# EDGAR Filing Document

**Accession Number:** 0000004568
**File Stem:** 0001145549-25-053081
**Filing Date:** 2025-8
**Character Count:** 1867850
**Document Hash:** e21ac9980ef48ce284e2f6eb53aa6606
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-053081.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001145549-25-053081

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN BALANCED FUND
- **CENTRAL INDEX KEY:** 0000004568

**ORGANIZATION NAME:**
- **EIN:** 946050854
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00066
- **FILM NUMBER:** 251249251

**BUSINESS ADDRESS:**
- **STREET 1:** 6455 IRVINE CENTER DRIVE
- **CITY:** IRVINE
- **STATE:** CA
- **ZIP:** 92618
- **BUSINESS PHONE:** 213-486-9501

**MAIL ADDRESS:**
- **STREET 1:** 333 S HOPE ST - 55TH FLOOR
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN BALANCED FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AMERICAN EXPRESS INVESTMENT FUND INC
- **DATE OF NAME CHANGE:** 19750729

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** COMMONWEALTH INVESTMENT CO
- **DATE OF NAME CHANGE:** 19710203

## Series and Classes Contracts Data

### AMERICAN BALANCED FUND (Series ID: S000008801)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000023937 | Class A       | ABALX           |
| C000023938 | Class R-1     | RLBAX           |
| C000023939 | Class R-2     | RLBBX           |
| C000023940 | Class R-3     | RLBCX           |
| C000023941 | Class R-4     | RLBEX           |
| C000023942 | Class R-5     | RLBFX           |
| C000023944 | Class C       | BALCX           |
| C000023945 | Class F-1     | BALFX           |
| C000023946 | Class 529-A   | CLBAX           |
| C000023948 | Class 529-C   | CLBCX           |
| C000023949 | Class 529-E   | CLBEX           |
| C000023950 | Class 529-F-1 | CLBFX           |
| C000068555 | Class F-2     | AMBFX           |
| C000077860 | Class R-6     | RLBGX           |
| C000148414 | Class R-2E    | RAMHX           |
| C000164818 | Class R-5E    | RLEFX           |
| C000180007 | Class F-3     | AFMBX           |
| C000189521 | Class 529-T   | TAFBX           |
| C000189522 | Class T       | TABFX           |
| C000224633 | Class 529-F-2 | FBAFX           |
| C000224634 | Class 529-F-3 | FBONX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Balanced Fund

- **b. Investment Company Act file number:** 811-00066

- **c. CIK number of Registrant:** 0000004568

- **d. LEI of Registrant:** L8DP8S00A6XHCCDH3332

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

  - **Street Address 1:** 6455 Irvine Center Drive

  - **City:** Irvine

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92618

  - **Telephone number:** 9499755000

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

- **a. Name of Series:** American Balanced Fund

- **b. EDGAR series identifier (if any):** S000008801

- **c. LEI of Series:** L8DP8S00A6XHCCDH3332

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $262146382087.01

**Total Liabilities:** $11029106944.96

**Net Assets:** $251117275142.05

**Cash Not Reported:** $91004934.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -112500.847500000000 | **1-Year:** -2092605.905000000000 | **5-Year:** -5203480.512000000000 | **10-Year:** -3889764.496000000000 | **30-Year:** -1529023.611000000000

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

- **3-Month:** -3651.072888000000 | **1-Year:** -330731.176900000000 | **5-Year:** -1936808.732000000000 | **10-Year:** -215580.682500000000 | **30-Year:** -106914.740500000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023937 | -0.29%               | 3.97%                | 4.53%                |
| Class ID C000023938 | -0.33%               | 3.86%                | 4.48%                |
| Class ID C000023939 | -0.33%               | 3.85%                | 4.47%                |
| Class ID C000023940 | -0.30%               | 3.90%                | 4.51%                |
| Class ID C000023941 | -0.29%               | 3.94%                | 4.54%                |
| Class ID C000023942 | -0.26%               | 3.96%                | 4.56%                |
| Class ID C000023944 | -0.35%               | 3.88%                | 4.48%                |
| Class ID C000023945 | -0.26%               | 3.94%                | 4.52%                |
| Class ID C000023946 | -0.27%               | 3.91%                | 4.54%                |
| Class ID C000023948 | -0.35%               | 3.88%                | 4.46%                |
| Class ID C000023949 | -0.29%               | 3.92%                | 4.51%                |
| Class ID C000023950 | -0.27%               | 3.95%                | 4.56%                |
| Class ID C000068555 | -0.26%               | 3.94%                | 4.56%                |
| Class ID C000077860 | -0.26%               | 3.99%                | 4.55%                |
| Class ID C000148414 | -0.30%               | 3.90%                | 4.47%                |
| Class ID C000164818 | -0.26%               | 3.97%                | 4.55%                |
| Class ID C000180007 | -0.26%               | 3.97%                | 4.58%                |
| Class ID C000189521 | -0.26%               | 3.96%                | 4.56%                |
| Class ID C000189522 | -0.26%               | 3.97%                | 4.57%                |
| Class ID C000224633 | -0.26%               | 3.97%                | 4.56%                |
| Class ID C000224634 | -0.26%               | 3.97%                | 4.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $63521940.41             | $-1180839586.12                            |
| Month 2  | $295989252.67            | $8734388506.14                             |
| Month 3  | $596571139.57            | $9620726775.26                             |

