117.22     | 0.01%             | 2032-07-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                              | Bear Stearns Asset-Backed Securities Trust                                     | CUSIP: 07384YPX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    253651 | PA      | $260569.07    | 0.06%             | 2034-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                               | Structured Asset Mortgage Investments, Inc.                                    | CUSIP: 073914C27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5571 | PA      | $71.66        | 0.00%             | 2030-05-02      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                               | Structured Asset Mortgage Investments, Inc.                                    | CUSIP: 073914C35<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3606 | PA      | $255.28       | 0.00%             | 2030-05-02      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Securities Inc.                                   | Bear Stearns Mortgage Securities, Inc.                                         | CUSIP: 073914TS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7554 | PA      | $2629.49      | 0.00%             | 2029-11-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings, Inc                                         | Blackhawk Network Holdings, Inc.                                               | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     48992 | PA      | $49184.08     | 0.01%             | 2029-03-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO Ltd.                                                          | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201956.00   | 0.28%             | 2030-10-25      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                          | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $201879.38    | 0.05%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                  | CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $31460.15     | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent, Inc.                                                              | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18470 | PA      | $5541.07      | 0.00%             | 2028-03-06      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent, Inc.                                                              | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49666 | PA      | $14899.76     | 0.00%             | 2028-03-06      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group                                                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    640000 | PA      | $653007.03    | 0.15%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding Ltd.                                                              | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |   1070000 | PA      | $1070750.07   | 0.25%             | 2035-01-17      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust                                                                      | CUSIP: 12566LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385272 | PA      | $1271545.88   | 0.30%             | 2057-06-25      | Variable      | 1.95%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust                                                               | CIM Trust                                                                      | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1309396 | PA      | $1292415.68   | 0.30%             | 2063-01-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                        | CIFC Funding Ltd.                                                              | CUSIP: 12571KAA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251660.00   | 0.29%             | 2035-04-21      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Antylia Scientific                                                      | Antylia Scientific                                                             | CUSIP: 12592HAG6<br>LEI: 549300EZRMS5BZD8TN98 | Long             | LON              | CORP              | US        |     40001 | PA      | $39600.61     | 0.01%             | 2032-05-27      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC Trust                                                                     | CUSIP: 12594XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687915 | PA      | $631624.28    | 0.15%             | 2047-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    547000 | PA      | $362368.85    | 0.09%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                               | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    112000 | PA      | $41402.47     | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    405000 | PA      | $300996.57    | 0.07%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC Trust                                                                     | CUSIP: 12647MDV4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    382367 | PA      | $337549.58    | 0.08%             | 2043-08-25      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp.                                                               | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85216.19     | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp.                                                               | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251771.54    | 0.06%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                     | Calpine Corp.                                                                  | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    107688 | PA      | $107674.73    | 0.03%             | 2031-01-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                     | Calpine Corp.                                                                  | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     80223 | PA      | $80208.36     | 0.02%             | 2032-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                               | Cast & Crew Payroll LLC                                                        | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     21019 | PA      | $12235.82     | 0.00%             | 2028-12-29      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                     | CommonSpirit Health                                                            | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    405000 | PA      | $351639.20    | 0.08%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Celsius Holdings Inc                                                    | Celsius Holdings, Inc.                                                         | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33932 | PA      | $34101.47     | 0.01%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp.                                                                  | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    757000 | PA      | $677165.24    | 0.16%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp.                                                                  | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    220000 | PA      | $189932.94    | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                  | CenterPoint Energy, Inc.                                                       | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352377.55    | 0.08%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC/Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $237460.69    | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC/Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1017758.96   | 0.24%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC/Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $194851.81    | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                   | Charter Communications Operating LLC                                           | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     93392 | PA      | $93412.02     | 0.02%             | 2031-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan Asset-Backed CTFS                           | Chase Funding Trust                                                            | CUSIP: 161546DB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72011 | PA      | $71592.23     | 0.02%             | 2032-08-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan Asset-Backed CTFS                           | Chase Funding Trust                                                            | CUSIP: 161546EW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68008 | PA      | $67766.57     | 0.02%             | 2033-02-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup, Inc.                                                                | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    285000 | PA      | $255636.79    | 0.06%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                       | Citigroup Mortgage Loan Trust, Inc.                                            | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     39304 | PA      | $38804.99     | 0.01%             | 2064-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup, Inc.                                                                | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138372.66    | 0.03%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                       | Citigroup Mortgage Loan Trust, Inc.                                            | CUSIP: 17329PCL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520892 | PA      | $1372759.62   | 0.32%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                         | Cologix Data Centers U.S. Issuer LLC                                           | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1035000 | PA      | $1017238.16   | 0.24%             | 2051-12-26      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                           | Commonbond Student Loan Trust                                                  | CUSIP: 20267VAD9<br>LEI: 549300LRCNJYVPZRKK63 | Long             | ABS-O            | CORP              | US        |     18377 | PA      | $16994.74     | 0.00%             | 2041-05-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                           | Commonbond Student Loan Trust                                                  | CUSIP: 20268CAA6<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    781707 | PA      | $718481.90    | 0.17%             | 2047-01-25      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                           | Commonbond Student Loan Trust                                                  | CUSIP: 20268WAA2<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    330015 | PA      | $282320.78    | 0.07%             | 2052-03-25      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                           | Commonbond Student Loan Trust                                                  | CUSIP: 20269DAA3<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |    358613 | PA      | $341726.99    | 0.08%             | 2044-02-25      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                           | Commonbond Student Loan Trust                                                  | CUSIP: 20269DAB1<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |     58587 | PA      | $57983.58     | 0.01%             | 2044-02-25      | Floating      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC        | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $394041.76    | 0.09%             | 2055-05-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                | Constellation Brands, Inc.                                                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    755000 | PA      | $670542.63    | 0.16%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                              | Cornerstone Generation LLC                                                     | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     22404 | PA      | $22558.25     | 0.01%             | 2032-08-11      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association, TBA                                  | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5275000 | PA      | $4806078.82   | 1.13%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association, TBA                                  | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2250000 | PA      | $2125716.82   | 0.50%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association, TBA                                  | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2200000 | PA      | $2145774.53   | 0.50%             | 2056-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association, TBA                                  | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5100000 | PA      | $5091764.01   | 1.20%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association, TBA                                  | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2125000 | PA      | $2146389.10   | 0.50%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross Mortgage Trust                                                           | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $679963.96    | 0.16%             | 2071-01-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                                 | Crown Castle Towers LLC                                                        | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $623125.31    | 0.15%             | 2028-07-15      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| CRSNT Trust                                                             | CRSNT Trust                                                                    | CUSIP: 22877LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1062844.05   | 0.25%             | 2036-04-15      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| DTI Holdco Inc                                                          | DTI Holdco, Inc.                                                               | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |     24961 | PA      | $23244.67     | 0.01%             | 2029-04-26      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                   | Dave & Buster's, Inc.                                                          | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     56478 | PA      | $50142.15     | 0.01%             | 2031-11-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                                         | SkyMiles IP Ltd.                                                               | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |     78157 | PA      | $78620.62     | 0.02%             | 2028-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                  | Diageo Investment Corp.                                                        | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    635000 | PA      | $672984.18    | 0.16%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | Dominion Energy, Inc.                                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    465000 | PA      | $466268.83    | 0.11%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1338.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | Purchased USD / Sold AUD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-23047.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $18699.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-954.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1496.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-6098.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-3670.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                                      | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-2628.