**Designated Index Information**

- **Index Name:** 60%/40% S&P 500 Index/Bloomberg U.S. Aggregate Index

- **Index Identifier:** 60SPX40LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 2.25% 10-01-30                                          | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2530126.70     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 1.25% 10-01-25                                          | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    14881000 | PA      | $14751609.71    | 0.01%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26                                               | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $975235.00      | 0.00%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 3.75% 03-18-28/27                                                | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    36042000 | PA      | $35613100.20    | 0.01%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 5.871% 03-06-29/28                                               | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4050000 | PA      | $4187396.25     | 0.00%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORP SR UNSEC 4.45% 05-15-28                                                       | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $13557986.00    | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC SR UNSEC 5.4% 07-31-33                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    17732000 | PA      | $18222449.39    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 5.985% 08-07-27/26                                               | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    35000000 | PA      | $35538020.00    | 0.01%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 5.462% 01-05-28/27                                               | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     8800000 | PA      | $8921624.80     | 0.00%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 5.679% 01-05-35/34                                               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3088000 | PA      | $3171122.78     | 0.00%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.376% 05-26-30/29                                             | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $15434100.00    | 0.01%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29                                                   | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    12575000 | PA      | $12778941.35    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                    | M&T BANK CORP SR UNSEC 6.082% 03-13-32/31                                                          | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    42000000 | PA      | $44367792.00    | 0.02%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.652% 04-13-28/27                                                         | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      553000 | PA      | $565495.04      | 0.00%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.656% 04-18-30/29                                                         | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    49364000 | PA      | $51284407.69    | 0.02%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.594% 07-10-35/34                                             | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $15444255.00    | 0.01%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.042% 07-19-30/29                                                         | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15425000 | PA      | $15690340.85    | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.32% 07-19-35/34                                                          | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9090000 | PA      | $9204643.08     | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 4.75% 08-15-34                                                         | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    15750000 | PA      | $15829380.00    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSEC 5.4% 08-15-54                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    16250000 | PA      | $15859106.25    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC SR UNSEC 4.75% 08-28-34                                                 | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     3876000 | PA      | $3833426.02     | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 4.35% 01-15-32                                                             | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    18931000 | PA      | $18856979.79    | 0.01%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.654% 10-18-30/29                                                         | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    43478000 | PA      | $43569347.28    | 0.02%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 5.4% 03-15-55                                                    | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $7957413.75     | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 5.0% 03-15-35                                                    | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $9252247.75     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 4.85% 11-15-31                                                   | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    28000000 | PA      | $28447748.00    | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.516% 11-19-55/54                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14475000 | PA      | $14156434.20    | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 4.9% 03-15-28                                                    | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     4256000 | PA      | $4303743.81     | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 02-15-30                                                   | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    38583000 | PA      | $39154568.56    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 7.375% 05-13-55                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    17730000 | PA      | $18345940.20    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.875% 05-13-37                                               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    49420000 | PA      | $51664903.50    | 0.02%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-13-30                                                 | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    29175000 | PA      | $30225300.00    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.23% 01-15-31/30                                                          | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6451000 | PA      | $6605591.76     | 0.00%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | MORGAN STANLEY BANK NA SR UNSEC 5.016% 01-12-29/28                                                 | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    25381000 | PA      | $25781182.23    | 0.01%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                                                           | MINERA MEXICO SA DE CV 144A LIFE SR UNSEC 5.625% 02-12-32                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |    30680000 | PA      | $31234694.40    | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 4.95% 03-03-35                                                            | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    19736000 | PA      | $19731973.86    | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | MASCO CORP SR UNSEC 2.0% 02-15-31                                                                  | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     1922000 | PA      | $1655530.08     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | MASCO CORP SR UNSEC 3.125% 02-15-51                                                                | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |      110000 | PA      | $68565.97       | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                             | MONONGAHELA POWER CO 144A LIFE SR SEC 1ST LIEN 3.55% 05-15-27                                      | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6225000 | PA      | $6135808.20     | 0.00%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 1.554% 07-09-27/26                                             | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     7193000 | PA      | $6984733.88     | 0.00%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                               | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.538% 07-20-27/26                                     | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    27656000 | PA      | $26839982.06    | 0.01%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.512% 07-20-27/26                                                         | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17575000 | PA      | $17052512.83    | 0.01%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.239% 07-21-32/31                                                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12638000 | PA      | $10947149.34    | 0.00%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC 144A LIFE SR UNSEC 3.25% 08-15-33                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     5586000 | PA      | $4899000.20     | 0.00%             | 2033-08-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33                                                 | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     8028000 | PA      | $6838105.90     | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                               | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 1.64% 10-13-27/26                                      | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     7321000 | PA      | $7069399.19     | 0.00%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.511% 10-20-32/31                                                         | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5207000 | PA      | $4561134.13     | 0.00%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK & CO INC SR UNSEC 1.9% 12-10-28                                                              | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1128000 | PA      | $1053632.09     | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                               | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 2.341% 01-19-28/27                                     | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     5078000 | PA      | $4918855.48     | 0.00%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                               | MITSUBISHI UFJ FINANCIAL GROUP INC SR UNSEC 4.08% 04-19-28/27                                      | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     4867000 | PA      | $4841005.35     | 0.00%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 4.679% 07-17-26/25                                                         | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9785000 | PA      | $9783571.39     | 0.00%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORP                                                                     | MOODY'S CORP SR UNSEC 4.25% 08-08-32                                                               | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      265000 | PA      | $258966.48      | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                   | MCDONALD'S CORP SR UNSEC 4.6% 09-09-32                                                             | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      716000 | PA      | $717575.20      | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP INC SR UNSEC 5.669% 09-13-33/32                                             | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     4388000 | PA      | $4556082.34     | 0.00%             | 2033-09-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 6.296% 10-18-28/27                                                         | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    18366000 | PA      | $19135829.26    | 0.01%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 11-26-25                         | CUSIP: 58769JAB3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     5887000 | PA      | $5902824.26     | 0.00%             | 2025-11-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-06-28                    | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7147364.00     | 0.00%             | 2028-01-06      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.05% 01-28-27/26                                                          | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2053000 | PA      | $2059469.00     | 0.00%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.123% 02-01-29/28                                                         | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    20042000 | PA      | $20396422.73    | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                    | M&T BANK CORP SR UNSEC 5.053% 01-27-34/33                                                          | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    27184000 | PA      | $26843275.74    | 0.01%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 4.875% 03-09-28                                                            | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      842000 | PA      | $861299.48      | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC SR UNSEC 4.85% 03-09-33                                                             | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     9244000 | PA      | $9424415.15     | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.9% 11-01-34                                             | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    27205000 | PA      | $27094547.70    | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.625% 11-01-29                                           | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    26770000 | PA      | $27031221.66    | 0.01%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.75% 11-01-31                                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    41610000 | PA      | $41943004.83    | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.575% 01-29-36/35                                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    17250000 | PA      | $17785957.50    | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.222% 01-29-31/30                                       | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5389114.50     | 0.00%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 03-01-55                                         | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      598000 | PA      | $558786.75      | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.7% 03-01-35                                          | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    88998000 | PA      | $88247835.86    | 0.04%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 5.05% 03-01-35                                  | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    16350000 | PA      | $16537420.05    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                              | PUBLIC SERVICE ENTERPRISE GROUP INC SR UNSEC 4.9% 03-15-30                                         | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    19425000 | PA      | $19766297.25    | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.85% 05-15-55                                       | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      873000 | PA      | $865157.84      | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC SR UNSEC 5.6% 04-15-35                                                                 | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     1989000 | PA      | $2056900.48     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC SR UNSEC 5.1% 04-15-30                                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     7804000 | PA      | $7996306.17     | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.375% 04-30-30                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    11884000 | PA      | $11858603.89    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 04-30-35                                           | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8875000 | PA      | $8759589.50     | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.0% 08-15-35                                          | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6153000 | PA      | $6224663.99     | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.95% 03-01-26                                         | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    41014000 | PA      | $40481146.11    | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.75% 09-21-47                                                        | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    51697000 | PA      | $37475982.45    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26                                                       | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    60733000 | PA      | $60784744.52    | 0.02%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 3.6% 12-01-47                                   | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     6175000 | PA      | $4581856.18     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27                                                         | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   179662000 | PA      | $178526176.84   | 0.07%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 12-01-27                                          | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    44988000 | PA      | $43540960.98    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 4.125% 01-15-49                                                         | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     8905000 | PA      | $6829342.46     | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 4.35% 02-25-50                                                   | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     7760000 | PA      | $6447970.24     | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 4.15% 02-15-50                                                          | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      986000 | PA      | $749980.19      | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                           | POWER FINANCE CORP LTD REG S SR UNSEC 4.5% 06-18-29                                                | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |     3334000 | PA      | $3286367.14     | 0.00%             | 2029-06-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSEC 3.7% 03-13-51                                                    | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      945000 | PA      | $695432.12      | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                     | QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41                                                     | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    12578000 | PA      | $9301053.66     | 0.00%             | 2041-07-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                     | QATARENERGY 144A LIFE SR UNSEC 3.3% 07-12-51                                                       | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     6796000 | PA      | $4594537.74     | 0.00%             | 2051-07-12      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.25% 03-15-32                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    55000000 | PA      | $56567775.00    | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 03-01-35                                       | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    58661000 | PA      | $57619591.27    | 0.02%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSEC 5.15% 04-01-35                                                               | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    56084000 | PA      | $56552245.32    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSEC 5.7% 04-01-55                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    22931000 | PA      | $22815542.42    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.125% 05-15-32                                                          | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    40052000 | PA      | $40859368.22    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.3% 05-15-35                                                            | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    29370000 | PA      | $29749313.55    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                          | TAKEDA US FINANCING INC SR UNSEC 5.9% 07-07-55                                                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |     8701000 | PA      | $8751117.76     | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINANCING INC                                                          | TAKEDA US FINANCING INC SR UNSEC 5.2% 07-07-35                                                     | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    34501000 | PA      | $34518664.51    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                          | TRAVELERS COS INC SR UNSEC 4.0% 05-30-47                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     2253000 | PA      | $1805538.43     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                           | ROCKEFELLER FOUNDATION SR UNSEC 2.492% 10-01-50                                                    | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    13095000 | PA      | $7736277.20     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | TOYOTA MOTOR CREDIT CORP SR UNSEC 0.8% 01-09-26                                                    | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    11861000 | PA      | $11647276.64    | 0.00%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.25% 02-15-26                                                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2727000 | PA      | $2686479.51     | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.625% 02-15-29                                                          | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4834000 | PA      | $4538835.96     | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.875% 02-15-31                                                          | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     6525000 | PA      | $5941834.65     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | TRINITY HEALTH CORP SR UNSEC 2.632% 12-01-40                                                       | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3244432.50     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.625% 04-15-26                                                          | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10555000 | PA      | $10398205.48    | 0.00%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 1.5% 02-15-26                                                            | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3677051.25     | 0.00%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.75% 04-15-27                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4950075.00     | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.55% 02-15-31                                                           | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      244000 | PA      | $218548.60      | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.05% 02-15-28                                                           | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2259460.59     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                                               | TRITON CONTAINER INTERNATIONAL LTD 144A LIFE SR UNSEC 3.15% 06-15-31                               | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |    19690000 | PA      | $17106258.51    | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 1.25% 09-10-26                                                      | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5755000 | PA      | $5555272.73     | 0.00%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ3240 01-01-55                                                                      | CUSIP: 3142GTS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   160622241 | PA      | $163601301.63   | 0.07%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ3291 01-01-55                                                                      | CUSIP: 3142GTUR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    48724222 | PA      | $48980316.80    | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ3241 01-01-55                                                                      | CUSIP: 3142GTS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    43155927 | PA      | $45000972.67    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                    | WLAKE 24-2 D 144A 5.91% 04-15-30                                                                   | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6004000 | PA      | $6119468.93     | 0.00%             | 2030-04-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                    | WLAKE 24-2 C 144A 5.68% 03-15-30                                                                   | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17000000 | PA      | $17254133.00    | 0.01%             | 2030-03-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| WOSAT 2024-A                                                                     | WOSAT 24A A3 4.98% 02-15-30/07-15-27                                                               | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18199000 | PA      | $18302151.93    | 0.01%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| WOSAT 2024-A                                                                     | WOSAT 24 A2A 5.37% 02-15-28/05-15-26                                                               | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8871811 | PA      | $8892864.26     | 0.00%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 25-1 A2A 144A 4.66% 01-18-28/05-15-26                                                        | CUSIP: 96043VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25184000 | PA      | $25185762.88    | 0.01%             | 2028-01-18      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1                                  | ONDK 24-1 A 144A 6.27% 06-17-31/27                                                                 | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12238000 | PA      | $12389567.63    | 0.00%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| XROAD 2024-A                                                                     | XROAD 24-A A2 144A 5.90% 08-20-30                                                                  | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5300742 | PA      | $5367430.74     | 0.00%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                              | XCAP 2024-1A A2 144A 5.84% 03-15-27                                                                | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2249974 | PA      | $2261838.31     | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC XCAP_24-1                                              | XCAP 24-1 A3 144A 5.49% 07-15-31                                                                   | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11907000 | PA      | $12171918.84    | 0.00%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB (H) 4.11% 07-24-34/29                                                     | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     3750000 | PA      | $3625762.50     | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| MICHIGAN STATE UNIVERSITY                                                        | MICHIGAN STATE UNIVERSITY 4.165% 08-15-22                                                          | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    10670000 | PA      | $7692653.87     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.3% 11-01-28                                                | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     6430000 | PA      | $6019862.45     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                        | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 144A SR UNSEC 5.026% 10-01-29                            | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     7253000 | PA      | $7278769.91     | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                        | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 144A SR UNSEC 4.911% 09-01-27                            | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     7763000 | PA      | $7814942.23     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                    | ALPHA BANK SA EUR REG S SR UNSEC (B) 5.0% 05-12-30/29                                              | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |    11380000 | PA      | $14282580.31    | 0.01%             | 2030-05-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 4.9% 02-26-31                                                     | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     7525000 | PA      | $7735195.83     | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34                                                     | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    13550000 | PA      | $13818669.40    | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 4.95% 03-15-31                                                                 | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30808470.00    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.4% 03-15-54                                                                  | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    29750000 | PA      | $28948505.25    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | AON NORTH AMERICA INC SR UNSEC 5.15% 03-01-29                                                      | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15366570.00    | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | AON NORTH AMERICA INC SR UNSEC 5.45% 03-01-34                                                      | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5138620.00     | 0.00%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSEC 5.15% 04-01-34                                                    | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15200820.00    | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 5.05% 04-01-34                                                         | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    10123000 | PA      | $10382401.88    | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 5.3% 04-01-54                                                          | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     7046000 | PA      | $6797875.11     | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | BANK OF MONTREAL SR UNSEC 5.203% 02-01-28                                                          | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5115275.00     | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.975% 01-18-27/26                                                   | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    22514000 | PA      | $22669504.20    | 0.01%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.08% 01-20-27/26                                                    | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    19918000 | PA      | $19973192.78    | 0.01%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.534% 02-01-29/28                                           | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     4444000 | PA      | $4478992.06     | 0.00%             | 2029-02-01      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.705% 02-01-34/33                                           | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     5613000 | PA      | $5553311.36     | 0.00%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                   | BHP BILLITON FINANCE USA LTD SR UNSEC 4.9% 02-28-33                                                | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      295000 | PA      | $296333.70      | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.947% 04-26-27/26                                           | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15072240.00    | 0.01%             | 2027-04-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.288% 04-25-34/33                                                   | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    31759000 | PA      | $32406883.60    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSEC 5.829% 05-09-27/26                                                           | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    25000000 | PA      | $25258625.00    | 0.01%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34                                                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   100264000 | PA      | $107396079.11   | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC SR UNSEC 5.931% 02-02-29                                             | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $15746115.00    | 0.01%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 7.079% 08-02-43                                                          | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    27000000 | PA      | $29759616.00    | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33                                                          | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5158000 | PA      | $5604404.27     | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.343% 08-02-30                                                          | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    31185000 | PA      | $33631276.14    | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC SR UNSEC 5.95% 08-04-33                                                    | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     6135000 | PA      | $6305332.14     | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                                   | BHP BILLITON FINANCE USA LTD SR UNSEC 5.25% 09-08-33                                               | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      134000 | PA      | $137278.98      | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSEC 6.49% 09-13-29/28                                                            | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $10574410.00    | 0.00%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA                                           | BANCO DE CREDITO SOCIAL COOPERATIVO SA EUR REG S SR NON PREF 7.5% 09-14-29/28                      | CUSIP: N/A<br>LEI: 95980020140005881190       | Long             | DBT              | CORP              | ES        |     6200000 | PA      | $8291571.18     | 0.00%             | 2029-09-14      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33                                                   | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9226000 | PA      | $9739288.51     | 0.00%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.819% 09-15-29/28                                                   | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    12350000 | PA      | $12867353.85    | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.2% 06-24-29                              | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15358605.00    | 0.01%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.237% 06-28-27                                        | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    15000000 | PA      | $15277125.00    | 0.01%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD                    | CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING PRP REG S SUB (H) 5.3% 12-31-79/07-05-27 | CUSIP: N/A<br>LEI: 254900S9905REJFRBF91       | Long             | DBT              | CORP              | CN        |    12028000 | PA      | $12169774.04    | 0.00%             | 2079-12-31      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.207% 01-28-31/30                                                | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    46754000 | PA      | $47862537.34    | 0.02%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.536% 01-28-36/35                                                | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    22753000 | PA      | $23341824.89    | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.625% 04-04-32                                           | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     9621000 | PA      | $9737885.53     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 6.303% 10-23-29/28                                                       | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    80657000 | PA      | $85259369.08    | 0.03%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 6.491% 10-23-34/33                                                       | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $15308034.00    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.198% 01-23-30/29                                                       | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    11703000 | PA      | $11989828.83    | 0.00%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | FREEPORT-MCMORAN INC                                                                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     4500000 | NS      | $195075000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 5.5% 03-15-34                                                             | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4650469.20     | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 02-15-44                                                          | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   230000000 | PA      | $222327039.00   | 0.09%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-28-26                                                        | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11467100 | PA      | $11500694.02    | 0.00%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   114665022 | PA      | $104972259.10   | 0.04%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 05-15-34                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   144130000 | PA      | $146438126.65   | 0.06%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.25% 01-21-29                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    13802000 | PA      | $14496351.02    | 0.01%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA JPY SR UNSEC 0.895% 12-14-26                                                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |   400000000 | PA      | $2765676.19     | 0.00%             | 2026-12-14      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.716% 01-18-30/29                                                   | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    22000000 | PA      | $22656502.00    | 0.01%             | 2030-01-18      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                            | BANQUE FEDERATIVE DU CREDIT MUTUEL SA 144A LIFE SR UNSEC 5.088% 01-23-27                           | CUSIP: 06675FBC0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    20000000 | PA      | $20230640.00    | 0.01%             | 2027-01-23      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.7% 02-01-30/29                                               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6835000 | PA      | $7071730.23     | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34                                             | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    11688000 | PA      | $12188304.84    | 0.00%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.174% 02-13-30/29                                                          | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    11197000 | PA      | $11426057.03    | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | CISCO SYSTEMS INC SR UNSEC 4.85% 02-26-29                                                          | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25626450.00    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    17193000 | PA      | $17525237.53    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 5.673% 03-15-30/29                                              | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    51174000 | PA      | $52939195.96    | 0.02%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34                                              | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     8050000 | PA      | $8427053.95     | 0.00%             | 2035-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34                                           | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $18063886.75    | 0.01%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTERNATIONAL 24 LTD                                                | CK HUTCHISON INTERNATIONAL 24 LTD 144A LIFE SR UNSEC 5.5% 04-26-34                                 | CUSIP: 17887UAB1<br>LEI: 254900GAYV1MAUETUO84 | Long             | DBT              | CORP              | HK        |    29900000 | PA      | $30808661.00    | 0.01%             | 2034-04-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.4% 06-01-29                                                             | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    16914000 | PA      | $17411017.89    | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.55% 06-01-31                                                            | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    72404000 | PA      | $75238544.20    | 0.03%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.7% 06-01-34                                                             | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    18668000 | PA      | $19229458.77    | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 6.05% 06-01-54                                                            | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11768880.00    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 6.1% 06-01-29                                 | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    37331000 | PA      | $39094180.46    | 0.02%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 5.65% 06-01-54                                                               | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     9401000 | PA      | $9141927.24     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 5.3% 06-01-34                                                                | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     8684000 | PA      | $8898442.70     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 1.462% 06-09-27/26                                                          | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    19351000 | PA      | $18805882.33    | 0.01%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     4462000 | PA      | $3867277.87     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                       | COPT DEFENSE PROPERTIES LP SR UNSEC 2.0% 01-15-29                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      301000 | PA      | $274344.64      | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHINA PING AN INSURANCE OVERSEAS (HOLDINGS) LTD                                  | CHINA PING AN INSURANCE OVERSEAS HOLDINGS LTD REG S SR UNSEC 2.85% 08-12-31                        | CUSIP: N/A<br>LEI: 25490058XRCE9DZAMJ79       | Long             | DBT              | CORP              | HK        |     9029000 | PA      | $8061362.07     | 0.00%             | 2031-08-12      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.25% 01-15-29                                | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     2417000 | PA      | $2226475.14     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.52% 11-03-32/31                                                           | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    21398000 | PA      | $18714797.79    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                       | COPT DEFENSE PROPERTIES LP SR UNSEC 2.9% 12-01-33                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     6496000 | PA      | $5342303.90     | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 1.75% 12-02-26                                                | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     4071000 | PA      | $3930106.76     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.0% 12-02-41                                                 | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1133000 | PA      | $824575.87      | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51                                                 | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     3532000 | PA      | $2324056.00     | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29                                                  | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |     2692000 | PA      | $2633204.03     | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.07% 02-24-28/27                                                           | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15570000 | PA      | $15229935.63    | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                                | CONOCOPHILLIPS CO SR UNSEC 3.8% 03-15-52                                                           | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      533000 | PA      | $387436.63      | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSEC 2.45% 03-03-27                                                        | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1380586.48     | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.4% 04-01-33                                 | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $1832071.36     | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53                                | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    54978000 | PA      | $46740206.44    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.785% 03-17-33/32                                                          | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4414000 | PA      | $4127500.50     | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.5% 04-01-63                                 | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20556000 | PA      | $17394466.64    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.927% 05-10-28/27                                             | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    16951000 | PA      | $17081641.36    | 0.01%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.91% 05-24-33/32                                                           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8150000 | PA      | $8134726.90     | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 2.937% 11-01-56                                                              | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2267000 | PA      | $1332254.69     | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.665% 07-15-27                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    19717000 | PA      | $20431721.53    | 0.01%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 05-15-54                                                        | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   173000000 | PA      | $167999227.40   | 0.07%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 05-15-44                                                        | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26500000 | PA      | $25985460.10    | 0.01%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 6.879% 07-15-32                                                  | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2094000 | PA      | $2196756.77     | 0.00%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSEC 6.136% 08-24-34/33                                                    | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $16235655.00    | 0.01%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 5.2% 11-15-33                                                                    | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5171345.00     | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33                                               | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $659348.40      | 0.00%             | 2034-09-13      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.986% 10-03-28                                        | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    15000000 | PA      | $15749955.00    | 0.01%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35                                               | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    39549000 | PA      | $39817537.71    | 0.02%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSEC 6.196% 11-17-29/28                                                    | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $21227600.00    | 0.01%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29                                           | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    58239000 | PA      | $60333274.44    | 0.02%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 5.706% 02-08-28/27                                                    | CUSIP: 251526CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    48842000 | PA      | $49661129.18    | 0.02%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO SR UNSEC 5.1% 03-01-29                                                               | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     8650000 | PA      | $8823562.25     | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                             | DTE ELECTRIC CO SR SEC 1ST LIEN 4.85% 12-01-26                                                     | CUSIP: 23338VAU0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1365905.70     | 0.00%             | 2026-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54                                                     | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    20750000 | PA      | $19280983.00    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 09-25-29                         | CUSIP: 233853AZ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    14859000 | PA      | $15149077.40    | 0.01%             | 2029-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 06-25-34                         | CUSIP: 233853BA7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     4338000 | PA      | $4348636.78     | 0.00%             | 2034-06-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 5.2% 09-15-34                                                           | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     8831000 | PA      | $8581329.97     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                                                                | DEVON ENERGY CORP SR UNSEC 5.75% 09-15-54                                                          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    34169000 | PA      | $30789310.04    | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 4.999% 09-11-30/29                                                    | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12476000 | PA      | $12573699.56    | 0.01%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.25% 01-13-30                          | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    37644000 | PA      | $38537103.90    | 0.02%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 4.95% 01-13-28                          | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    30387000 | PA      | $30787470.27    | 0.01%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.35% 03-15-35                                                            | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    11819000 | PA      | $11762044.24    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 5.95% 03-15-55                                                            | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    20250000 | PA      | $19318641.75    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 5.55% 04-01-35                                                     | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    29708000 | PA      | $30043938.06    | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 5.297% 05-09-31/30                                                    | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    39000000 | PA      | $39619788.00    | 0.02%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 3.7% 10-15-46                                             | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1700754.75     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 06-30-31                                                         | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   264000000 | PA      | $268826632.80   | 0.11%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 07-31-29                                                          | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    80000000 | PA      | $80752008.00    | 0.03%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL REG S SR SEC 1ST LIEN SF 6.129% 02-23-38                            | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |    14970000 | PA      | $15446150.79    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL REG S SR SEC 1ST LIEN SF 6.51% 02-23-42                             | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |     8660000 | PA      | $8980965.58     | 0.00%             | 2042-02-23      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | GEORGIA POWER CO SR UNSEC 4.65% 05-16-28                                                           | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    20879000 | PA      | $21173143.35    | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.1% 09-15-28                                           | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    20485000 | PA      | $18909437.20    | 0.01%             | 2028-09-15      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 07-31-31                                                        | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   146500000 | PA      | $148165104.35   | 0.06%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 07-31-26                                                        | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    77873000 | PA      | $78195440.94    | 0.03%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26                                          | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    37992000 | PA      | $36681351.98    | 0.01%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31                                                      | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4307000 | PA      | $3811522.72     | 0.00%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.875% 07-15-34                                 | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   294232330 | PA      | $294565602.40   | 0.12%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 08-15-34                                                        | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    59250000 | PA      | $57853619.70    | 0.02%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 08-15-54                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   180882500 | PA      | $165168332.81   | 0.07%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 08-15-44                                                        | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   164000000 | PA      | $150231773.60   | 0.06%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 08-31-29                                                        | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17650000 | PA      | $17563430.28    | 0.01%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 09-30-26                                                          | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36865000 | PA      | $36680641.82    | 0.01%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.625% 10-15-29                                 | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1573103930 | PA      | $1592460865.00  | 0.63%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 11-15-34                                                         | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86275000 | PA      | $86556946.70    | 0.03%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 11-15-54                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   189935000 | PA      | $180987276.11   | 0.07%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 11-30-29                                                        | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22060000 | PA      | $22384595.25    | 0.01%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 01-15-35                                 | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   100633500 | PA      | $102284523.00   | 0.04%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 01-31-30                                                         | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50150000 | PA      | $51142839.61    | 0.02%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-35                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   113000000 | PA      | $116587659.60   | 0.05%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 02-15-55                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   142500100 | PA      | $138703811.84   | 0.06%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 02-15-28                                                         | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1400000000 | PA      | $1418944380.00  | 0.57%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 02-15-45                                                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   230000000 | PA      | $228742176.00   | 0.09%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 02-15-55                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   212727735 | PA      | $205714302.75   | 0.08%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 05-15-55                                                         | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   732000000 | PA      | $727714725.60   | 0.29%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 05-15-35                                                         | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7871000 | PA      | $7881467.64     | 0.00%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 5.0% 05-15-45                                                          | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   733868000 | PA      | $753764262.28   | 0.30%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 05-31-27                                                        | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   576045000 | PA      | $577383555.77   | 0.23%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.12% 05-31-32                                                         | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   439457000 | PA      | $443129410.31   | 0.18%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 05-31-30                                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1043216000 | PA      | $1053280426.36  | 0.42%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 06-15-28                                                        | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   298499400 | PA      | $300073387.34   | 0.12%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-25                                 | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17662857 | PA      | $17655179.23    | 0.01%             | 2025-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.0% 02-15-46                                   | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20777319 | PA      | $15751632.25    | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 02-15-44                                                        | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24780000 | PA      | $21208418.95    | 0.01%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 02-15-27                                                         | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1900000 | PA      | $1853841.21     | 0.00%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.0% 11-15-26                                                          | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    47200000 | PA      | $46028170.32    | 0.02%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                     | BX 2024-GPA3 B 144A FRN 12-15-39                                                                   | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4161575 | PA      | $4172153.45     | 0.00%             | 2039-12-15      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| IRV 2025-200P                                                                    | IRV 2025-200P A 144A FRN 03-14-47                                                                  | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    90284158 | PA      | $91456768.64    | 0.04%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| BBCMS 2025-5C33                                                                  | BBCMS 25-C33 A4 5.896% 03-15-58/02-15-30                                                           | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28245000 | PA      | $29592766.67    | 0.01%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 A5 FRN 03-15-58                                                                    | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    41164735 | PA      | $43086757.64    | 0.02%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                     | BMO 2025-5C9 AS FRN 04-15-58                                                                       | CUSIP: 096933AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3714000 | PA      | $3887818.91     | 0.00%             | 2058-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.215% 05-10-23/05-10-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1123094.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.1135% 05-10-23/05-10-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $5530385.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2025-5C9                                                                     | BMO 25-5C9 5.7785% 04-15-58/03-15-30                                                               | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    52385000 | PA      | $54736876.96    | 0.02%             | 2058-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                   | BMARK 25-V14 AM 6.0898% 04-15-58/03-15-30                                                          | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8011000 | PA      | $8390689.36     | 0.00%             | 2058-04-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V14                                                                   | BMARK 25-V14 A4 5.6599% 04-15-58/03-15-30                                                          | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20440000 | PA      | $21318041.08    | 0.01%             | 2058-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                 | BANK5 25-5YR14 AS 6.072% 04-15-58/04-17-30                                                         | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29769000 | PA      | $31125424.49    | 0.01%             | 2058-04-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM5                                                                  | BRAVO 2025-NQM5 A1 144A 5.496% 02-25-65                                                            | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-CBDO         | CORP              | US        |     8741244 | PA      | $8795614.77     | 0.00%             | 2065-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2025-V15                                                                   | BMARK 25-V15 A3 5.80466% 06-15-58/05-17-30                                                         | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    48077000 | PA      | $50471138.45    | 0.02%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.1605% 05-19-23/05-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $6235333.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-857824.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMARK 2025-V15                                                                   | BMARK 25-V15 AS 6.175% 06-15-58/05-17-30                                                           | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9775000 | PA      | $10281276.58    | 0.00%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-GC36                                | CGCMT 16-GC36 A5 3.616% 02-10-49/01-12-26                                                          | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2395000 | PA      | $2364882.88     | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.5935% 01-09-24/01-09-34 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $97936.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.184% 01-10-24/01-10-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-29396.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS CWHL_03-56                                                | CWHL 2003-56 6A1 FRN 12-25-33                                                                      | CUSIP: 12669FBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      214948 | PA      | $220996.61      | 0.00%             | 2033-12-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_16-C1                                  | CGCMT 16-C1 AS 3.514% 05-10-49/05-12-26                                                            | CUSIP: 17290YAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $786036.00      | 0.00%             | 2049-05-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.2035% 01-10-24/01-10-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-11664.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.2045% 01-10-24/01-10-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2830.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP. CSFB_02-30                             | CSFB 02-30 1A1 PT 7.5% 11-25-32                                                                    | CUSIP: 22541NTQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       49183 | PA      | $50684.31       | 0.00%             | 2032-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST CSAIL_15-C1                                      | CSAIL 15-C1 B FRN 04-15-50/02-18-25                                                                | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $957601.00      | 0.00%             | 2050-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $4115925.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3872676.