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $1828.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1541.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $3322.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-19576.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | Purchased USD / Sold EUR                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-11182.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $9986.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | Purchased EUR / Sold USD                                                       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $396.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | Purchased USD / Sold GBP                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-856.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 45 Senior Loan Fund                                                     | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1101963.50   | 0.26%             | 2030-10-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| EOC Borrower LLC                                                        | EOC Borrower LLC                                                               | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22175 | PA      | $22174.62     | 0.01%             | 2028-03-24      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | Ecopetrol SA                                                                   | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     40000 | PA      | $42571.63     | 0.01%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                            | Ecopetrol SA                                                                   | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    100000 | PA      | $102861.72    | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                            | Entergy Corp.                                                                  | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    515000 | PA      | $515170.92    | 0.12%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                 | Entergy Mississippi LLC                                                        | CUSIP: 29364NAU2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491571.03    | 0.12%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                         | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     70000 | PA      | $62288.31     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms, Inc.                                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375127.73    | 0.09%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                      | Meta Platforms, Inc.                                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1139599.24   | 0.27%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                                   | FRTKL Group, Inc.                                                              | CUSIP: 30322DAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1221583.25   | 0.29%             | 2038-09-17      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Federal National Mortgage Association Connecticut Avenue Securities Trust      | CUSIP: 30711XDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259957 | PA      | $263372.13    | 0.06%             | 2029-01-25      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust                               | FARM Mortgage Trust                                                            | CUSIP: 30768WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1314638 | PA      | $1067523.24   | 0.25%             | 2051-01-25      | Variable      | 2.18%                 | Yes           |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                        | Farmers Insurance Exchange                                                     | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426731.70    | 0.10%             | 2057-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                        | Farmers Insurance Exchange                                                     | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241114.70    | 0.06%             | 2064-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WD5T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60587 | PA      | $62115.35     | 0.01%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WD7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127701 | PA      | $129706.92    | 0.03%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WDBJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93292 | PA      | $96123.38     | 0.02%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WE2S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54397 | PA      | $56509.92     | 0.01%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WFSC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31923 | PA      | $32787.79     | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WG6B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48304 | PA      | $50307.72     | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WGHH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32894 | PA      | $33830.82     | 0.01%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WKVP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19390 | PA      | $20361.84     | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WMHW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46493 | PA      | $48341.68     | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WN6F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55780 | PA      | $57424.76     | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WNQA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174194 | PA      | $179326.46    | 0.04%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WQLY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36558 | PA      | $37636.11     | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WQQP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211926 | PA      | $208638.57    | 0.05%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WQRU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29555 | PA      | $29817.51     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WQW94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171973 | PA      | $168588.50    | 0.04%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WQXU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219179 | PA      | $213916.40    | 0.05%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WRGC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135358 | PA      | $136399.17    | 0.03%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WRKD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94536 | PA      | $92909.25     | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WRR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198957 | PA      | $200303.18    | 0.05%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131WXD41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9991 | PA      | $10366.87     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131XGLC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73353 | PA      | $73996.18     | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131XGLD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101620 | PA      | $101759.73    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131XJ4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219586 | PA      | $203618.76    | 0.05%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131XJ4V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222722 | PA      | $214549.69    | 0.05%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131XJHQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267542 | PA      | $257725.70    | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131XLGZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109057 | PA      | $101034.36    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3131XLP50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246503 | PA      | $228461.16    | 0.05%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 31329H5X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8761 | PA      | $9092.01      | 0.00%             | 2032-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 31329KK86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3963 | PA      | $3993.53      | 0.00%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 31329KQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48286 | PA      | $47567.44     | 0.01%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 31329MUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390116 | PA      | $361296.48    | 0.08%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132A1BY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81517 | PA      | $85105.70     | 0.02%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132A1VU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56367 | PA      | $59872.18     | 0.01%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132A3QD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101469 | PA      | $99550.89     | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132A3SL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91526 | PA      | $92192.93     | 0.02%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132A4B49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76378 | PA      | $70803.08     | 0.02%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132A4UQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27512 | PA      | $28780.35     | 0.01%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132A4UT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14481 | PA      | $14879.85     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DPFF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3023258 | PA      | $2893878.31   | 0.68%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DQTB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1149336 | PA      | $1098354.91   | 0.26%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DS4H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492879 | PA      | $470315.96    | 0.11%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4353923 | PA      | $3540542.73   | 0.83%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2446963 | PA      | $1987516.77   | 0.47%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    928681 | PA      | $911324.48    | 0.21%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4912537 | PA      | $4694604.25   | 1.10%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2594495 | PA      | $2479395.61   | 0.58%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    563969 | PA      | $553836.09    | 0.13%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4531775 | PA      | $4207858.54   | 0.99%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3703642 | PA      | $3634044.32   | 0.85%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1297382 | PA      | $1295622.08   | 0.30%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3133B6L99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2138946 | PA      | $1836355.86   | 0.43%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3133KN2Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4414148 | PA      | $3751846.98   | 0.88%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3133KNR54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2746759 | PA      | $2456268.59   | 0.58%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3133KPB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500465 | PA      | $1279994.56   | 0.30%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1338131 | PA      | $1166606.29   | 0.27%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31371LZR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1988 | PA      | $2105.48      | 0.00%             | 2034-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                     | Federal Home Loan Mortgage Corp. STACR Debt Notes                              | CUSIP: 3137G0NY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183463 | PA      | $182857.45    | 0.04%             | 2029-10-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                 | Federal Home Loan Mortgage Corp. Whole Loan Securities Trust                   | CUSIP: 3137G1AA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    135290 | PA      | $123373.43    | 0.03%             | 2045-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                                 | Federal Home Loan Mortgage Corp. Whole Loan Securities Trust                   | CUSIP: 3137G1BC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36602 | PA      | $31885.32     | 0.01%             | 2046-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31385HQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16945 | PA      | $17794.64     | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31385JEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31314 | PA      | $32842.75     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31387BRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8793 | PA      | $8920.43      | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31387DNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2825 | PA      | $2861.10      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31387XT70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25560 | PA      | $26840.65     | 0.01%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31388KCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25030 | PA      | $26283.97     | 0.01%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31388KT77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35897 | PA      | $37696.32     | 0.01%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31388WZE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9477 | PA      | $9833.44      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31389GSP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22378 | PA      | $23220.01     | 0.01%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31389GST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10446 | PA      | $10838.86     | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31389GSV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4495 | PA      | $4720.71      | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31389K5Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16989 | PA      | $17840.83     | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31389K5S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29127 | PA      | $30222.00     | 0.01%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31389UHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2587 | PA      | $2717.06      | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31389VR58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6183 | PA      | $6415.32      | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138A2GV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25967 | PA      | $25343.52     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138A2S91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95281 | PA      | $91922.81     | 0.02%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138AA3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350063 | PA      | $352791.37    | 0.08%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138ADV44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160544 | PA      | $165276.97    | 0.04%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138AMVA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111214 | PA      | $111921.09    | 0.03%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138E2JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143535 | PA      | $138297.94    | 0.03%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138EG4C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98662 | PA      | $96720.45     | 0.02%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138EGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112081 | PA      | $112931.19    | 0.03%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138EGHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152115 | PA      | $149137.07    | 0.04%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138ELAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523150 | PA      | $496137.57    | 0.12%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138ELJN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201086 | PA      | $196920.19    | 0.05%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138EML66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155654 | PA      | $149403.83    | 0.04%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138M8J46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51541 | PA      | $47778.99     | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138W0VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190902 | PA      | $183977.39    | 0.04%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138WQRY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73579 | PA      | $70970.82     | 0.02%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138WSTH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102525 | PA      | $97905.19     | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3138XCF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122788 | PA      | $119331.14    | 0.03%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31390G2T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31136 | PA      | $32307.00     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31390KUM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5936 | PA      | $6159.04      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31390NPW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1594 | PA      | $1674.22      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31390QG82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11205 | PA      | $11626.16     | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31390QG90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3535 | PA      | $3697.66      | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31390REE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11130 | PA      | $11687.77     | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31390TKA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31848 | PA      | $33045.56     | 0.01%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31390TUC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9514 | PA      | $9871.69      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31391EEQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93301 | PA      | $95745.54     | 0.02%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31391G3M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134320 | PA      | $141146.04    | 0.03%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31391GJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24980 | PA      | $25919.54     | 0.01%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31391KH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19494 | PA      | $20004.39     | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31391NDU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5629 | PA      | $5776.29      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association REMICS                                   | CUSIP: 31393YHA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537000 | PA      | $540150.10    | 0.13%             | 2034-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31400ENB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5587 | PA      | $5733.27      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31400QSW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86158 | PA      | $88461.97     | 0.02%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31400TGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194928 | PA      | $198336.41    | 0.05%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31401CEK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2311 | PA      | $2364.14      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31402CN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18687 | PA      | $19158.48     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31402CP30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26009 | PA      | $26664.13     | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31402CQT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27500 | PA      | $28585.28     | 0.01%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31402CVN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12091 | PA      | $12431.69     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31402CWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4346 | PA      | $4417.57      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31402QS93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16815 | PA      | $17253.71     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31402QVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32158 | PA      | $33521.49     | 0.01%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31402RAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22979 | PA      | $24074.54     | 0.01%             | 2035-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33908 | PA      | $34453.94     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31402RUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17156 | PA      | $17946.51     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31402YGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52911 | PA      | $53754.86     | 0.01%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31403MUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16144 | PA      | $16566.77     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31403RR34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26211 | PA      | $27136.94     | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31403RRX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1535 | PA      | $1557.37      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31403V4Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33712 | PA      | $34200.58     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31404EW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40579 | PA      | $41166.90     | 0.01%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31404JKK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13623 | PA      | $13798.13     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31404NFX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15719 | PA      | $15969.80     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31404NNS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8752 | PA      | $9108.67      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31404P6Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6713 | PA      | $6820.86      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31404PQN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13740 | PA      | $13977.67     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31404QWU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1101 | PA      | $1117.18      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31404RYN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5348 | PA      | $5441.56      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31404TET6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3139 | PA      | $3201.77      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31405JEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8311 | PA      | $8747.77      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31405JKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1609 | PA      | $1692.37      | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31405JUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51259 | PA      | $53126.48     | 0.01%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31405SEQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22624 | PA      | $23232.57     | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31406BZG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4593 | PA      | $4713.10      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31406FAR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27045 | PA      | $28167.23     | 0.01%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31406GYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23190 | PA      | $23623.02     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31406NMZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60944 | PA      | $63426.76     | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31406PHS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40025 | PA      | $40604.29     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31407DSV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2754 | PA      | $2853.51      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31407N4Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76697 | PA      | $79935.92     | 0.02%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31407N6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7319 | PA      | $7605.27      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31407XA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54555 | PA      | $55037.02     | 0.01%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31407YBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1290 | PA      | $1344.96      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140EXZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47087 | PA      | $42945.22     | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140J8RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136153 | PA      | $135528.59    | 0.03%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140MGKG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2062213 | PA      | $1756884.72   | 0.41%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140MGLD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    988817 | PA      | $803000.76    | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140MHSL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1278000 | PA      | $1035564.78   | 0.24%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140MJ6Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4849811 | PA      | $4304807.43   | 1.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2452020 | PA      | $2001612.91   | 0.47%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140QMVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2145790 | PA      | $1821864.75   | 0.43%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140QMZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2057236 | PA      | $1825907.39   | 0.43%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140QNE24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2530163 | PA      | $2057473.86   | 0.48%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140XJQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373470 | PA      | $332309.67    | 0.08%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140XJR39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1718665 | PA      | $1475539.19   | 0.35%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140XLGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    826736 | PA      | $811624.05    | 0.19%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490276 | PA      | $416930.56    | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1852852 | PA      | $1856261.89   | 0.44%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31410FUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35494 | PA      | $36506.45     | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31410GUW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39075 | PA      | $39750.00     | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31410KME1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46912 | PA      | $46867.30     | 0.01%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31411DQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4503 | PA      | $4749.88      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31412LA42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62002 | PA      | $65593.48     | 0.02%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31412NJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43335 | PA      | $45845.36     | 0.01%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31412QFR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129401 | PA      | $129190.96    | 0.03%             | 2035-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31413JPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39093 | PA      | $41407.13     | 0.01%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31413LTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31602 | PA      | $33335.45     | 0.01%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31413YRW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16997 | PA      | $18040.02     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31414CJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21239 | PA      | $21850.32     | 0.01%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31414QAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46354 | PA      | $47468.59     | 0.01%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31416B2Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53144 | PA      | $53685.37     | 0.01%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15725 | PA      | $15974.73     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31416RM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56939 | PA      | $57309.38     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31416SKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41115 | PA      | $42288.29     | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31416W7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186200 | PA      | $179753.20    | 0.04%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31416X6N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110591 | PA      | $106670.25    | 0.03%             | 2041-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31416X6Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262159 | PA      | $256945.34    | 0.06%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31416XJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109648 | PA      | $106032.71    | 0.02%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31416XSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80628 | PA      | $77969.39     | 0.02%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31416YUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231912 | PA      | $233529.47    | 0.05%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31417AJK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710918 | PA      | $685421.24    | 0.16%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418AAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68061 | PA      | $66651.49     | 0.02%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418ANG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42753 | PA      | $42080.68     | 0.01%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8564374 | PA      | $6964414.28   | 1.64%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1525793 | PA      | $1239069.90   | 0.29%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2244580 | PA      | $1907092.23   | 0.45%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1082056 | PA      | $1034054.11   | 0.24%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2102526 | PA      | $1867363.42   | 0.44%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4859802 | PA      | $4769980.77   | 1.