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_02-34                              | CSFB 02-34 1A1 PT 7.5% 12-25-32                                                                    | CUSIP: 2254W0BZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      166857 | PA      | $171068.27      | 0.00%             | 2032-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-5                               | CSFB 04-5 4A1 PT1 6.0% 09-25-34                                                                    | CUSIP: 22541SZL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      556733 | PA      | $565122.66      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6                                                                      | CD 17-CD6 A5 3.456% 11-13-50/10-18-27                                                              | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12890000 | PA      | $12538992.41    | 0.00%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_20-EXP1                                  | CMLTI 2020-EXP1 A1A 144A FRN 05-25-60                                                              | CUSIP: 17328JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      511089 | PA      | $478416.47      | 0.00%             | 2060-05-25      | Variable      | 1.80%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-5                                               | COLT 2021-5 A1 144A FRN 11-26-66                                                                   | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9957124 | PA      | $8993115.03     | 0.00%             | 2066-11-26      | Variable      | 1.73%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST CIM_22-R2                                                              | CIM 2022-R2 A1 144A FRN 12-25-61                                                                   | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22743731 | PA      | $21675184.85    | 0.01%             | 2061-12-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $2715555.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.6745% 02-28-24/02-28-54 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3734570.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAS 2023-R01                                                                     | CAS 2023-R01 1M1 144A FRN 12-25-42                                                                 | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30017698 | PA      | $30806713.51    | 0.01%             | 2042-12-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R02                              | CAS 2023-R02 1M1 144A FRN 01-25-43                                                                 | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17442488 | PA      | $17810629.12    | 0.01%             | 2043-01-25      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST CFMT_23-HB12                                      | CFMT 2023-HB12 A 144A FRN 04-25-33                                                                 | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1052910 | PA      | $1043641.60     | 0.00%             | 2033-04-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                                | CGCMT 2023-SMRT B 144A FRN 10-12-40                                                                | CUSIP: 17291NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9877000 | PA      | $10090935.82    | 0.00%             | 2040-10-12      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.568% 03-01-24/03-01-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3630360.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.56% 03-01-24/03-01-26 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $3630330.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.9005% 04-17-24/04-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $4342935.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.5895% 05-06-24/05-06-27 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $13530460.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                                | CGCMT 2023-SMRT C 144A FRN 10-12-40                                                                | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4900000 | PA      | $4967551.40     | 0.00%             | 2040-10-12      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT                                | CGCMT 23-SMRT A 144A FRN 10-12-40                                                                  | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    55899000 | PA      | $57772958.08    | 0.02%             | 2040-10-12      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS_23-R04                                         | CAS 2023-R04 1M2 144A FRN 05-25-43                                                                 | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    75090000 | PA      | $79365549.51    | 0.03%             | 2043-05-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3                                | CGCMT 2023-PRM3 A 144A FRN 07-10-28                                                                | CUSIP: 17331LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20000000 | PA      | $20938660.00    | 0.01%             | 2028-07-10      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                     | CAS 2023-R05 1M1 144A FRN 06-25-43                                                                 | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10348701 | PA      | $10451857.19    | 0.00%             | 2043-06-25      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R05                                                                     | CAS 2023-R05 1M2 144A FRN 06-25-43                                                                 | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    46402000 | PA      | $48473106.87    | 0.02%             | 2043-06-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06                        | CAS 2023-R06 1M1 144A FRN 07-25-43                                                                 | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10842657 | PA      | $10906932.28    | 0.00%             | 2043-07-25      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06                        | CAS 2023-R06 1M2 144A FRN 07-25-43                                                                 | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34732000 | PA      | $35894341.11    | 0.01%             | 2043-07-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 2024-R01 1M2 144A FRN 01-25-44                                                                 | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6104000 | PA      | $6177669.18     | 0.00%             | 2044-01-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE - CAS_24-R01                                                          | CAS 2024-R01 1M1 144A FRN 01-25-44                                                                 | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3845263 | PA      | $3844620.84     | 0.00%             | 2044-01-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02                                                                     | CAS 2024-R02 1M1 144A FRN 02-25-44                                                                 | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2774580 | PA      | $2774763.44     | 0.00%             | 2044-02-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R02                                                                     | CAS 2024-R02 1M2 144A FRN 02-25-44                                                                 | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6661000 | PA      | $6727303.59     | 0.00%             | 2044-02-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| CAS 2023-R08                                                                     | CAS 2023-R08 1M1 144A FRN 10-25-43                                                                 | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3861404 | PA      | $3874733.70     | 0.00%             | 2043-10-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                  | CHASE 2024-RPL2 A1A 144A FRN 08-25-64                                                              | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7280502 | PA      | $6461183.43     | 0.00%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST CHASE_24-RPL2                                  | CHASE 2024-RPL2 A1B 144A FRN 08-25-64                                                              | CUSIP: 161930AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11462977 | PA      | $10081940.50    | 0.00%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1M1 144A FRN 05-25-44                                                                 | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1736013 | PA      | $1736174.18     | 0.00%             | 2044-05-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R04                                                                     | CAS 2024-R04 1M2 144A FRN 05-25-44                                                                 | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3348000 | PA      | $3370053.28     | 0.00%             | 2044-05-25      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGCI 3.5 G16210 06-01-32                                                                           | CUSIP: 3128MFDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21246 | PA      | $20980.57       | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 ZS4747 12-01-47                                                                      | CUSIP: 3132A5HY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13652245 | PA      | $12540460.34    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 BE7150 02-01-32                                                                      | CUSIP: 3140FS5L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       75450 | PA      | $74457.86       | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.815% 05-06-24/05-06-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $6927779.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES LTD                                                                        | CUSIP: N/A<br>LEI: K2NEH8QNVW44JIWK7Z55       | Long             | EC               | CORP              | US        |     1693000 | NS      | $530146020.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                                    | REGENERON PHARMACEUTICALS INC                                                                      | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      105342 | NS      | $55304550.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC                                                    | REXFORD INDUSTRIAL REALTY INC (REIT)                                                               | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     2069500 | NS      | $73612115.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BM4413 12-01-47                                                                      | CUSIP: 3140J83X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5172093 | PA      | $5034629.40     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.0 V80026 04-01-43                                                                          | CUSIP: 3132L5A37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22313 | PA      | $20196.26       | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL GOLD INC                                                                   | ROYAL GOLD INC                                                                                     | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     4269700 | NS      | $759323448.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 V85664 06-01-49                                                                          | CUSIP: 3132LBJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22019529 | PA      | $20239756.37    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHLMC POOL #760015 ARH5 FRN 01-01-47                                                               | CUSIP: 31342WAQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3892209 | PA      | $3792918.57     | 0.00%             | 2047-01-01      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS CA3807 07-01-49                                                                          | CUSIP: 3140QBGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3963811 | PA      | $3527114.36     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA3806 07-01-49                                                                      | CUSIP: 3140QBGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2643063 | PA      | $2355960.68     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.0 BF0293 07-01-48                                                                         | CUSIP: 3140FXKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    52112363 | PA      | $46243989.94    | 0.02%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.0 G61733 12-01-47                                                                          | CUSIP: 31335B4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13892295 | PA      | $12439272.19    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 888746 10-01-37                                                                      | CUSIP: 31410GL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      342626 | PA      | $356469.87      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-3                                          | SCRT 18-3 MA 3.5% 08-25-57                                                                         | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    16146961 | PA      | $15572903.95    | 0.01%             | 2057-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA4533 11-01-49                                                                      | CUSIP: 3140QCBB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    28450519 | PA      | $25316211.06    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA4756 12-01-49                                                                      | CUSIP: 3140QCJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15255474 | PA      | $13539293.90    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.5 BF0325 11-01-48                                                                         | CUSIP: 3140FXLF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29378634 | PA      | $26805682.28    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.5 BF0318 08-01-48                                                                         | CUSIP: 3140FXK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21927944 | PA      | $20007319.39    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA4432 10-01-49                                                                      | CUSIP: 3140QB4S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      137968 | PA      | $129971.27      | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD7506 09-01-49                                                                      | CUSIP: 3132DVKT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    36428760 | PA      | $34430242.11    | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3976 08-01-49                                                                      | CUSIP: 3140QBM21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1200324 | PA      | $1133354.26     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1784 09-01-48                                                                      | CUSIP: 3140X46W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      156609 | PA      | $148316.41      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1668 08-01-49                                                                      | CUSIP: 3140X42A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      133110 | PA      | $125682.91      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA1542 04-01-48                                                                      | CUSIP: 3140Q8WC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      115175 | PA      | $109097.35      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3184 03-01-49                                                                      | CUSIP: 3140QARE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      225990 | PA      | $213731.45      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RA1744 11-01-49                                                                      | CUSIP: 3133KG5D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      529592 | PA      | $499223.68      | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4112 09-01-49                                                                      | CUSIP: 3140QBSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      793398 | PA      | $733298.42      | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA3814 07-01-49                                                                      | CUSIP: 3140QBGY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      717379 | PA      | $663039.38      | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SI2002 03-01-48                                                                      | CUSIP: 3133USGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       25027 | PA      | $23704.06       | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QA5118 12-01-49                                                                      | CUSIP: 31346YVK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    29277552 | PA      | $26727155.44    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4800 12-01-49                                                                      | CUSIP: 3140QCKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    43387969 | PA      | $39966480.42    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI3 3.0 BF0323 11-01-48                                                                         | CUSIP: 3140FXLD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23092983 | PA      | $20492574.85    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA2771 10-01-46                                                                      | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      921738 | PA      | $818952.73      | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA2608 05-01-46                                                                      | CUSIP: 31418B3S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      994509 | PA      | $884432.37      | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD7508 10-01-49                                                                      | CUSIP: 3132DVKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7478370 | PA      | $6895939.98     | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA0453 09-01-47                                                                      | CUSIP: 3140Q7QF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16106060 | PA      | $15255144.22    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FM1913 09-01-49                                                                      | CUSIP: 3140X5DT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2658416 | PA      | $2518338.36     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS ZA5889 11-01-48                                                                          | CUSIP: 31329PRJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2987167 | PA      | $2826896.58     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BO4808 12-01-49                                                                      | CUSIP: 3140K0KW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11539624 | PA      | $10178940.50    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0332 01-01-59                                                                         | CUSIP: 3140FXLN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    53092662 | PA      | $45789500.51    | 0.02%             | 2059-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0262 05-01-58                                                                         | CUSIP: 3140FXJG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      362006 | PA      | $312205.74      | 0.00%             | 2058-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0174 02-01-57                                                                         | CUSIP: 3140FXFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4692823 | PA      | $3965608.72     | 0.00%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0177 02-01-57                                                                         | CUSIP: 3140FXFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4537763 | PA      | $3946986.92     | 0.00%             | 2057-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0189 06-01-57                                                                         | CUSIP: 3140FXF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7092613 | PA      | $6116931.86     | 0.00%             | 2057-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DD1746 02-01-55                                                                      | CUSIP: 3140B15G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      500192 | PA      | $503304.70      | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 DD7388 04-01-55                                                                      | CUSIP: 3140B8F63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      332145 | PA      | $325711.83      | 0.00%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 DC3150 10-01-54                                                                      | CUSIP: 3140AQQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5978072 | PA      | $5863855.22     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DC6856 12-01-54                                                                      | CUSIP: 3140AUTN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      375820 | PA      | $376007.98      | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL0796 04-01-55                                                                      | CUSIP: 31427M3E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    25741625 | PA      | $26176092.07    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC7035 12-01-54                                                                      | CUSIP: 3140AUY98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14316453 | PA      | $14557127.32    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX4065 01-01-55                                                                      | CUSIP: 31425YQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8940458 | PA      | $9090246.68     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DD0835 01-01-55                                                                      | CUSIP: 3140B04V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13102211 | PA      | $13321882.71    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5391 06-01-51                                                                      | CUSIP: 3133KL7C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      381899 | PA      | $330885.19      | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5671 04-01-55                                                                      | CUSIP: 31418FJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17370287 | PA      | $16626074.48    | 0.01%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5644 03-01-55                                                                      | CUSIP: 31418FHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16523524 | PA      | $15815590.28    | 0.01%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SL0419 10-01-53                                                                      | CUSIP: 31427MPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9028784 | PA      | $7820994.70     | 0.00%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8534 05-01-55                                                                      | CUSIP: 3132DWPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5347976 | PA      | $5437576.39     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 DC9721 01-01-55                                                                      | CUSIP: 3140AXYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4638867 | PA      | $4796216.97     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CC0354 04-01-55                                                                      | CUSIP: 3140Y6MC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6088853 | PA      | $6292208.51     | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3584 05-01-52                                                                      | CUSIP: 3140QN6W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      211241 | PA      | $183739.44      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM6556 03-01-51                                                                      | CUSIP: 3140XAJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      999901 | PA      | $792640.13      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2095 11-01-51                                                                      | CUSIP: 3140QMKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       94495 | PA      | $81899.66       | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CA8587 01-01-51                                                                      | CUSIP: 3140QGRH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      999998 | PA      | $792723.74      | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5762 07-01-55                                                                      | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5999400 | PA      | $6199767.96     | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS8786 07-01-54                                                                      | CUSIP: 3140XQXQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2668780 | PA      | $2758327.80     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB3343 04-01-52                                                                      | CUSIP: 3140QNWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       44133 | PA      | $35057.98       | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6664 02-01-52                                                                      | CUSIP: 3133KNMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    90824479 | PA      | $79168338.07    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RA8647 05-01-53                                                                      | CUSIP: 3133KQTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3536252 | PA      | $3391240.57     | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4548 09-01-52                                                                      | CUSIP: 3140QQBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4325654 | PA      | $4031734.18     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB6853 08-01-53                                                                      | CUSIP: 3140QSTK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5382491 | PA      | $5156162.85     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB6719 07-01-53                                                                      | CUSIP: 3140QSPD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3495060 | PA      | $3348096.60     | 0.00%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC CL A                                                                                 | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      543000 | NS      | $149661660.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP                                                                                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      566168 | NS      | $30731599.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CENTERPOINT ENERGY INC                                                                             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    23289036 | NS      | $855639182.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD                                                                     | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |    39331206 | NS      | $1236185508.94  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP                                                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     5750743 | NS      | $1223528080.68  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPER COS INC/THE                                                               | COOPER COS INC/THE                                                                                 | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     1634000 | NS      | $116275440.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | CONOCOPHILLIPS                                                                                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     1604453 | NS      | $143983612.22   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                                   | SALESFORCE INC                                                                                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     2878521 | NS      | $784943891.49   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP                                                                                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     7209374 | NS      | $235241873.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                                      | CORTEVA INC                                                                                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     3882408 | NS      | $289355868.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC                                                                                 | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Long             | EC               | CORP              | CA        |    42409745 | NS      | $577090196.33   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP                                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |    18347347 | NS      | $1265599996.06  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSEC 4.875% 04-15-28                                                               | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     7892000 | PA      | $8059120.99     | 0.00%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | NOVARTIS CAPITAL CORP SR UNSEC 2.0% 02-14-27                                                       | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     1607000 | PA      | $1561915.62     | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 3.05% 05-15-50                                                      | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     4487000 | PA      | $2954586.30     | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | NOVANT HEALTH INC SR UNSEC 3.168% 11-01-51                                                         | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    25939000 | PA      | $17079742.06    | 0.01%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL HOLDINGS INC SR UNSEC 1.875% 01-15-27                                       | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      516000 | PA      | $497803.78      | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 1.887% 01-12-27                                     | CUSIP: 6325C0EB3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     3750000 | PA      | $3632936.25     | 0.00%             | 2027-01-12      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 4.55% 06-01-53                                                      | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1966000 | PA      | $1662361.13     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSEC 7.472% 11-10-26/25                                                      | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $5049750.00     | 0.00%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORP                                                | NATIONAL SECURITIES CLEARING CORP 144A LIFE SR UNSEC 5.1% 11-21-27                                 | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6146268.00     | 0.00%             | 2027-11-21      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                      | NATIONAL AUSTRALIA BANK LTD 144A LIFE SUB 6.429% 01-12-33                                          | CUSIP: 632525BC4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      650000 | PA      | $694623.80      | 0.00%             | 2033-01-12      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.55% 01-28-33                          | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     5893000 | PA      | $5769518.08     | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 4.45% 03-01-33                                                      | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     7243000 | PA      | $7090274.10     | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                               | NORTHWESTERN MUTUAL GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 06-12-28                     | CUSIP: 66815L2M0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20405780.00    | 0.01%             | 2028-06-12      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 06-13-28                           | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20421520.00    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)                                    | NATIONAL AUSTRALIA BANK LTD SR UNSEC 4.9% 06-13-28                                                 | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12298728.00    | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSEC 5.808% 09-13-29/28                                                      | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    25000000 | PA      | $25969175.00    | 0.01%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | NASDAQ INC SR UNSEC 5.35% 06-28-28                                                                 | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     3390000 | PA      | $3491350.83     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | NASDAQ INC SR UNSEC 5.55% 02-15-34                                                                 | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1323722.27     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54                                                      | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    16224000 | PA      | $15509851.97    | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.55% 10-01-34                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    80448000 | PA      | $78992534.78    | 0.03%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | SUTTER HEALTH SR UNSEC 1.321% 08-15-25                                                             | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5975814.00     | 0.00%             | 2025-08-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.95% 02-01-51                                       | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1883000 | PA      | $1104317.36     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.                                           | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV 144A LIFE SR UNSEC 1.2% 03-11-26                              | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    10165000 | PA      | $9957908.46     | 0.00%             | 2026-03-11      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 12-31-31                                                          | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27000000 | PA      | $27839972.70    | 0.01%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.375% 12-31-29                                                        | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   337000000 | PA      | $345353488.60   | 0.14%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 01-15-28                                                         | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   720000000 | PA      | $729350280.00   | 0.29%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BO1345 08-01-49                                                                      | CUSIP: 3140JVP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       24692 | PA      | $22624.44       | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.5 FM1441 08-01-39                                                                      | CUSIP: 3140X4S72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      324416 | PA      | $312293.38      | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 3.5 ZA2505 05-01-38                                                                      | CUSIP: 31329KYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       55794 | PA      | $53773.83       | 0.00%             | 2038-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 ZS4726 07-01-47                                                                      | CUSIP: 3132A5HB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       19198 | PA      | $17690.46       | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.5 MA3280 02-01-38                                                                      | CUSIP: 31418CUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       83240 | PA      | $80310.42       | 0.00%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMA 20YR 3.5 MA3412 07-01-38                                                                      | CUSIP: 31418CYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      206217 | PA      | $198810.46      | 0.00%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8505 02-01-55                                                                      | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    23031673 | PA      | $22585595.87    | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8524 04-01-55                                                                      | CUSIP: 3132DWPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      436259 | PA      | $436477.70      | 0.00%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QI5819 05-01-54                                                                      | CUSIP: 3133WCPC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       60011 | PA      | $60118.51       | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5646 03-01-55                                                                      | CUSIP: 31418FHY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    67259326 | PA      | $67293023.17    | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QX8321 03-01-55                                                                      | CUSIP: 31426FG76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      246507 | PA      | $246630.37      | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8515 03-01-55                                                                      | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      752394 | PA      | $752770.56      | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM5444 12-01-50                                                                      | CUSIP: 3140X9BN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      968591 | PA      | $767803.40      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8517 03-01-55                                                                      | CUSIP: 3132DWPA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    90867515 | PA      | $93902308.48    | 0.04%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BR0772 01-01-51                                                                      | CUSIP: 3140KX2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      694275 | PA      | $550783.83      | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB7148 12-01-50                                                                      | CUSIP: 3133AD5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      365867 | PA      | $290025.95      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD2433 12-01-51                                                                      | CUSIP: 3133AYV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       38113 | PA      | $30211.47       | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD5035 01-01-52                                                                      | CUSIP: 3133B2SY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      403526 | PA      | $319864.35      | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BR3255 02-01-51                                                                      | CUSIP: 3140L1TM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      297224 | PA      | $235612.07      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD4747 01-01-52                                                                      | CUSIP: 3133B2HY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13837012 | PA      | $10968211.67    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD6093 02-01-52                                                                      | CUSIP: 3133B3XW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16525613 | PA      | $13099440.55    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB8132 01-01-51                                                                      | CUSIP: 3133AFA92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      596471 | PA      | $473203.76      | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2666 01-01-52                                                                      | CUSIP: 3140QM6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1999800 | PA      | $1732626.79     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW4879 04-01-53                                                                      | CUSIP: 3140MWM52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      196297 | PA      | $170123.99      | 0.00%             | 2053-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 QY4944 04-01-55                                                                      | CUSIP: 31426PP66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       39045 | PA      | $40355.22       | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB1186 07-01-51                                                                      | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23965110 | PA      | $19053532.38    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI8121 07-01-41                                                                      | CUSIP: 3138ANAX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      545747 | PA      | $552831.27      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AV1538 11-01-43                                                                      | CUSIP: 3138XCV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3329117 | PA      | $3275428.00     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU9348 11-01-43                                                                      | CUSIP: 3138X9L64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      118547 | PA      | $114315.50      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS AU9350 11-01-43                                                                          | CUSIP: 3138X9L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      120737 | PA      | $116301.86      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Q23185 11-01-43                                                                              | CUSIP: 3132M3F28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      128574 | PA      | $124044.84      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q23190 125K MAX 11-01-43                                                                 | CUSIP: 3132M3F77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      169715 | PA      | $163859.78      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AU8813 11-01-43                                                                      | CUSIP: 3138X8YK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      185477 | PA      | $178664.09      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA3107 09-20-45                                                                           | CUSIP: 36179RNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       53566 | PA      | $52386.54       | 0.00%             | 2045-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA3175 10-20-45                                                                           | CUSIP: 36179RQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2288323 | PA      | $2237941.07     | 0.00%             | 2045-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_15-GS1                                         | GSMS 15-GS1 AAB 3.553% 11-10-48                                                                    | CUSIP: 36252AAD8<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |      193757 | PA      | $193362.52      | 0.00%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA4587 07-20-47                                                                           | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8352092 | PA      | $7879221.32     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA4653 08-20-47                                                                           | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1488544 | PA      | $1398961.79     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_17-GS7                                         | GSMS 17-GS7 A4 3.43% 08-10-50/07-12-27                                                             | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11268000 | PA      | $10962851.29    | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA4779 10-20-47                                                                           | CUSIP: 36179TJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1755087 | PA      | $1651019.32     | 0.00%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA4901 12-20-47                                                                           | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14140601 | PA      | $13323076.55    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.0 MA3873 08-20-46                                                                           | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17691852 | PA      | $15893687.96    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA5078 03-20-48                                                                           | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15503107 | PA      | $14621925.52    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA5191 05-20-48                                                                           | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17090567 | PA      | $15794264.92    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5193 05-20-48                                                                           | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2814768 | PA      | $2749299.05     | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA5528 10-20-48                                                                           | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      361023 | PA      | $340499.47      | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5652 12-20-48                                                                           | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      999924 | PA      | $977743.30      | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 6.0 004291 11-20-38                                                                           | CUSIP: 36202EXU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      620844 | PA      | $650370.55      | 0.00%             | 2038-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5818 03-20-49                                                                           | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      738061 | PA      | $721163.80      | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_19-GC38                                        | GSMS 19-GC38 A4 3.968% 02-10-52/01-12-29                                                           | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      405000 | PA      | $394586.64      | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI D 144A FRN 03-15-42                                                                  | CUSIP: 419909AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5432000 | PA      | $5432391.10     | 0.00%             | 2042-03-15      | Variable      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM7                                       | IMPRL 22-NQM7 A1 144A 7.369% 11-25-67/26                                                           | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4422834 | PA      | $4437300.83     | 0.00%             | 2067-11-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST IMPRL_23-NQM1                                       | IMPRL 2023-NQM1 A1 144A 5.941% 02-25-68                                                            | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6877819 | PA      | $6876519.16     | 0.00%             | 2068-02-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| IHSFR 2024-SFR1                                                                  | IHSFR 24-SFR1 B 144A 4.0% 09-17-41/09-19-29                                                        | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5767000 | PA      | $5556002.77     | 0.00%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| INTOWN MORTGAGE TRUST TOWN_25-STAY                                               | TOWN 2025-STAY A 144A FRN 03-15-42                                                                 | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19965000 | PA      | $19907181.36    | 0.01%             | 2042-03-15      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_16-JP4                 | JPMCC 2016-JP4 A4 FRN 12-15-49                                                                     | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8015000 | PA      | $7890318.66     | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C5                           | JPMDB 17-C5 A5 3.6939% 03-15-50/01-15-27                                                           | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2520000 | PA      | $2454908.40     | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST JPMDB_17-C7                           | JPMDB 17-C7 A5 3.4092% 10-15-50/08-17-27                                                           | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      930000 | PA      | $902703.57      | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO A 144A 3.0242% 01-05-39/01-08-27                                                      | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    34220000 | PA      | $31206381.48    | 0.01%             | 2039-01-05      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 2022-OPO C 144A FRN 01-05-39                                                                 | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2318000 | PA      | $1966820.68     | 0.00%             | 2039-01-05      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-OPO                | JPMCC 22-OPO B 144A 3.3765% 01-05-39/01-08-27                                                      | CUSIP: 46655AAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8773000 | PA      | $7829972.68     | 0.00%             | 2039-01-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JW 2024-BERY                                                                     | JW 2024-BERY A 144A FRN 11-15-39                                                                   | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12547000 | PA      | $12574139.16    | 0.01%             | 2039-11-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.723% 05-07-24/05-07-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $6006214.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $10814788.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.8055% 06-18-24/06-18-34 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2612260.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC                                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     2201341 | NS      | $410373989.22   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-4                                        | AESOP 23-4 A 144A 5.49% 06-20-29/28                                                                | CUSIP: 05377RGY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12400000 | PA      | $12748774.80    | 0.01%             | 2029-06-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-3                                        | AESOP 23-3 A 144A 5.44% 02-22-28/27                                                                | CUSIP: 05377RGU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2750000 | PA      | $2786129.50     | 0.00%             | 2028-02-22      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | QUANTA SERVICES INC                                                                                | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     2125416 | NS      | $803577281.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC                                              | RESTAURANT BRANDS INTERNATIONAL INC (USD)                                                          | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |     4511323 | NS      | $299055601.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6                                        | AESOP 23-6 A 144A 5.81% 12-20-29/28                                                                | CUSIP: 05377RHG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28032000 | PA      | $29161297.15    | 0.01%             | 2029-12-20      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5                                        | AESOP 23-5 A 144A 5.78% 04-20-28/27                                                                | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15110000 | PA      | $15423910.25    | 0.01%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX CORP                                                                      | ROBLOX CORP                                                                                        | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     4638959 | NS      | $488018486.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2                              | AMCAR 2023-2 A3 5.81% 05-18-28                                                                     | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    34592000 | PA      | $34857528.19    | 0.01%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-8                                        | AESOP 23-8 A 144A 6.02% 02-20-30/29                                                                | CUSIP: 05377RHM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7175000 | PA      | $7512232.18     | 0.00%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                        | AESOP 24-1 B 144A 5.85% 06-20-30/29                                                                | CUSIP: 05377RHZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2846000 | PA      | $2946184.89     | 0.00%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                                | CHAOT 24-4 A2 144A 5.25% 09-27-27/04-27-26                                                         | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10206800 | PA      | $10231316.55    | 0.00%             | 2027-09-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2024-3                                                                     | CARMX 24-3 A3 4.89% 07-16-29/05-15-28                                                              | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    37004000 | PA      | $37407047.57    | 0.01%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CLARUS 2024-1A                                                                   | CLARUS 24-1 A2 144A 4.71% 08-20-32/05-20-27                                                        | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5945757 | PA      | $5953867.36     | 0.00%             | 2032-08-20      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-5                                                | CHAOT 24-5 A2 144A 4.4% 11-26-27/06-25-26                                                          | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8448493 | PA      | $8444193.02     | 0.00%             | 2027-11-26      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-D                                                                       | CPS 24-D B 144A 4.65% 03-15-29/10-15-26                                                            | CUSIP: 22411JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2951000 | PA      | $2951141.65     | 0.00%             | 2029-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 25-1 B 144A 6.504% 02-15-50/02-17-32                                                         | CUSIP: 14856VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12476782 | PA      | $12621200.97    | 0.01%             | 2050-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CLAST 2025-1A                                                                    | CLAST 25-1 A 144A 5.783% 02-15-50/02-17-32                                                         | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    70807224 | PA      | $71896451.14    | 0.03%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CPS 2025-B                                                                       | CPS 25-B A 144A 4.74% 02-15-29/11-16-26                                                            | CUSIP: 12630SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18446197 | PA      | $18453999.67    | 0.01%             | 2029-02-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-1                                                        | CLIF 20-1A A 144A 2.08% 09-18-45                                                                   | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    17157952 | PA      | $15960669.89    | 0.01%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-2                                                        | CLIF 20-2A A 144A 2.03% 09-15-45                                                                   | CUSIP: 12563LAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17371289 | PA      | $16173416.70    | 0.01%             | 2045-09-15      | Fixed         | 2.03%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC CLIF_20-3                                                        | CLIF 20-3A A 144A 2.07% 10-18-45                                                                   | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    23489033 | PA      | $21892601.03    | 0.01%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_21-2                                                   | DTAOT 21-2A D 144A 1.5% 02-16-27/01-15-25                                                          | CUSIP: 23345EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      607457 | PA      | $605299.06      | 0.00%             | 2027-02-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15-37A                                             | DRSLF 2015-37A AR CLO 144A FRN 01-15-31                                                            | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-O            | CORP              | KY        |     2518099 | PA      | $2520143.72     | 0.00%             | 2031-01-15      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                          | EFF 24-1 A3 144A 5.16% 09-20-30/28                                                                 | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4751000 | PA      | $4843986.57     | 0.00%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 24-1 B 5.29% 08-15-28/06-15-26                                                                | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5825000 | PA      | $5838048.00     | 0.00%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 24-1 D 5.84% 06-17-30/05-15-28                                                                | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9760000 | PA      | $9954263.04     | 0.00%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.623% 05-09-29/28                                                   | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $19123139.00    | 0.01%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.027% 05-28-36/35                                                   | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    57894000 | PA      | $59662256.44    | 0.02%             | 2036-05-28      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.389% 05-28-31/30                                                   | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    42917000 | PA      | $43714612.45    | 0.02%             | 2031-05-28      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST IV                                                    | FIVE CORNERS FUNDING TRUST IV 144A LIFE SR UNSEC 5.997% 02-15-53                                   | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      384000 | PA      | $392093.57      | 0.00%             | 2053-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28                                                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    14970000 | PA      | $15475896.18    | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26                                                   | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    14590000 | PA      | $14792071.50    | 0.01%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AS7168 05-01-46                                                                      | CUSIP: 3138WG6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2958977 | PA      | $2733319.16     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BE3151 01-01-47                                                                      | CUSIP: 3140FNQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      899975 | PA      | $831153.10      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BE3162 01-01-47                                                                      | CUSIP: 3140FNQQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      776302 | PA      | $715166.05      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AL9499 01-01-46                                                                      | CUSIP: 3138ERRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4090740 | PA      | $3802453.34     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 888292 03-01-37                                                                      | CUSIP: 31410F2Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1256973 | PA      | $1318406.58     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 C91912 02-01-37                                                                           | CUSIP: 3128P8DR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2677113 | PA      | $2538575.26     | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 3.0 C91917 02-01-37                                                                           | CUSIP: 3128P8DW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5416887 | PA      | $5136568.95     | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHARM FRN 760014 08-01-45                                                                          | CUSIP: 31342WAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      558717 | PA      | $556981.49      | 0.00%             | 2045-08-01      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FHR 3318 JT PAC 5.5% 05-15-37                                                                      | CUSIP: 31397HDZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |       29655 | PA      | $31174.45       | 0.00%             | 2037-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 2017-M3 A2 FRN 12-25-26                                                                        | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    26937497 | PA      | $26273434.17    | 0.01%             | 2026-12-25      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNA 2017-M7 A2 FRN 02-25-27                                                                        | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     1982584 | PA      | $1945067.76     | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNIONP 6.5 256860 08-01-37                                                                         | CUSIP: 31371NJD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      198089 | PA      | $206602.82      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 G08775 08-01-47                                                                          | CUSIP: 3128MJ2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8945194 | PA      | $8456428.53     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA3149 10-01-47                                                                      | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10153866 | PA      | $9619011.30     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA3183 11-01-47                                                                      | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2503302 | PA      | $2371442.95     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CA0623 10-01-47                                                                      | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2170474 | PA      | $2118142.03     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 V83507 10-01-47                                                                          | CUSIP: 3132L83Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1436550 | PA      | $1362593.45     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 256975 40YR 10-01-47                                                                      | CUSIP: 31371NMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       35213 | PA      | $35773.29       | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0770 11-01-47                                                                      | CUSIP: 3140Q72C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3737691 | PA      | $3423268.77     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-INV1                                                                  | JPMMT 2024-INV1 A4 144A FRN 04-25-55                                                               | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6811078 | PA      | $6892524.62     | 0.00%             | 2055-04-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS2                                          | LMAT 2021-GS2 A1 144A 5.75% 04-25-61                                                               | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4863462 | PA      | $4865981.34     | 0.00%             | 2061-04-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 947661 10-01-47                                                                               | CUSIP: 31413KJE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        6883 | PA      | $7061.43        | 0.00%             | 2047-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA1015 01-01-48                                                                      | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       49058 | PA      | $46604.31       | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTR 2019-36A                                                                   | VENTR 2019-36A A1AR CLO 144A FRN 04-20-32                                                          | CUSIP: 92332LAU3<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-O            | CORP              | KY        |     7738359 | PA      | $7746313.68     | 0.00%             | 2032-04-20      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA1532 04-01-48                                                                      | CUSIP: 3140Q8V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7558304 | PA      | $6928697.09     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 6.0 G04552 09-01-38                                                                          | CUSIP: 3128M6L97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      277240 | PA      | $291102.03      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_17-29A                                                     | VENTR 17-29 AR CLO 144A FRN (TSFR3M + 125.16) 09-07-30                                             | CUSIP: 92331EAF3<br>LEI: 549300ITFR7G25007V93 | Long             | ABS-O            | CORP              | KY        |     1406316 | PA      | $1406912.65     | 0.00%             | 2030-09-07      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-3                                                   | VZMT 23-3 A 144A 4.73% 04-21-31/04-20-28                                                           | CUSIP: 92348KBP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    44216000 | PA      | $44926595.34    | 0.02%             | 2031-04-21      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST LMAT_21-GS5                                          | LMAT 2021-GS5 A1 144A 5.25% 07-25-67                                                               | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9605560 | PA      | $9594523.01     | 0.00%             | 2067-07-25      | Variable      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MSBAM 2015-C22                                                                   | MSBAM 15-C22 A4 3.306% 04-15-48/04-17-25                                                           | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      378705 | PA      | $373197.04      | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-1                                                   | VZMT 24-1 A1A 5.00% 12-20-28                                                                       | CUSIP: 92348KCL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    27148000 | PA      | $27207779.90    | 0.01%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                     | VSTRG 24-A A2 144A 5.79% 08-16-27/09-15-25                                                         | CUSIP: 92891PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      307571 | PA      | $307914.03      | 0.00%             | 2027-08-16      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA3068 02-01-49                                                                      | CUSIP: 3140QAMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4653216 | PA      | $4274286.01     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G61628 09-01-48                                                                          | CUSIP: 31335BYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4935909 | PA      | $4546357.41     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                     | VSTRG 24-A A3 144A 5.62% 12-15-28/09-15-26                                                         | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2244000 | PA      | $2256950.12     | 0.00%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VSTRG 2024-A                                                                     | VSTRG 24-A B 144A 5.77% 07-15-30/08-16-27                                                          | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2590000 | PA      | $2629987.01     | 0.00%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| VOYA 2018-3A                                                                     | VOYA 2018-3A A1R2 CLO 144A FRN 10-15-31                                                            | CUSIP: 92917KAQ7<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |    17699633 | PA      | $17703172.47    | 0.01%             | 2031-10-15      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| VOYA 2018-3A                                                                     | VOYA 2018-3A BR2 CLO 144A FRN 10-15-31                                                             | CUSIP: 92917KAU8<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-O            | CORP              | KY        |     6957000 | PA      | $6974232.49     | 0.00%             | 2031-10-15      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BH6387 10-01-47                                                                      | CUSIP: 3140GVCZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      339898 | PA      | $311075.02      | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AI5589 07-01-41                                                                      | CUSIP: 3138AKF79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       27219 | PA      | $27112.98       | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_24-3                                                   | VZMT 24-3 A1A 5.34% 04-22-30/04-20-27                                                              | CUSIP: 92348KCQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    42675000 | PA      | $43609539.83    | 0.02%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VERD 2024-1A                                                                     | VERD 24-1 A2 144A 5.68% 12-12-31/08-14-28                                                          | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6831989 | PA      | $6947190.10     | 0.00%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| INSTITUTIONAL MORTGAGE SECURITIES CANADA INC MSCI_15-UBS8                        | MSCI 15-UBS8 AS 4.114% 12-15-48/12-17-25                                                           | CUSIP: 61691ABN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2490000 | PA      | $2448529.05     | 0.00%             | 2048-12-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_16-C32                                           | MSBAM 16-C32 A4 3.72% 12-15-49/12-17-26                                                            | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      972000 | PA      | $959982.19      | 0.00%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 4.5 BJ5829 06-01-48                                                                      | CUSIP: 3140H7PP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       49894 | PA      | $48268.08       | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BK1135 02-01-48                                                                      | CUSIP: 3140HEHM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      351077 | PA      | $341799.41      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-5                                                                      | VZMT 24-5 A 144A 5% 06-21-32/06-20-29                                                              | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8341000 | PA      | $8567975.29     | 0.00%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VALLEY STREAM PARK CLO LTD VYSPK_22-1A                                           | VYSPK 2022-1A ARR CLO 144A FRN 01-20-37                                                            | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-O            | CORP              | JE        |    72350000 | PA      | $72347612.45    | 0.03%             | 2037-01-20      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CA2642 11-01-48                                                                      | CUSIP: 3140Q95C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      156993 | PA      | $152698.02      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.5 AS0727 10-01-33                                                                      | CUSIP: 3138W9YZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       51114 | PA      | $49994.68       | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIBR 2018-9RA                                                                    | VIBR 18-9R A1 CLO 144A FRN (TSFR3M+100.00) 04-20-37                                                | CUSIP: 92557BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    19735000 | PA      | $19581264.35    | 0.01%             | 2037-04-20      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| VFET 2025-1A                                                                     | VFET 25-1 A2 144A 4.41% 11-15-27                                                                   | CUSIP: 92887TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9047000 | PA      | $9056092.24     | 0.00%             | 2027-11-15      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| MSC 2022-L8                                                                      | MSC 22-L8 A5 FRN 04-15-55/03-17-32                                                                 | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1460000 | PA      | $1362372.72     | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| MCAS 2023-01                                                                     | MCAS 2023-01 M7 144A FRN 11-25-53                                                                  | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-CBDO         | CORP              | US        |    16368624 | PA      | $16999438.29    | 0.01%             | 2053-11-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 3.5 ZA2384 06-01-35                                                                      | CUSIP: 31329KUH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      148109 | PA      | $143957.09      | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G61662 02-01-48                                                                          | CUSIP: 31335BZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4381071 | PA      | $4035316.48     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-4                                                   | VZMT 25-4 A 144A 4.76% 03-21-33                                                                    | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14123000 | PA      | $14373683.25    | 0.01%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| VERD 2025-1A                                                                     | VERD 25-1 A2 144A 4.85% 03-13-28                                                                   | CUSIP: 92340GAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8649000 | PA      | $8669584.62     | 0.00%             | 2028-03-13      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4119 09-01-50                                                                      | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    81297989 | PA      | $64757506.88    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR2                                                       | FKH 20-SFR2 A 144A 1.266% 10-19-37/11-19-25                                                        | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26199937 | PA      | $25869293.44    | 0.01%             | 2037-10-19      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2                                 | WLAKE 21-2 D 144A 1.23% 12-15-26                                                                   | CUSIP: 96042RAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1595800 | PA      | $1592104.44     | 0.00%             | 2026-12-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_22-1A                                | WLAKE 22-1A D 144A 3.49% 3-15-27/1-15-25                                                           | CUSIP: 96042WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5706562 | PA      | $5692203.93     | 0.00%             | 2027-03-15      | Fixed         | 3.49%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                 | WLAKE 23-1 B 144A 5.41% 01-18-28/04-15-25                                                          | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2363240 | PA      | $2365409.23     | 0.00%             | 2028-01-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.758% 09-06-49                                                          | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1263000 | PA      | $1042101.30     | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4237 01-01-51                                                                      | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    59870649 | PA      | $47775879.91    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD7528 11-01-50                                                                      | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    85893710 | PA      | $69199151.03    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HONG KONG                                                       | BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |    15845000 | PA      | $14750522.47    | 0.01%             | 2034-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.884% 10-22-30/29                                                   | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    18663000 | PA      | $17472300.60    | 0.01%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CA6579 08-01-50                                                                      | CUSIP: 3140QEJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    39313340 | PA      | $31594008.73    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA4079 08-01-49                                                                      | CUSIP: 3140QBQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15827177 | PA      | $14429574.24    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM17                                                                   | OBX 2024-NQM17 A1 144A 5.61% 11-25-64                                                              | CUSIP: 673911AC7<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-CBDO         | CORP              | US        |    11947172 | PA      | $11989142.87    | 0.00%             | 2064-11-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM1                                                                    | OBX 2025-NQM1 A1 144A 5.547% 12-25-64/12-01-28                                                     | CUSIP: 673914AC1<br>LEI: 2549007E8KF1RJ2ZV866 | Long             | ABS-CBDO         | CORP              | US        |    41493260 | PA      | $41670394.57    | 0.02%             | 2064-12-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSEC 4.25% 04-15-27                                                         | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    11793000 | PA      | $11769201.73    | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28                                                 | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    15150000 | PA      | $14919538.20    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CA0854 12-01-47                                                                      | CUSIP: 3140Q75Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5906982 | PA      | $5425941.47     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2375 12-01-51                                                                      | CUSIP: 3140QMT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    70007869 | PA      | $58806260.13    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6483 12-01-51                                                                      | CUSIP: 3133KNFY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    59272314 | PA      | $49788684.61    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7545 09-01-51                                                                      | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    59892994 | PA      | $50546332.90    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 3.6% 02-15-28                                                    | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2456515.00     | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9291 06-01-53                                                                      | CUSIP: 3133KRKC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      761820 | PA      | $789580.03      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM3                                                                    | OBX 2025-NQM3 A1 144A 5.648% 12-01-64                                                              | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-CBDO         | CORP              | US        |    27544467 | PA      | $27713865.11    | 0.01%             | 2064-12-01      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS RECFIX USD 3.535% 01-23-25/01-23-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-711891.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2373 12-01-51                                                                      | CUSIP: 3140QMT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11716520 | PA      | $9856487.28     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2319 12-01-51                                                                      | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    68450894 | PA      | $57638664.69    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9292 06-01-53                                                                      | CUSIP: 3133KRKD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2388863 | PA      | $2485769.23     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9283 06-01-53                                                                      | CUSIP: 3133KRJ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11563171 | PA      | $11816924.85    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS RECFIX USD 3.53% 01-23-25/01-23-27 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-421814.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS PAYFIX USD 3.5485% 01-29-25/01-29-30 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1376585.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX3716 12-01-52                                                                      | CUSIP: 3140N8DW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      624021 | PA      | $625444.25      | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX6108 01-01-53                                                                      | CUSIP: 3140NAYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       56609 | PA      | $56878.26       | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2372 12-01-51                                                                      | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    32793553 | PA      | $27574655.42    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9510 12-01-51                                                                      | CUSIP: 3140LYR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25635102 | PA      | $21600136.66    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF7048 02-01-53                                                                      | CUSIP: 3133BUZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       78408 | PA      | $78524.89       | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX7774 03-01-53                                                                      | CUSIP: 3140NCT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8867785 | PA      | $8915413.62     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5971 09-01-51                                                                      | CUSIP: 3133KMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19040556 | PA      | $16759763.62    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9483 12-01-51                                                                      | CUSIP: 3140LYRD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    26098957 | PA      | $21976496.44    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY3521 06-01-53                                                                      | CUSIP: 3140NK4F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15566804 | PA      | $15608911.74    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF5251 01-01-53                                                                      | CUSIP: 3133BSZQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      607593 | PA      | $610277.62      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BM1179 04-01-47                                                                      | CUSIP: 3140J5JZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2808871 | PA      | $2522116.02     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 AS8310 11-01-46                                                                      | CUSIP: 3138WJGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2317243 | PA      | $2083138.65     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX7782 03-01-53                                                                      | CUSIP: 3140NCUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1699955 | PA      | $1704468.63     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF6796 01-01-53                                                                      | CUSIP: 3133BURR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      275976 | PA      | $276537.70      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY0667 04-01-53                                                                      | CUSIP: 3140NGW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      843566 | PA      | $846249.73      | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5089 07-01-53                                                                      | CUSIP: 31418EUP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16314059 | PA      | $15196252.06    | 0.01%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G05546 07-01-39                                                                          | CUSIP: 3128M7P75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65909 | PA      | $67685.07       | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G06028 07-01-37                                                                          | CUSIP: 3128M8A53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120788 | PA      | $123784.52      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS4947 01-01-53                                                                      | CUSIP: 3140XLP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      204189 | PA      | $190368.28      | 0.00%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW5124 02-01-53                                                                      | CUSIP: 3140MWVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       79793 | PA      | $80221.41       | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 AD0679 10-01-39                                                                      | CUSIP: 31418MXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       12751 | PA      | $13138.57       | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2882 02-01-52                                                                      | CUSIP: 3140QNFY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23699019 | PA      | $20840111.23    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4024 02-01-53                                                                      | CUSIP: 3140XKPJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      480743 | PA      | $482638.17      | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF8552 03-01-53                                                                      | CUSIP: 3133BWQD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      443458 | PA      | $445567.40      | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB8605 02-01-51                                                                      | CUSIP: 3133AFR29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14032034 | PA      | $11274991.95    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BR2666 02-01-51                                                                      | CUSIP: 3140L06C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12638978 | PA      | $10157719.08    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7599 11-01-50                                                                      | CUSIP: 3140QFNR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    31783307 | PA      | $26855877.41    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6406 11-01-51                                                                      | CUSIP: 3133KNDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1088932 | PA      | $868573.89      | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM7803 06-01-51                                                                      | CUSIP: 3140XBU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16868943 | PA      | $13594579.69    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6349 07-01-50                                                                      | CUSIP: 3140QEBT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5320988 | PA      | $4630861.15     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0548 07-01-61                                                                         | CUSIP: 3140FXTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    45809154 | PA      | $38758025.96    | 0.02%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RA7938 09-01-52                                                                      | CUSIP: 3133KPZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    50670174 | PA      | $49913820.28    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7381 10-01-50                                                                      | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4837290 | PA      | $4208886.90     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5267 05-01-51                                                                      | CUSIP: 3133KLZ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3456986 | PA      | $3019818.70     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM9416 07-01-45                                                                      | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    62555137 | PA      | $58114973.42    | 0.02%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM3280 05-01-49                                                                      | CUSIP: 3140X6UE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16187601 | PA      | $15050648.24    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3177 06-01-53                                                                      | CUSIP: 3132DQQ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    37511018 | PA      | $38332583.88    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9854 09-01-53                                                                      | CUSIP: 3133KR5P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    54519086 | PA      | $55917064.03    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD2861 05-01-53                                                                      | CUSIP: 3132DQFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    23599626 | PA      | $24059087.24    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS7507 03-01-54                                                                      | CUSIP: 3140XPKV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    56241905 | PA      | $57577538.01    | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1216 04-01-54                                                                      | CUSIP: 3142GRK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14829258 | PA      | $14936429.45    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1215 04-01-54                                                                      | CUSIP: 3142GRK58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10766804 | PA      | $10797435.29    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5968 06-01-50                                                                      | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    38980761 | PA      | $32869045.33    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 A90351 01-01-40                                                                          | CUSIP: 312938L84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       96676 | PA      | $95687.69       | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FARM 2024-1                                                                      | FARM 2024-1 A1 144A FRN 10-01-53                                                                   | CUSIP: 30335JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     5949104 | PA      | $5867720.26     | 0.00%             | 2053-10-01      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS6668 12-01-53                                                                      | CUSIP: 3140XNMS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13961996 | PA      | $13986639.18    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI6576 07-01-41                                                                      | CUSIP: 3138ALJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       67583 | PA      | $68433.62       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI4563 06-01-41                                                                      | CUSIP: 3138AJB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        4273 | PA      | $4227.26        | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS6809 02-01-54                                                                      | CUSIP: 3140XNR71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13144491 | PA      | $13155834.35    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5215 12-01-53                                                                      | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8445644 | PA      | $8457282.33     | 0.00%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1263 04-01-54                                                                      | CUSIP: 3142GRMM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    25476623 | PA      | $25549104.01    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8337 04-01-54                                                                      | CUSIP: 3140QUHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8991406 | PA      | $9020717.72     | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1348 04-01-54                                                                      | CUSIP: 3142GRQA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16299231 | PA      | $16663779.39    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB8387 04-01-54                                                                      | CUSIP: 3140QUJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4112818 | PA      | $4292630.38     | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS AI4289 06-01-41                                                                          | CUSIP: 3138AHXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      190220 | PA      | $192708.36      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI1865 05-01-41                                                                      | CUSIP: 3138AFCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       15808 | PA      | $16025.42       | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9474 07-01-53                                                                      | CUSIP: 3133KRQ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19230631 | PA      | $19667396.90    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K755                             | FHMS K755 A2 (MF) 5.203% 02-25-31                                                                  | CUSIP: 3137HCH39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    45775000 | PA      | $47854512.48    | 0.02%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI4296 06-01-41                                                                      | CUSIP: 3138AHX27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       52714 | PA      | $53399.09       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI0582 05-01-41                                                                      | CUSIP: 3138ADUG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      202550 | PA      | $204637.03      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD4999 08-01-53                                                                      | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    91183130 | PA      | $89833802.29    | 0.04%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD3386 07-01-53                                                                      | CUSIP: 3132DQXP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10154932 | PA      | $10169981.57    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AH9420 04-01-41                                                                      | CUSIP: 3138ABPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      135751 | PA      | $138850.59      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AH9938 05-01-41                                                                      | CUSIP: 3138ACBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      137952 | PA      | $138859.00      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QH5936 12-01-53                                                                      | CUSIP: 3133CJSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8571049 | PA      | $8796124.97     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI0006 02-01-54                                                                      | CUSIP: 3133W6AF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4712573 | PA      | $4795570.77     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4626 06-01-52                                                                      | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13377131 | PA      | $12472395.83    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AH9370 04-01-41                                                                      | CUSIP: 3138ABMU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      240161 | PA      | $243280.02      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8745 09-01-51                                                                      | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3135033 | PA      | $2603023.84     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4577 04-01-52                                                                      | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16632278 | PA      | $13223875.49    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8244 09-01-52                                                                      | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      224741 | PA      | $209529.08      | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8212 05-01-52                                                                      | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      711775 | PA      | $592567.43      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4578 04-01-52                                                                      | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3232205 | PA      | $2688958.92     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA5288 05-01-51                                                                      | CUSIP: 3133KL2V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10296603 | PA      | $8279827.67     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7028 09-01-50                                                                      | CUSIP: 3140QEY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1906039 | PA      | $1609976.17     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5782 09-01-51                                                                      | CUSIP: 3133KMM77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15488414 | PA      | $13047811.61    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB0290 04-01-51                                                                      | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    64741744 | PA      | $51399959.70    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD7089 02-01-52                                                                      | CUSIP: 3133B42W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4158048 | PA      | $3774534.26     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.5 BF0585 12-01-61                                                                         | CUSIP: 3140FXUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    45807022 | PA      | $43884135.13    | 0.02%             | 2061-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2286 12-01-51                                                                      | CUSIP: 3140QMRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    37747181 | PA      | $31721107.83    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8980 09-01-51                                                                      | CUSIP: 3140XC6S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       20878 | PA      | $17404.58       | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9294 06-01-53                                                                      | CUSIP: 3133KRKF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2756575 | PA      | $2868395.92     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9284 06-01-53                                                                      | CUSIP: 3133KRJ54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6437815 | PA      | $6640457.60     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9295 06-01-53                                                                      | CUSIP: 3133KRKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      665908 | PA      | $704321.24      | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM5509 01-01-51                                                                      | CUSIP: 3140X9DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    72350952 | PA      | $63589034.87    | 0.03%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7048 09-01-50                                                                      | CUSIP: 3140QEZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    24463596 | PA      | $21490461.36    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM8477 08-01-51                                                                      | CUSIP: 3140XCM39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    63005412 | PA      | $55158528.82    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8342 07-01-53                                                                      | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    44057855 | PA      | $44172141.05    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8331 06-01-53                                                                      | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16343492 | PA      | $16376538.80    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5072 07-01-53                                                                      | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    38637157 | PA      | $38710335.97    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0191 04-01-51                                                                      | CUSIP: 3140QKF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    34898193 | PA      | $30495960.49    | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0193 04-01-51                                                                      | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4297003 | PA      | $3755619.09     | 0.00%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4979 04-01-53                                                                      | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4444554 | PA      | $4454114.29     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8341 07-01-53                                                                      | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      259616 | PA      | $255536.89      | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA3384 08-01-50                                                                      | CUSIP: 3133KJXM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1691991 | PA      | $1480915.02     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7052 09-01-50                                                                      | CUSIP: 3140QEZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1662670 | PA      | $1455941.49     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW1243 10-01-52                                                                      | CUSIP: 3140MSLZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6120917 | PA      | $6149055.11     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 FS4563 05-01-53                                                                      | CUSIP: 3140XLB98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6805803 | PA      | $6724718.42     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS4747 08-01-52                                                                      | CUSIP: 3140XLHZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10031438 | PA      | $9106148.16     | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD2716 04-01-53                                                                      | CUSIP: 3132DQAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10573621 | PA      | $10449825.16    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8329 06-01-53                                                                      | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    89370072 | PA      | $87826293.42    | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 4.186% 02-18-25/02-18-27 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-22089831.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD                                               | NORWEGIAN CRUISE LINE HOLDINGS LTD                                                                 | CUSIP: N/A<br>LEI: 254900W8I5G9146RBD88       | Long             | EC               | CORP              | US        |    14081096 | NS      | $285564626.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NESTLE SA                                                                        | NESTLE SA                                                                                          | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |     6256360 | NS      | $621575220.62   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC                                                                                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      866324 | NS      | $1160120458.12  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE INC                                                                         | NIKE INC CL B                                                                                      | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |    11296033 | NS      | $802470184.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | NORTHROP GRUMMAN CORP                                                                              | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     1694207 | NS      | $847069615.86   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORPORATION                                                                       | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      792952 | NS      | $202971923.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK BANK_22-BNK43                                                               | BANK 22-BNK43 A5 4.399% 08-15-55/07-15-32                                                          | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5575000 | PA      | $5398924.78     | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44                                                                  | BANK 2022-BNK44 ASB FRN 03-15-32                                                                   | CUSIP: 06540KAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5261335.00     | 0.00%             | 2032-03-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | NUCOR CORP                                                                                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     1121816 | NS      | $145320044.64   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA CORP                                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    25865165 | NS      | $4086437418.35  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 23-BNK45 A5 5.203% 02-15-56/01-18-33                                                          | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2860000 | PA      | $2906323.42     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR1                                                                  | BANK5 2023-5YR1 A3 FRN 04-15-56                                                                    | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4739000 | PA      | $4929370.37     | 0.00%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| NOVO NORDISK AS                                                                  | NOVO NORDISK AS B ADR                                                                              | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |     2185000 | NS      | $150808700.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP                                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     1223132 | NS      | $267413349.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAPITAL INC                                                             | BLUE OWL CAPITAL INC CL A                                                                          | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    30252322 | NS      | $581147105.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC                                                                                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     2135550 | NS      | $310637103.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP                                                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    21542434 | NS      | $300301529.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                        | PG&E CORP CL A CV PFD 6.00% 12-01-27                                                               | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     1895300 | NS      | $71263280.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PERNOD RICARD SA                                                                 | PERNOD RICARD SA                                                                                   | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |     1005786 | NS      | $100231171.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCTER & GAMBLE CO                                                              | PROCTER & GAMBLE CO                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     1496864 | NS      | $238480372.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_23-C19                         | BBCMS 2023-C19 A5 5.451% 04-15-56                                                                  | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13312000 | PA      | $13764781.06    | 0.01%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C5                                                     | BMO 23-C5 A5 5.7653% 06-15-56/05-17-33                                                             | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4929209 | PA      | $5149618.58     | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                           | PROGRESSIVE CORP (THE)                                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     2170158 | NS      | $579128363.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | PARKER-HANNIFIN CORP                                                                               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      741423 | NS      | $517861722.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC                                                                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    34431767 | NS      | $6271057723.71  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                                                    | BMO 2023-5C1 AS FRN 08-15-56                                                                       | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    25283000 | PA      | $26841621.10    | 0.01%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-5C1                                                    | BMO 2023-5C1 A3 FRN 08-15-56                                                                       | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    44520000 | PA      | $46804899.96    | 0.02%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C6                                                     | BMO 2023-C6 AS FRN 09-15-56                                                                        | CUSIP: 055985AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    26680000 | PA      | $28781663.64    | 0.01%             | 2056-09-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_23-C6                                                     | BMO 2023-C6 A5 FRN 09-15-56                                                                        | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2210000 | PA      | $2336140.17     | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| BBCMS 2023-C21                                                                   | BBCMS 2023-C21 A5 FRN 09-15-56                                                                     | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7890000 | PA      | $8416049.97     | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                              | BANK5 2023-5YR4 AS FRN 12-15-56                                                                    | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6605000 | PA      | $7074998.59     | 0.00%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_23-5YR4                                                              | BANK_23-5YR4 5.98% 12-01-28                                                                        | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21469814 | PA      | $22648377.83    | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_24-CNYN                                                              | BX 2024-CNYN A 144A FRN 04-15-29                                                                   | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20978577 | PA      | $21048855.50    | 0.01%             | 2029-04-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_23-NQM8                                    | BRAVO 2023-NQM8 A1 144A 6.394% 10-25-63/10-25-63                                                   | CUSIP: 10567MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28020916 | PA      | $28284929.51    | 0.01%             | 2063-10-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_24-KING                                          | BX 2024-KING A 144A FRN 05-15-34                                                                   | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    41921116 | PA      | $41977542.28    | 0.02%             | 2034-05-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                    | BMP 2024-MF23 A 144A FRN 06-15-41                                                                  | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14969000 | PA      | $15005644.11    | 0.01%             | 2041-06-15      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V7                                                                    | BMARK 2024-V7 A3 FRN 05-15-56                                                                      | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8696000 | PA      | $9165740.53     | 0.00%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BFLD 2024-WRHS                                                                   | BFLD 2024-WRHS A 144A FRN 08-15-26                                                                 | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15758950 | PA      | $15780712.79    | 0.01%             | 2026-08-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V8                                                                    | BMARK 24-V8 A3 6.189% 07-15-57/06-15-29                                                            | CUSIP: 08190AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13310000 | PA      | $14050461.92    | 0.01%             | 2057-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q54547 03-01-48                                                                          | CUSIP: 3132XXBR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6820025 | PA      | $6460834.60     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 920015 10-01-47                                                                           | CUSIP: 31412BDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       15166 | PA      | $15944.10       | 0.00%             | 2047-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BK1198 02-01-48                                                                      | CUSIP: 3140HEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1154908 | PA      | $1093305.32     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BJ2751 05-01-48                                                                      | CUSIP: 3140H4BV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4413009 | PA      | $4293606.61     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 6.5 D97504 12-01-27                                                                           | CUSIP: 3128E4KR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6173 | PA      | $6268.74        | 0.00%             | 2027-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 6.5 C91150 01-01-28                                                                           | CUSIP: 3128P7H30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24169 | PA      | $24994.62       | 0.00%             | 2028-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGTW 6.5 C91130 12-01-27                                                                           | CUSIP: 3128P7HF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21811 | PA      | $22556.12       | 0.00%             | 2027-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G08248 02-01-38                                                                          | CUSIP: 3128MJH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32531 | PA      | $33433.82       | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G61295 09-01-47                                                                          | CUSIP: 31335BNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4684352 | PA      | $4352817.32     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G60928 04-01-47                                                                          | CUSIP: 31335BA55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1885927 | PA      | $1845400.39     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 889658 06-01-38                                                                      | CUSIP: 31410KMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      441543 | PA      | $461534.48      | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0219 09-01-57                                                                         | CUSIP: 3140FXG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21472104 | PA      | $19321371.99    | 0.01%             | 2057-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BM2007 09-01-48                                                                      | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      387390 | PA      | $366865.36      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA3277 02-01-48                                                                      | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       37433 | PA      | $35454.12       | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 BM3714 03-01-48                                                                      | CUSIP: 3140J8DU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4226113 | PA      | $3884815.94     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BJ6760 03-01-48                                                                      | CUSIP: 3140H8QN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3184064 | PA      | $2933987.41     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BM4033 05-01-48                                                                      | CUSIP: 3140J8PT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16254981 | PA      | $14931321.65    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BM3332 01-01-48                                                                      | CUSIP: 3140J7V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1106677 | PA      | $1017296.06     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0226 01-01-58                                                                         | CUSIP: 3140FXHC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6207023 | PA      | $5595612.82     | 0.00%             | 2058-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC Z40130 01-01-46                                                                              | CUSIP: 3132FCEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11027334 | PA      | $10020615.73    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FM2318 09-01-49                                                                      | CUSIP: 3140X5SG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19220714 | PA      | $17633486.86    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8285 12-01-50                                                                      | CUSIP: 3140QGF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8643651 | PA      | $7667739.41     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8969 02-01-51                                                                      | CUSIP: 3140QG6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1099439 | PA      | $964097.83      | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9390 03-01-51                                                                      | CUSIP: 3140QHNG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       80795 | PA      | $67080.99       | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB3620 05-01-52                                                                      | CUSIP: 3140QPAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    70663758 | PA      | $65873885.91    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8256 10-01-52                                                                      | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1159263 | PA      | $1080675.59     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.65% 05-01-45                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    37726000 | PA      | $37839328.90    | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.7% 05-01-55                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    87831000 | PA      | $87679052.37    | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.192% 04-17-31/30                                                         | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    43571000 | PA      | $44676570.55    | 0.02%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC SR UNSEC 5.125% 05-06-35                                                | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    10305000 | PA      | $10363841.55    | 0.00%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 5.85% 07-02-32                                                | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    20000000 | PA      | $20265000.00    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.62% 01-29-38                                                | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    19000000 | PA      | $19313500.00    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 4.25% 10-31-26                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     2800000 | PA      | $2743986.00     | 0.00%             | 2026-10-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 10-31-46                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     1290000 | PA      | $1075879.35     | 0.00%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSEC 4.125% 03-01-27                                                                   | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4154087.43     | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 5.5% 07-31-47                                  | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     5367000 | PA      | $4435422.98     | 0.00%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST REG S SR SEC 1ST LIEN 5.5% 07-31-47                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |    17195000 | PA      | $14210377.88    | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MEXICO CITY AIRPORT TRUST                                                        | MEXICO CITY AIRPORT TRUST 144A LIFE SR SEC 1ST LIEN 3.875% 04-30-28                                | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      920000 | PA      | $894336.60      | 0.00%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC COMPANY (THE)                                                             | MOSAIC CO SR UNSEC 4.05% 11-15-27                                                                  | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     4490000 | PA      | $4458668.78     | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 4.375% 03-15-29                                                  | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3765813.75     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 2.699% 01-22-31/30                                                         | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    22962000 | PA      | $21178771.08    | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 2.95% 04-09-30                    | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9363310.00     | 0.00%             | 2030-04-09      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COS INC SR UNSEC 2.25% 11-15-30                                                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     7010000 | PA      | $6280546.41     | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31                                                         | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16080000 | PA      | $13761392.64    | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 1.928% 04-28-32/31                                                         | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12126000 | PA      | $10370810.00    | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | MASCO CORP SR UNSEC 1.5% 02-15-28                                                                  | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     1996000 | PA      | $1854996.57     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.203% 09-09-29                                              | CUSIP: 771196CP5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    17520000 | PA      | $17562731.28    | 0.01%             | 2029-09-09      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | ROCHE HOLDINGS INC 144A LIFE SR UNSEC 4.592% 09-09-34                                              | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     8771000 | PA      | $8684658.28     | 0.00%             | 2034-09-09      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.65% 10-18-30/29                                                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     7104000 | PA      | $7118300.35     | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                               | RGA GLOBAL FUNDING GIC 144A LIFE SR UNSEC 5.25% 01-09-30                                           | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20532140.00    | 0.01%             | 2030-01-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 5.153% 02-04-31/30                                                   | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    38000000 | PA      | $38796214.00    | 0.02%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                      | RIO TINTO FINANCE USA PLC SR UNSEC 5.75% 03-14-55                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    14682000 | PA      | $14714931.73    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                      | RIO TINTO FINANCE USA PLC SR UNSEC 5.25% 03-14-35                                                  | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     6326000 | PA      | $6440064.11     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 1.9% 09-01-31                                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2015000 | PA      | $1724739.25     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSEC 4.9% 01-12-28                                                        | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5094830.00     | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 5.0% 02-27-26                                                                    | CUSIP: 75513ECQ2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      207000 | PA      | $207636.73      | 0.00%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 5.15% 02-27-33                                                                   | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    13347000 | PA      | $13649229.47    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 5.375% 02-27-53                                                                  | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     5079000 | PA      | $4865885.16     | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.15% 06-01-29                                       | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    32556000 | PA      | $32899563.47    | 0.01%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31                                       | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    29250000 | PA      | $29783169.00    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.124% 05-31-27/26                                             | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    11700000 | PA      | $11833789.50    | 0.00%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.316% 07-09-29                                       | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    30000000 | PA      | $30914790.00    | 0.01%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SMRC AUTOMOTIVE HOLDINGS NETHERLANDS BV                                          | MOTHERSON GLOBAL INVESTMENTS BV 144A LIFE SR SEC 1ST LIEN 5.625% 07-11-29                          | CUSIP: 784572AA7<br>LEI: 549300IC3G64XN1ETG11 | Long             | DBT              | CORP              | NL        |    16715000 | PA      | $16990931.22    | 0.01%             | 2029-07-11      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 5.935% 08-02-30/29                                                    | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    35022000 | PA      | $36009340.22    | 0.01%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 5.353% 09-06-30/29                                             | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    29132000 | PA      | $29661852.82    | 0.01%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO SR UNSEC 4.85% 03-15-35                                                                | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1137000 | PA      | $1112312.32     | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 4.783% 12-17-29                                                     | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     8147000 | PA      | $8244992.12     | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 4.861% 01-31-28                                                     | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    25000000 | PA      | $25360950.00    | 0.01%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                           | TAMPA ELECTRIC CO SR UNSEC 5.15% 03-01-35                                                          | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30155910.00    | 0.01%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    65460000 | PA      | $63281491.20    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   112438000 | PA      | $101753579.05   | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 7.69% 01-23-50                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    61490000 | PA      | $48405542.90    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QF7871 