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2010791 | PA      | $2018016.01   | 0.47%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1200657 | PA      | $1221995.99   | 0.29%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    853831 | PA      | $868414.69    | 0.20%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418MUN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131168 | PA      | $135032.33    | 0.03%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418MUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23826 | PA      | $24839.54     | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31418UEK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17125 | PA      | $17630.14     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Federal National Mortgage Association                                          | CUSIP: 31419BBF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152089 | PA      | $146886.37    | 0.03%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Federal Home Loan Mortgage Corp.                                               | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1203649 | PA      | $1181271.21   | 0.28%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP/Ferrellgas Finance Corp.                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281000 | PA      | $270013.89    | 0.06%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP/Ferrellgas Finance Corp.                                         | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $144191.27    | 0.03%             | 2031-01-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust                                                                    | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1369728 | PA      | $1384787.21   | 0.33%             | 2055-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust                                                                    | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1028070 | PA      | $1031300.43   | 0.24%             | 2055-11-25      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                              | GC Ferry Acquisition I, Inc.                                                   | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     26211 | PA      | $26145.95     | 0.01%             | 2032-08-16      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GC Ferry Acquisition I Inc                                              | GC Ferry Acquisition I, Inc.                                                   | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |      4475 | PA      | $4463.94      | 0.00%             | 2032-08-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                          | FirstKey Homes Trust                                                           | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1036771.47   | 0.24%             | 2038-08-17      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv, Inc.                                                                   | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    290000 | PA      | $299480.59    | 0.07%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv, Inc.                                                                   | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228450.99    | 0.05%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                              | Fiserv, Inc.                                                                   | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    490000 | PA      | $489804.25    | 0.12%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                 | Flagstar Mortgage Trust                                                        | CUSIP: 33851GAF2<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   1658716 | PA      | $1498259.32   | 0.35%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                 | Flagstar Mortgage Trust                                                        | CUSIP: 33851PAE5<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   1828828 | PA      | $1654890.20   | 0.39%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                  | Flexential Issuer LLC                                                          | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203429 | PA      | $200485.35    | 0.05%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                          | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77507.60     | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust           | CUSIP: 35563P5Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    773689 | PA      | $708505.21    | 0.17%             | 2061-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                      | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust           | CUSIP: 35563PBH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4998 | PA      | $4980.01      | 0.00%             | 2056-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Corp                                            | Frontier Communications Corp.                                                  | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24471 | PA      | $24471.47     | 0.01%             | 2031-07-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                                 | Guggenheim Partners LLC                                                        | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24800 | PA      | $24877.36     | 0.01%             | 2031-11-26      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36176MPD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103120 | PA      | $102879.15    | 0.02%             | 2031-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34342 | PA      | $33210.00     | 0.01%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1102335 | PA      | $1120156.75   | 0.26%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1272616 | PA      | $1210935.47   | 0.28%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1976913 | PA      | $1942729.36   | 0.46%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1577161 | PA      | $1502670.70   | 0.35%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 3617AAX33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    490084 | PA      | $470892.62    | 0.11%             | 2036-01-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 3617AAXZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272291 | PA      | $261420.20    | 0.06%             | 2035-11-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2116444 | PA      | $2066737.77   | 0.49%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36180BAY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48204 | PA      | $46743.34     | 0.01%             | 2033-04-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36182NR39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    488164 | PA      | $470167.87    | 0.11%             | 2035-03-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36182NRN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96963 | PA      | $92947.33     | 0.02%             | 2039-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36183QXM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308069 | PA      | $279083.99    | 0.07%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36183QZA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    574786 | PA      | $520702.51    | 0.12%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36183QZB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28034 | PA      | $25396.52     | 0.01%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36183SX71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    537349 | PA      | $503310.03    | 0.12%             | 2046-03-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP/GLP Financing II, Inc.                                          | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |    310000 | PA      | $315692.84    | 0.07%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36185BQJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29565 | PA      | $26783.28     | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1161709 | PA      | $1134425.29   | 0.27%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36193PDW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174808 | PA      | $160476.70    | 0.04%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36200MJ61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18175 | PA      | $18432.47     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36209RYC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79192 | PA      | $76776.54     | 0.02%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 3620A93J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256672 | PA      | $261846.88    | 0.06%             | 2040-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 3620A9YS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31679 | PA      | $32331.23     | 0.01%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 3620AKYQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63990 | PA      | $65240.65     | 0.02%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 3620AR3D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115588 | PA      | $111422.57    | 0.03%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 3620ARSK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267618 | PA      | $258807.37    | 0.06%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 3620AX6F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79110 | PA      | $79144.65     | 0.02%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36230LCT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41129 | PA      | $38557.80     | 0.01%             | 2040-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36241LS23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14563 | PA      | $14141.89     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                           | GS Mortgage-Backed Securities Trust                                            | CUSIP: 36250BAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2110021 | PA      | $2080911.75   | 0.49%             | 2044-07-25      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36296FU68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79369 | PA      | $82964.78     | 0.02%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                       | CUSIP: 36296TRA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91195 | PA      | $95004.01     | 0.02%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                        | Getty Images, Inc.                                                             | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70577.77     | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                 | Global Partners LP/GLP Finance Corp.                                           | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21065.58     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group, Inc.                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57221.58     | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group, Inc.                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    555000 | PA      | $552172.14    | 0.13%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group, Inc.                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $537947.96    | 0.13%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association REMICS                                | CUSIP: 38378GRM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30333 | PA      | $26000.22     | 0.01%             | 2042-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association REMICS                                | CUSIP: 38379JAR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    520098 | PA      | $476646.03    | 0.11%             | 2044-11-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association REMICS                                | CUSIP: 38381BZK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475000 | PA      | $433154.69    | 0.10%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association REMICS                                | CUSIP: 38384PYX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2054-06-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                 | Grand Canyon University                                                        | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69447.10     | 0.02%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                 | Great Canadian Gaming Corp./Raptor LLC                                         | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     46000 | PA      | $46466.87     | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                  | Genesys Cloud Services Holdings II LLC                                         | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     29591 | PA      | $29509.44     | 0.01%             | 2032-01-30      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation                      | HDI Aerospace Intermediate Holding III Corp.                                   | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |     49750 | PA      | $49874.38     | 0.01%             | 2032-02-11      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                              | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $86500.31     | 0.02%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                  | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    380000 | PA      | $361241.58    | 0.08%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                                    | Heartland Dental LLC                                                           | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     73616 | PA      | $73868.73     | 0.02%             | 2032-08-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties, Inc.                                                    | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    138742 | PA      | $137008.10    | 0.03%             | 2027-08-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties, Inc.                                                    | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    138742 | PA      | $137008.10    | 0.03%             | 2027-02-22      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties, Inc.                                                    | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    280012 | PA      | $276511.91    | 0.07%             | 2029-03-01      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                   | Hilton Domestic Operating Co., Inc.                                            | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    226949 | PA      | $228061.86    | 0.05%             | 2030-11-08      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                          | Home Partners of America Trust                                                 | CUSIP: 437300AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1469680 | PA      | $1339419.14   | 0.31%             | 2041-09-17      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                   | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     10000 | PA      | $9531.05      | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                   | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      2000 | PA      | $1848.73      | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                   | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    497000 | PA      | $419608.25    | 0.10%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                   | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     15000 | PA      | $14774.89     | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana, Inc.                                                                   | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    645000 | PA      | $659997.93    | 0.16%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                            | Hudson Yards Mortgage Trust                                                    | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $446112.62    | 0.10%             | 2040-01-13      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                            | Hudson Yards Mortgage Trust                                                    | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $445200.72    | 0.10%             | 2040-01-13      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                          | ICG U.S. CLO Ltd.                                                              | CUSIP: 44931NBE0<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100055.00   | 0.26%             | 2034-04-29      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                               | IQVIA, Inc.                                                                    | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |     77887 | PA      | $78276.46     | 0.02%             | 2031-01-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP/Icahn Enterprises Finance Corp.                           | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $139571.60    | 0.03%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP/Icahn Enterprises Finance Corp.                           | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    211000 | PA      | $201690.07    | 0.05%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                 | Imperial Brands Finance PLC                                                    | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $29432.27     | 0.01%             | 2029-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                 | Imperial Brands Finance PLC                                                    | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $483834.06    | 0.11%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC                                                                   | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     46272 | PA      | $42909.73     | 0.01%             | 2028-05-03      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC                                                                   | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     72217 | PA      | $61655.53     | 0.01%             | 2031-12-31      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp.                                                                    | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    360000 | PA      | $257137.76    | 0.06%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances, Inc.                                       | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1088541.53   | 0.26%             | 2030-11-01      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                               | Invitation Homes Operating Partnership LP                                      | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |    397356 | PA      | $396362.25    | 0.09%             | 2028-09-09      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                    | ION Platform Finance U.S., Inc./ION Platform Finance SARL                      | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202622.25    | 0.05%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA, Inc.                                                                    | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    825000 | PA      | $851235.02    | 0.20%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust                                                       | CUSIP: 46592XAF1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2841715 | PA      | $2569066.59   | 0.60%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust                                                       | CUSIP: 46641YAP8<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |     85169 | PA      | $83188.25     | 0.02%             | 2029-06-25      | Variable      | 3.37%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust                                                       | CUSIP: 46645GBB3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1375000 | PA      | $1044175.41   | 0.25%             | 2045-10-25      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust                                                       | CUSIP: 46647EBC4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    108406 | PA      | $105125.95    | 0.02%             | 2046-10-25      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co.                                                           | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2493103.95   | 0.59%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co.                                                           | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    195000 | PA      | $178395.70    | 0.04%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co.                                                           | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    910000 | PA      | $893445.40    | 0.21%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co.                                                           | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253014.64    | 0.06%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co.                                                           | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183279.94    | 0.04%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | JP Morgan Chase Commercial Mortgage Securities Trust                           | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $994170.00    | 0.23%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust                                                       | CUSIP: 46648HBB8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2264876 | PA      | $2102956.90   | 0.49%             | 2047-05-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                | JP Morgan Mortgage Trust                                                       | CUSIP: 46652VAK1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $1684448.64   | 0.40%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC                                                   | Jane Street Group LLC                                                          | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     63600 | PA      | $63262.42     | 0.01%             | 2031-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                 | Jane Street Group/JSG Finance, Inc.                                            | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $145523.38    | 0.03%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                       | Japan Tobacco, Inc.                                                            | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    635000 | PA      | $659615.10    | 0.16%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                    | JetBlue Pass-Through Trust                                                     | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    578621 | PA      | $551311.24    | 0.13%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                             | Kedrion SpA                                                                    | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    305000 | PA      | $299366.15    | 0.07%             | 2029-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KUEHG Corp                                                              | KUEHG Corp.                                                                    | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     23673 | PA      | $22926.85     | 0.01%             | 2030-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                                     | LSF12 Crown U.S. Commercial Bidco LLC                                          | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     21587 | PA      | $21713.34     | 0.01%             | 2031-12-02      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                    | Las Vegas Sands Corp.                                                          | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    425000 | PA      | $445822.79    | 0.10%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Luminent Mortgage Trust                                                 | Luminent Mortgage Trust                                                        | CUSIP: 550279AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1015554 | PA      | $989673.55    | 0.23%             | 2035-11-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings, Inc.                                                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    122000 | PA      | $80379.70     | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings, Inc.                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7060.00      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos., Inc.                                                            | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    396000 | PA      | $380697.66    | 0.09%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos., Inc.                                                            | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    106000 | PA      | $97858.45     | 0.02%             | 2029-05-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Magnite Inc                                                             | Magnite, Inc.                                                                  | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |     60600 | PA      | $60297.27     | 0.01%             | 2031-02-06      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                              | MajorDrive Holdings IV LLC                                                     | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     15354 | PA      | $13933.76     | 0.00%             | 2028-06-01      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                                             | McAfee LLC                                                                     | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     10821 | PA      | $9959.54      | 0.00%             | 2029-03-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Medina Valley Independent School District                               | Medina Valley Independent School District                                      | CUSIP: 584887WW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    155000 | PA      | $157780.06    | 0.04%             | 2050-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mellon Residential Funding Corporation                                  | Mellon Residential Funding Corp. Mortgage Pass-Through Trust                   | CUSIP: 585525BJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       196 | PA      | $195.29       | 0.00%             | 2028-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                 | Metropolitan Life Global Funding I                                             | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298861.25    | 0.07%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Modivcare Inc                                                           | Modivcare, Inc.                                                                | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    196071 | PA      | $99342.88     | 0.02%             | 2031-07-01      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Modivcare Inc                                                           | Modivcare, Inc.                                                                | CUSIP: 60783LAD2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     76677 | PA      | $28370.33     | 0.01%             | 2026-01-12      | Floating      | 15.44%                | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | Molina Healthcare, Inc.                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40778.59     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    219000 | PA      | $192511.65    | 0.05%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112236.80    | 0.03%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                 | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    590000 | PA      | $598571.07    | 0.14%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                 | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250829.36    | 0.06%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                 | Morgan Stanley Private Bank NA                                                 | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130407.03    | 0.03%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                         | NGPL PipeCo LLC                                                                | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921016.00    | 0.22%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC                                                                | CUSIP: 62984CAK9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    250965 | PA      | $248141.91    | 0.06%             | 2029-01-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC                                                                | CUSIP: 62984CAM5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     46614 | PA      | $30532.03     | 0.01%             | 2029-01-24      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust                                      | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    320822 | PA      | $303684.43    | 0.07%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust                                      | CUSIP: 63942GAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    901648 | PA      | $804253.04    | 0.19%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust                                      | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    865396 | PA      | $793072.76    | 0.19%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                              | Navient Private Education Refi Loan Trust                                      | CUSIP: 63942MAA8<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1045321 | PA      | $958162.29    | 0.23%             | 2070-07-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd           | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd.               | CUSIP: 640977AS3<br>LEI: 549300IDH2882S517E68 | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1201144.61   | 0.28%             | 2036-10-25      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority Future Tax Secured Revenue        | CUSIP: 64971XU97<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $424418.47    | 0.10%             | 2051-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | New York City Transitional Finance Authority Future Tax Secured Revenue        | CUSIP: 64972JPT9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    465000 | PA      | $477815.68    | 0.11%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | New York State Thruway Authority                                               | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $108024.36    | 0.03%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                        | New York State Thruway Authority                                               | CUSIP: 650028ZN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $405161.69    | 0.10%             | 2053-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                    | Niagara Mohawk Power Corp.                                                     | CUSIP: 65364UAH9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    490000 | PA      | $463266.00    | 0.11%             | 2034-10-01      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                | OBX Trust                                                                      | CUSIP: 67448DAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   1699219 | PA      | $1636193.63   | 0.38%             | 2062-01-25      | Variable      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                 | Oncor Electric Delivery Co. LLC                                                | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    635000 | PA      | $656309.75    | 0.15%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                                          | 1261229 BC Ltd.                                                                | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    165000 | PA      | $171650.01    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                | Ontario Gaming GTA LP/OTG Co-Issuer, Inc.                                      | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $22756.65     | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                          | Open Text Corp.                                                                | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $88426.81     | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp.                                                                   | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $406516.56    | 0.10%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp.                                                                   | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $296317.99    | 0.07%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp.                                                                   | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    370000 | PA      | $335036.83    | 0.08%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                      | Oregon Tool Lux LP                                                             | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     68024 | PA      | $14968.00     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Oxford Finance Funding Trust                                            | Oxford Finance Funding Trust LLC                                               | CUSIP: 69144BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $732522.22    | 0.17%             | 2035-02-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group, Inc.                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5666.31      | 0.00%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                             | PRKCM Trust                                                                    | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886271 | PA      | $794590.90    | 0.19%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                | Papa John's International, Inc.                                                | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213401.23    | 0.05%             | 2029-09-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                  | Park Avenue Institutional Advisers CLO Ltd.                                    | CUSIP: 70017KBA6<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999700.00    | 0.24%             | 2034-02-14      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX INC                                                             | Paychex, Inc.                                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    425000 | PA      | $440649.52    | 0.10%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                                    | Pelican Products, Inc.                                                         | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |     84882 | PA      | $76075.11     | 0.02%             | 2028-12-29      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                            | Peraton Corp.                                                                  | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     72988 | PA      | $67620.32     | 0.02%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp.                                                          | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1221614.33   | 0.29%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp.                                                          | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    165000 | PA      | $182991.51    | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                          | KFC Holding Co.                                                                | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     57905 | PA      | $58020.33     | 0.01%             | 2028-03-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Plano HoldCo Inc                                                        | Plano HoldCo, Inc.                                                             | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |     14888 | PA      | $14403.66     | 0.00%             | 2031-10-02      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Planview Parent Inc                                                     | Planview Parent, Inc.                                                          | CUSIP: 72751PAJ3<br>LEI: 549300SEALM1D9FKMA32 | Long             | LON              | CORP              | US        |     25551 | PA      | $24433.45     | 0.01%             | 2027-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                          | PMT Loan Trust                                                                 | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1161593 | PA      | $1171892.88   | 0.28%             | 2059-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Potomac Energy Center LLC                                               | Potomac Energy Center LLC                                                      | CUSIP: 73767TAB2<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |     25702 | PA      | $25895.08     | 0.01%             | 2032-08-05      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                              | Progress Residential Trust                                                     | CUSIP: 74333PAG2<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1432325.14   | 0.34%             | 2040-08-17      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                              | Progress Residential Trust                                                     | CUSIP: 74333TAN9<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1969656.20   | 0.46%             | 2038-10-17      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                | Project Alpha Intermediate Holding, Inc.                                       | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95018 | PA      | $94790.51     | 0.02%             | 2030-10-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                 | PUG LLC                                                                        | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     32403 | PA      | $32065.18     | 0.01%             | 2030-03-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| QuidelOrtho Corp                                                        | QuidelOrtho Corp.                                                              | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     66276 | PA      | $66110.72     | 0.02%             | 2032-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, LLC                                         | Raising Cane's Restaurants LLC                                                 | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |     51755 | PA      | $51819.46     | 0.01%             | 2032-11-03      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                        | Red Ventures LLC                                                               | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |     50226 | PA      | $48154.55     | 0.01%             | 2030-03-04      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                                 | Regatta 32 Funding Ltd.                                                        | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1103250.50   | 0.26%             | 2038-07-25      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Renaissance Holding Corp.                                               | Renaissance Holding Corp.                                                      | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    118519 | PA      | $103407.78    | 0.02%             | 2030-04-05      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                       | Upbound Group, Inc.                                                            | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74056.96     | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Research Now Group Inc                                                  | Research Now Group, Inc.                                                       | CUSIP: 76100MAB6<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |     11556 | PA      | $11440.92     | 0.00%             | 2028-07-15      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO Ltd.                                                        | CUSIP: 77340JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100964.70   | 0.26%             | 2035-07-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO Ltd.                                                        | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    746218 | PA      | $746380.60    | 0.18%             | 2032-08-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO Ltd.                                                        | CUSIP: 77341LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1070000 | PA      | $1070656.33   | 0.25%             | 2034-07-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                | SMBC Aviation Capital Finance DAC                                              | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    440000 | PA      | $452445.99    | 0.11%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                                | SMBC Aviation Capital Finance DAC                                              | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    440000 | PA      | $450449.91    | 0.11%             | 2030-04-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                          | Sabre GLBL, Inc.                                                               | CUSIP: 78571YBF6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      4846 | PA      | $4724.48      | 0.00%             | 2027-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                          | Sabre GLBL, Inc.                                                               | CUSIP: 78571YBG4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      7236 | PA      | $7054.74      | 0.00%             | 2027-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                          | Sabre GLBL, Inc.                                                               | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     20042 | PA      | $17837.79     | 0.00%             | 2029-11-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander U.K. Group Holdings PLC                                              | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1775000 | PA      | $1744419.20   | 0.41%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                            | Saxon Asset Securities Trust                                                   | CUSIP: 805564PL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154523 | PA      | $138201.10    | 0.03%             | 2035-03-25      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                   | Scripps Escrow II, Inc.                                                        | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23003.47     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust                                                         | CUSIP: 81745EAF6<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |    441116 | PA      | $350633.17    | 0.08%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust                                                         | CUSIP: 81745QCB6<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |     82312 | PA      | $80604.62     | 0.02%             | 2045-01-25      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust                                                         | CUSIP: 81746LCB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106714 | PA      | $105226.78    | 0.02%             | 2045-07-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust                                                         | CUSIP: 81746MCC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20585 | PA      | $19797.65     | 0.00%             | 2030-11-25      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust                                                         | CUSIP: 81746TCD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    783724 | PA      | $651484.56    | 0.15%             | 2047-02-25      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                          | Shellpoint Co-Originator Trust                                                 | CUSIP: 82280RCE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1058763 | PA      | $752178.08    | 0.18%             | 2047-04-25      | Variable      | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Showtime Acquisition LLC                                                | Showtime Acquisition LLC                                                       | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |     46775 | PA      | $46307.02     | 0.01%             | 2031-08-16      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| SINAI HEALTH SYSTEM                                                     | Sinai Health System                                                            | CUSIP: 82922TAA7<br>LEI: 25490031HYQADKD9P305 | Long             | DBT              | CORP              | US        |    935000 | PA      | $882447.75    | 0.21%             | 2036-01-20      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                                    | SoFi Professional Loan Program LLC                                             | CUSIP: 83405NAA4<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |   1215454 | PA      | $1065343.50   | 0.25%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| TTF Holdings LLC                                                        | TTF Holdings LLC                                                               | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |     85142 | PA      | $68326.65     | 0.02%             | 2031-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                 | Republic of South Africa Government International Bonds                        | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $206951.07    | 0.05%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                 | Republic of South Africa Government International Bonds                        | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $200138.12    | 0.05%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                         | South Field LLC                                                                | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      1638 | PA      | $1648.40      | 0.00%             | 2031-08-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| South Field LLC                                                         | South Field LLC                                                                | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     27183 | PA      | $27353.35     | 0.01%             | 2031-08-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                             | Southern Co.                                                                   | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    860000 | PA      | $847528.19    | 0.20%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                 | Southern Co. Gas Capital Corp.                                                 | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    775000 | PA      | $647748.27    | 0.15%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                     | Spectrum Brands, Inc.                                                          | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     61000 | PA      | $49820.01     | 0.01%             | 2031-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                | Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC | CUSIP: 85208NAE0<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226956.11    | 0.05%             | 2028-03-20      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                     | Starwood Mortgage Residential Trust                                            | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588680 | PA      | $522553.31    | 0.12%             | 2056-06-25      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                     | Starwood Mortgage Residential Trust                                            | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050527 | PA      | $933608.67    | 0.22%             | 2066-11-25      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund              | State Street Institutional U.S. Government Money Market Fund                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | EC               | RF                | US        |  33926778 | NS      | $33926778.06  | 7.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Station Casinos LLC                                                     | Station Casinos LLC                                                            | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     22545 | PA      | $22605.82     | 0.01%             | 2031-03-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                                | Suburban Propane Partners LP/Suburban Energy Finance Corp.                     | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135048.05    | 0.03%             | 2035-12-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                             | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1986044.99   | 0.47%             | 2040-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                               | Sunoco LP                                                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256818.75    | 0.06%             | 2030-09-18      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Surf Holdings LLC                                                       | Surf Holdings LLC                                                              | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20463 | PA      | $20461.44     | 0.00%             | 2027-03-05      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                        | Symphony CLO XX Ltd.                                                           | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260561 | PA      | $260704.17    | 0.06%             | 2032-01-16      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Star Parent Inc                                                         | Star Parent, Inc.                                                              | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     17821 | PA      | $17834.70     | 0.00%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co                                              | TCP Sunbelt Acquisition Co.                                                    | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |     44550 | PA      | $44884.13     | 0.01%             | 2031-10-24      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| TACALA LLC                                                              | Tacala LLC                                                                     | CUSIP: 87339PAE3<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |     82047 | PA      | $82559.52     | 0.02%             | 2031-01-31      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                | Teachers Insurance & Annuity Association of America                            | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1749945.70   | 0.41%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                  | Tennessee Gas Pipeline Co. LLC                                                 | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1770057.81   | 0.42%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                           | Vistra Operations Co. LLC                                                      | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    100400 | PA      | $100852.12    | 0.02%             | 2030-12-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TIAA CLO Ltd                                                            | TIAA CLO IV Ltd.                                                               | CUSIP: 88631YAL1<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |    373498 | PA      | $373432.87    | 0.09%             | 2032-01-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                   | Time Warner Cable LLC                                                          | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127574.10    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                               | Towd Point Mortgage Trust                                                      | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1263293 | PA      | $1204835.21   | 0.28%             | 2058-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                                | Trans-Allegheny Interstate Line Co.                                            | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1090134.38   | 0.26%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm, Inc.                                                                | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     37011 | PA      | $37135.50     | 0.01%             | 2031-02-28      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm, Inc.                                                                | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     73349 | PA      | $73644.84     | 0.02%             | 2032-08-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm, Inc.                                                                | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     21599 | PA      | $21656.38     | 0.01%             | 2030-03-22      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                | Transocean International Ltd.                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     33750 | PA      | $35239.05     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes                                                   | Tricon American Homes Trust                                                    | CUSIP: 89613JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $926873.03    | 0.22%             | 2039-11-17      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| TripAdvisor Inc                                                         | TripAdvisor, Inc.                                                              | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     41049 | PA      | $39458.06     | 0.01%             | 2031-07-08      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                                | Primo Brands Corp.                                                             | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     11273 | PA      | $11294.94     | 0.00%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                 | X Corp.                                                                        | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     52259 | PA      | $51279.10     | 0.01%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| X Corp.                                                                 | X Corp.                                                                        | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43692 | PA      | $43482.72     | 0.01%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | UBS Commercial Mortgage Trust                                                  | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2698305.23   | 0.63%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | UBS Commercial Mortgage Trust                                                  | CUSIP: 90276UAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3442952.10   | 0.81%             | 2050-12-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                           | UBS Commercial Mortgage Trust                                                  | CUSIP: 90276WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505000 | PA      | $1473748.68   | 0.35%             | 2050-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | U.S. Bancorp                                                                   | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $801805.60    | 0.19%             | 2027-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                          | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    287000 | PA      | $275520.00    | 0.06%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                   | Mexico Government International Bonds                                          | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    278000 | PA      | $274108.00    | 0.06%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                | United Natural Foods, Inc.                                                     | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     55697 | PA      | $55888.03     | 0.01%             | 2031-05-01      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | U.S. Bancorp                                                                   | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    765000 | PA      | $737053.75    | 0.17%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                            | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19266000 | PA      | $18642865.31  | 4.38%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                            | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11300000 | PA      | $11082828.13  | 2.61%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8946000 | PA      | $8836970.63   | 2.08%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13788000 | PA      | $13661969.13  | 3.21%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10130000 | PA      | $10122085.94  | 2.38%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11995000 | PA      | $11961264.06  | 2.81%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40550000 | PA      | $40397937.50  | 9.50%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                            | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2785000 | PA      | $2779995.69   | 0.65%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group, Inc.                                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $418352.16    | 0.10%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                            | VT Topco, Inc.                                                                 | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62659.44     | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                 | VZ Secured Financing BV                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    535000 | PA      | $486044.61    | 0.11%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                             | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16387.84     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                             | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93210.42     | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98811.23     | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                             | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8179.02      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG, Inc.                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170456.95    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG, Inc.                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    313000 | PA      | $247185.71    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP/VICI Note Co., Inc.                                         | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    665000 | PA      | $652420.59    | 0.15%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Vista Point Securitization Trust                                        | Vista Point Securitization Trust                                               | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243799 | PA      | $1250153.75   | 0.29%             | 2055-01-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                        | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727443.18    | 0.17%             | 2032-03-25      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                        | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103674.51    | 0.02%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | Voyager Parent LLC                                                             | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50929.82     | 0.01%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                                      | Voyager Parent LLC                                                             | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     81258 | PA      | $81201.97     | 0.02%             | 2032-07-01      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                    | WEC Energy Group, Inc.                                                         | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277188.43    | 0.07%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                | Boost Newco Borrower LLC                                                       | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     51399 | PA      | $51424.84     | 0.01%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                     | WEC U.S. Holdings Ltd.                                                         | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     40749 | PA      | $40812.21     | 0.01%             | 2031-01-27      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co.                                                              | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1092032.51   | 0.26%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co.                                                              | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1348541.30   | 0.32%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                            | WinWater Mortgage Loan Trust                                                   | CUSIP: 97651LCD1<br>LEI: 549300PWVP7DMQC42S40 | Long             | ABS-MBS          | CORP              | US        |    993138 | PA      | $938816.12    | 0.22%             | 2045-06-20      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                     | Xerox Holdings Corp.                                                           | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    134376 | PA      | $114387.38    | 0.03%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| YEOMAN CAP S A                                                          | Yeoman Capital SA                                                              | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |     17718 | NS      | $132885.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                 | Zayo Group Holdings, Inc.                                                      | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     45031 | PA      | $42779.45     | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                 | Zayo Group Holdings, Inc.                                                      | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     34215 | PA      | $32387.81     | 0.01%             | 2030-03-11      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                            | KazMunayGas National Co. JSC                                                   | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    300000 | PA      | $306367.89    | 0.07%             | 2030-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                                | Pacific National Finance Pty. Ltd.                                             | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $73602.62     | 0.02%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $138207.84    | 0.03%             | 2049-12-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                                                 | Virgin Media Vendor Financing Notes III DAC                                    | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    295000 | PA      | $386293.39    | 0.09%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                  | Treasury Corp. of Victoria                                                     | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |    550000 | PA      | $251165.99    | 0.06%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                  | Hungary Government International Bonds                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    250000 | PA      | $215322.68    | 0.05%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| SUEZ                                                                    | Suez SACA                                                                      | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $326357.49    | 0.08%             | 2034-05-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                  | Volkswagen International Finance NV                                            | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $135353.42    | 0.03%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                    | Sartorius Finance BV                                                           | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $248224.51    | 0.06%             | 2035-09-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                                | Davide Campari-Milano NV                                                       | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $228777.10    | 0.05%             | 2029-01-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                                 | Severn Trent Utilities Finance PLC                                             | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $215969.47    | 0.05%             | 2034-03-05      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   1105000 | PA      | $692310.59    | 0.16%             | 2037-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                                              | Grifols SA                                                                     | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    328000 | PA      | $404599.07    | 0.10%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $582715.44    | 0.14%             | 2044-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                | Queensland Treasury Corp.                                                      | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |   1105000 | PA      | $700040.34    | 0.16%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                | Electricite de France SA                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $137852.40    | 0.03%             | 2035-06-17      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                                 | Yorkshire Water Finance PLC                                                    | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $285062.39    | 0.07%             | 2034-11-18      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Arbour CLO                                                              | Arbour CLO VII DAC                                                             | CUSIP: 000000000<br>LEI: 635400S59B1EE8UDJW07 | Long             | ABS-CBDO         | CORP              | IE        |   1350000 | PA      | $1585305.27   | 0.37%             | 2038-12-15      | Floating      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                | New South Wales Treasury Corp.                                                 | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    585000 | PA      | $379055.41    | 0.09%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                    | Flutter Treasury DAC                                                           | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    110000 | PA      | $148989.64    | 0.04%             | 2031-06-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                                                 | Romania Government International Bonds                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    380000 | PA      | $395996.51    | 0.09%             | 2036-05-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                          | Dyno Nobel Ltd.                                                                | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $84611.64     | 0.02%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                | Queensland Treasury Corp.                                                      | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |    870000 | PA      | $557747.79    | 0.13%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Contego CLO DAC                                                         | Contego CLO IV DAC                                                             | CUSIP: 000000000<br>LEI: 635400H7QVHLSOZWVU92 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1174450.53   | 0.28%             | 2039-10-23      | Floating      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet, Inc.                                                                 | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $187314.85    | 0.04%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                    | Amcor U.K. Finance PLC                                                         | CUSIP: 000000000<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $145270.86    | 0.03%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                                          | Penta CLO 21 DAC                                                               | CUSIP: 000000000<br>LEI: 635400KIS3VSYLWVIW47 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1174450.53   | 0.28%             | 2039-02-16      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | Future                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $562.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                       | Future                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -3 | NC      | $453.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                       | Future                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -11 | NC      | $11739.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                       | Future                                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -4 | NC      | $7535.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | Future                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $-1651.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | Future                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        74 | NC      | $-138546.94   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | Future                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5 | NC      | $15.09        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | Future                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       335 | NC      | $55190.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                  | Future                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         7 | NC      | $-845.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                        | Future                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -3 | NC      | $-2511.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                     | Future                                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       -44 | NC      | $1372.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                     | Future                                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -3 | NC      | $287.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DK Crown Holdings Inc                                                   | DK Crown Holdings, Inc.                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29477 | PA      | $29476.52     | 0.01%             | 2032-03-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Cleanova US Holdings LLC                                                | Cleanova U.S. Holdings LLC                                                     | CUSIP: 000000000<br>LEI: 254900Q8HEK85N92G859 | Long             | LON              | CORP              | US        |     26808 | PA      | $26674.18     | 0.01%             | 2032-06-14      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                        | GVC Holdings Gibraltar Ltd.                                                    | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |     29434 | PA      | $29228.43     | 0.01%             | 2029-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| C&S Wholesale Grocers Inc                                               | C&S Wholesale Grocers, Inc.                                                    | CUSIP: 000000000<br>LEI: 54930093F8X1FEZBGJ91 | Long             | LON              | CORP              | US        |     94886 | PA      | $92514.33     | 0.02%             | 2030-09-20      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc.                                                          | Modivcare, Inc.                                                                | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     37311 | PA      | $36191.67     | 0.01%             | 2026-02-22      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| Modivcare Inc.                                                          | Modivcare, Inc.                                                                | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     19879 | PA      | $19282.63     | 0.00%             | 2026-02-22      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| BRADYPLUS HOLDINGS LLC                                                  | BradyPlus Holdings LLC                                                         | CUSIP: 000000000<br>LEI: 254900LMURL5G873DV35 | Long             | LON              | CORP              | US        |    140571 | PA      | $138989.55    | 0.03%             | 2030-12-11      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SONARSOURCE FINANCING LLC                                               | SonarSource Financing LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50456 | PA      | $49825.76     | 0.01%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| TENNET NET BV                                                           | Tennet Netherlands BV                                                          | CUSIP: 000000000<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $188621.59    | 0.04%             | 2042-10-28      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Balcan Innovations Inc                                                  | Balcan Innovations, Inc.                                                       | CUSIP: 000000000<br>LEI: 549300C2CLNRVCUDIH93 | Long             | LON              | CORP              | CA        |     36911 | PA      | $28790.21     | 0.01%             | 2031-10-18      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                               | Bausch & Lomb Corp.                                                            | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     55891 | PA      | $55890.88     | 0.01%             | 2028-09-29      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                  | 1011778 BC Unlimited Liability Co.                                             | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     49523 | PA      | $49538.55     | 0.01%             | 2030-09-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                        | Delivery Hero SE                                                               | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    113616 | PA      | $113616.50    | 0.03%             | 2029-12-12      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                          | Opal Bidco SAS                                                                 | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |     36012 | PA      | $36207.06     | 0.01%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                 | Jazz Financing Lux SARL                                                        | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     49222 | PA      | $49406.73     | 0.01%             | 2028-05-05      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Oregon Tool Inc                                                         | Oregon Tool, Inc.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     71027 | PA      | $51139.27     | 0.01%             | 2029-10-15      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                                    | Flutter Financing BV                                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     61941 | PA      | $61669.97     | 0.01%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                     | Peer Holding III BV                                                            | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     98173 | PA      | $98459.16     | 0.02%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                     | Peer Holding III BV                                                            | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |     76854 | PA      | $76949.99     | 0.02%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                                             | Ziggo Financing Partnership                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     51713 | PA      | $51118.23     | 0.01%             | 2033-01-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                   | Guatemala Government Bonds                                                     | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    369000 | PA      | $385605.00    | 0.09%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-15

**Name of Applicant:** Securian Funds Trust

**Signature:** Kevin Ligtenberg

**Name of Signer:** Kevin Ligtenberg

**Title:** Director Investment Operations