02-01-53                                                                      | CUSIP: 3133BVW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       69712 | PA      | $57918.23       | 0.00%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT6823 10-01-51                                                                      | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       37056 | PA      | $30776.25       | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BR9540 05-01-51                                                                      | CUSIP: 3140L8S68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2151446 | PA      | $2080330.41     | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QF2221 10-01-52                                                                      | CUSIP: 3133BPPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      948396 | PA      | $883965.05      | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS1206 04-01-52                                                                      | CUSIP: 3140XGKU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      144125 | PA      | $130683.80      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BV7809 06-01-52                                                                      | CUSIP: 3140MMVB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      129337 | PA      | $116668.33      | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BV0242 04-01-52                                                                      | CUSIP: 3140MDHU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      162629 | PA      | $147435.73      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QF0323 09-01-52                                                                      | CUSIP: 3133BMLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      826648 | PA      | $770092.83      | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA8625 02-01-53                                                                      | CUSIP: 3133KQSN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       48699 | PA      | $40490.37       | 0.00%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5008 05-01-53                                                                      | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2658191 | PA      | $2544946.43     | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW5269 04-01-53                                                                      | CUSIP: 3140MW2B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1086861 | PA      | $1041280.50     | 0.00%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8324 05-01-53                                                                      | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   158348670 | PA      | $158689277.93   | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8323 05-01-53                                                                      | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   276758814 | PA      | $271978081.79   | 0.11%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5009 05-01-53                                                                      | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    37707358 | PA      | $37085563.36    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5010 05-01-53                                                                      | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6163407 | PA      | $6176664.48     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR2095 07-01-51                                                                      | CUSIP: 3140L0KH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25872603 | PA      | $21640000.49    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BQ1226 09-01-50                                                                      | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5298916 | PA      | $4226786.50     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA4070 11-01-50                                                                      | CUSIP: 3133KKQX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17215098 | PA      | $14436271.29    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28                                                       | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    29989000 | PA      | $29695197.77    | 0.01%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP INC SR UNSEC 4.8% 05-15-33                                                                    | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     1086000 | PA      | $1081555.00     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 6.25% 05-23-33                                         | CUSIP: 28504DAC7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     5838000 | PA      | $6259030.72     | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 6.4% 12-01-30                                                          | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11468000 | PA      | $12363616.40    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC SR UNSEC 6.7% 11-15-53                                                                | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     8956000 | PA      | $9696249.22     | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA EUR REG S SR UNSEC (B) 5.875% 11-28-29/28                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    11040000 | PA      | $14158697.36    | 0.01%             | 2029-11-28      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    13864000 | PA      | $13897897.48    | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.581% 04-22-30/29                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14156000 | PA      | $14701685.49    | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    25109000 | PA      | $25634154.74    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.995% 07-22-30/29                                                    | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7591000 | PA      | $7731304.45     | 0.00%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.294% 07-22-35/34                                                    | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9162000 | PA      | $9327218.35     | 0.00%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 11-17-29                                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    16943000 | PA      | $17796215.59    | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32                                            | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8756000 | PA      | $9260967.28     | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.354% 12-02-28/27                                       | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15369945.00    | 0.01%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53                                                          | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    13230000 | PA      | $11906351.73    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33                                         | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     9264000 | PA      | $9547209.74     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 02-13-26                                           | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3717000 | PA      | $3725827.88     | 0.00%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 02-15-28                                           | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    28500000 | PA      | $28990228.50    | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-15-30                                           | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    44786000 | PA      | $46095094.78    | 0.02%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.375% 05-15-27                                                        | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      734000 | PA      | $715896.40      | 0.00%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 05-15-47                                                          | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55603000 | PA      | $41633396.81    | 0.02%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.75% 08-15-47                                                         | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82381000 | PA      | $58709330.41    | 0.02%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 5.25% 02-15-29                                                         | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35690000 | PA      | $37640401.40    | 0.01%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 02-15-48                                                          | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3743000 | PA      | $2780615.19     | 0.00%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.75% 02-15-28                                                         | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10125000 | PA      | $9883900.46     | 0.00%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-28                                                        | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46997100 | PA      | $45947067.29    | 0.02%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 05-15-26                                                        | CUSIP: 91282CHB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7018000 | PA      | $6992504.31     | 0.00%             | 2026-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 05-15-53                                                        | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   113815000 | PA      | $92807539.47    | 0.04%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.125% 08-15-44                                                        | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39447000 | PA      | $31089166.88    | 0.01%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 05-15-39                                                         | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    84397000 | PA      | $82188077.32    | 0.03%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.5% 02-15-45                                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51860000 | PA      | $36520875.13    | 0.01%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.75% 08-15-42                                                         | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32660000 | PA      | $24997771.31    | 0.01%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.75% 11-15-42                                                         | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    77000000 | PA      | $58647042.30    | 0.02%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.5% 11-15-26                                                          | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39650000 | PA      | $41215088.59    | 0.02%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.125% 02-15-43                                                        | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    47605000 | PA      | $38269954.65    | 0.02%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 02-15-43                                 | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24500073 | PA      | $18210122.84    | 0.01%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-43                                                        | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    58590000 | PA      | $45178502.92    | 0.02%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 05-15-45                                                          | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24780000 | PA      | $18979611.59    | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 11-15-45                                                          | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23145000 | PA      | $17627974.95    | 0.01%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 6.375% 08-15-27                                                        | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    35690000 | PA      | $37634130.66    | 0.01%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.125% 11-15-28                                                        | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41549000 | PA      | $40774742.69    | 0.02%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 03-31-26                                                         | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8973000 | PA      | $8853476.95     | 0.00%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.125% 02-28-27                                                        | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      930000 | PA      | $890331.97      | 0.00%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 0.625% 08-15-30                                                        | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   114675000 | PA      | $97790769.04    | 0.04%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 0.375% 11-30-25                                                        | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $19681250.00    | 0.01%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVT BK UNSEC 0.75% 10-26-26                                                              | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |    19007000 | PA      | $18248031.48    | 0.01%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION                                            | INTERNATIONAL DEVELOPMENT ASSOC 144A LIFE 0.375% 09-23-25                                          | CUSIP: 45939EAB6<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |    19410000 | PA      | $19231214.49    | 0.01%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                            | INTL BK RECON/DEV SR UNSEC 0.75% 11-24-27                                                          | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     9000000 | PA      | $8387694.00     | 0.00%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4158 10-01-50                                                                      | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    44155543 | PA      | $35263014.24    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 MA4361 06-01-36                                                                      | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1422816 | PA      | $1332661.72     | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4493 12-01-51                                                                      | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2288129 | PA      | $1902311.82     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 RB5071 09-01-40                                                                      | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    84926774 | PA      | $73675420.20    | 0.03%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 1.5 FS0305 01-01-42                                                                      | CUSIP: 3140XFKT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    96454736 | PA      | $79751476.52    | 0.03%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0457 05-01-51                                                                      | CUSIP: 3140QKQK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   158989959 | PA      | $133281123.37   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5259 05-01-51                                                                      | CUSIP: 3133KLZY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   184318371 | PA      | $154512800.05   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K144                        | FHMS K144 A2 2.45% 04-25-32                                                                        | CUSIP: 3137H7M91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    26790914 | PA      | $23840028.78    | 0.01%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7554 04-01-52                                                                      | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    32532224 | PA      | $27419426.87    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8828 02-01-51                                                                      | CUSIP: 3140QGY27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21064002 | PA      | $17779176.30    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0647 02-01-52                                                                      | CUSIP: 3140XFWH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9082124 | PA      | $8000161.65     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8046 12-01-50                                                                      | CUSIP: 3140QF5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27415931 | PA      | $24465209.05    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD2963 09-01-51                                                                      | CUSIP: 3132DQJG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      814599 | PA      | $676329.95      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD2600 07-01-52                                                                      | CUSIP: 3132DP3H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1359857 | PA      | $1129021.12     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA9338 05-01-53                                                                      | CUSIP: 3133KRLT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       19227 | PA      | $16004.54       | 0.00%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT2760 08-01-51                                                                      | CUSIP: 3140LRB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1060055 | PA      | $880099.92      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT9828 09-01-51                                                                      | CUSIP: 3140LY4N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3707697 | PA      | $3078218.80     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1394 08-01-51                                                                      | CUSIP: 3140QLRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      109064 | PA      | $90550.84       | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM9646 11-01-51                                                                      | CUSIP: 3140XDWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      273420 | PA      | $216738.92      | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0030 04-01-51                                                                      | CUSIP: 3140XFA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      488712 | PA      | $405904.47      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4123 07-01-52                                                                      | CUSIP: 3140QPSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      861546 | PA      | $803235.49      | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB5912 03-01-53                                                                      | CUSIP: 3140QRSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17630123 | PA      | $18048768.22    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS4203 01-01-52                                                                      | CUSIP: 3140XKU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1792113 | PA      | $1487903.73     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS1169 03-01-52                                                                      | CUSIP: 3140XGJP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      225114 | PA      | $195038.92      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 MA4628 06-01-37                                                                      | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4452870 | PA      | $4160290.03     | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5107 08-01-53                                                                      | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       92170 | PA      | $92342.05       | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8370 11-01-53                                                                      | CUSIP: 3132DWJP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3747919 | PA      | $3589415.66     | 0.00%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5139 09-01-53                                                                      | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3071394 | PA      | $3127576.01     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8402 02-01-54                                                                      | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    30219589 | PA      | $30754989.10    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB7862 01-01-54                                                                      | CUSIP: 3140QTWY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22308158 | PA      | $22731098.26    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS6610 12-01-53                                                                      | CUSIP: 3140XNKY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17950936 | PA      | $18586920.05    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB7932 02-01-54                                                                      | CUSIP: 3140QTY60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16336666 | PA      | $16669869.10    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7933 02-01-54                                                                      | CUSIP: 3140QTY78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9839705 | PA      | $10175957.36    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RA8303 12-01-52                                                                      | CUSIP: 3133KQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    31621597 | PA      | $31850094.57    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QG9352 08-01-53                                                                      | CUSIP: 3133CAL99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13407213 | PA      | $13725983.33    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB7617 12-01-53                                                                      | CUSIP: 3140QTPB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12738437 | PA      | $12962658.63    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD3559 08-01-53                                                                      | CUSIP: 3132DQ5U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21875982 | PA      | $22034079.75    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD4894 02-01-54                                                                      | CUSIP: 3132DSNK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11755972 | PA      | $12032825.61    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA4216 12-01-50                                                                      | CUSIP: 3133KKVH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      339444 | PA      | $284064.36      | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS3298 10-01-51                                                                      | CUSIP: 3140XJUY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1021883 | PA      | $848331.64      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB3745 09-01-50                                                                      | CUSIP: 3133AAES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      110217 | PA      | $92462.14       | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB6012 04-01-53                                                                      | CUSIP: 3140QRVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5008593 | PA      | $4662329.17     | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0844 06-01-51                                                                      | CUSIP: 3140QK5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2910215 | PA      | $2416229.00     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD0578 03-01-51                                                                      | CUSIP: 3132DMUB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       67505 | PA      | $56463.74       | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0456 05-01-51                                                                      | CUSIP: 3140QKQJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      279833 | PA      | $232365.75      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD6813 02-01-52                                                                      | CUSIP: 3133B4SA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      537524 | PA      | $451636.44      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD4554 08-01-52                                                                      | CUSIP: 3132DSBX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       54053 | PA      | $50359.86       | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BY4220 06-01-53                                                                      | CUSIP: 3140NLVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      543981 | PA      | $506481.02      | 0.00%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 DC5704 11-01-54                                                                      | CUSIP: 3140ATKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       50451 | PA      | $46952.53       | 0.00%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5583 01-01-55                                                                      | CUSIP: 31418FFZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2287370 | PA      | $2128429.43     | 0.00%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB9675 12-01-54                                                                      | CUSIP: 3140QVXD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    36928315 | PA      | $37834868.66    | 0.02%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU5234 12-01-54                                                                      | CUSIP: 3140M6Y80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12707919 | PA      | $12729052.12    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QX0376 12-01-54                                                                      | CUSIP: 31425UM28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6537083 | PA      | $6547954.10     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU5233 12-01-54                                                                      | CUSIP: 3140M6Y72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18526930 | PA      | $18876978.28    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8469 10-01-54                                                                      | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8784684 | PA      | $8791141.02     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8486 01-01-55                                                                      | CUSIP: 3132DWNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   151355572 | PA      | $156410545.83   | 0.06%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DA7881 03-01-54                                                                      | CUSIP: 3140A8XK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      596061 | PA      | $596498.65      | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DC6842 12-01-54                                                                      | CUSIP: 3140AUS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       28791 | PA      | $28805.82       | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8494 01-01-55                                                                      | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    80424372 | PA      | $80464584.64    | 0.03%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4819 10-01-52                                                                      | CUSIP: 3140QQK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       25825 | PA      | $24047.22       | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 DC1349 09-01-54                                                                      | CUSIP: 3140ANQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1172764 | PA      | $1213146.28     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 DC7042 12-01-54                                                                      | CUSIP: 3140AUZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      241802 | PA      | $231929.34      | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8475 11-01-54                                                                      | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   319535016 | PA      | $319769874.71   | 0.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QJ5728 10-01-54                                                                      | CUSIP: 3133CWLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3056051 | PA      | $2845039.39     | 0.00%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7907 11-01-53                                                                      | CUSIP: 3140QTYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       30820 | PA      | $31854.50       | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QX1414 12-01-54                                                                      | CUSIP: 31425VSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      196781 | PA      | $196879.13      | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 2024-4 A1 144A 6.218% 06-25-69/05-01-28                                                      | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     8151298 | PA      | $8245412.70     | 0.00%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-5                                                                     | VERUS 2024-5 A2 144A 6.446% 06-25-69                                                               | CUSIP: 92540HAB2<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |     2856514 | PA      | $2889420.89     | 0.00%             | 2069-06-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-6                                                                     | VERUS 2024-6 A1 144A 5.799% 07-25-69                                                               | CUSIP: 92540JAA0<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |     9573915 | PA      | $9637428.75     | 0.00%             | 2069-07-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VERSUS SECURITIZATION TRUST VERSUS_24-R1                                         | VERUS 2024-R1 A1 144A 5.218% 09-25-69/10-01-28                                                     | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14625493 | PA      | $14629339.41    | 0.01%             | 2069-09-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-7                                            | VERUS 2024-7 A1 144A FRN 09-25-69                                                                  | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-CBDO         | CORP              | US        |     5553650 | PA      | $5541859.41     | 0.00%             | 2069-09-25      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-9                                                                     | VERUS 2024-9 A1 144A FRN 11-25-69                                                                  | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-CBDO         | CORP              | US        |    12920183 | PA      | $12949434.06    | 0.01%             | 2069-11-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-1                                                                     | VERUS 2025-1 A2 144A 5.773% 01-25-70                                                               | CUSIP: 92540TAB6<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-CBDO         | CORP              | US        |     6810552 | PA      | $6841328.45     | 0.00%             | 2070-01-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2025-1                                                                     | VERUS 2025-1 A1 144A FRN 01-25-70                                                                  | CUSIP: 92540TAA8<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-CBDO         | CORP              | US        |    52271886 | PA      | $52502405.17    | 0.02%             | 2070-01-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2023-4                                                                     | VERUS 2023-4 A1 144A 5.811% 05-25-68/05-01-27                                                      | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-CBDO         | CORP              | US        |     4587377 | PA      | $4594515.10     | 0.00%             | 2068-05-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2016-C34                                                                    | WFCM 16-C34 AS 3.484% 06-15-49/04-17-26                                                            | CUSIP: 95000DBF7<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-CBDO         | CORP              | US        |      455000 | PA      | $443368.38      | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C37                                                                    | WFCM 16-C37 A5 3.794% 12-15-49/11-18-26                                                            | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-CBDO         | CORP              | US        |    10015000 | PA      | $9877574.17     | 0.00%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-RC1                                | WFCM 17-RC1 A4 3.631% 01-15-60/12-17-25                                                            | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      795000 | PA      | $784145.87      | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C54                                                                    | WFCM 19-C54 A4 3.146% 12-15-52                                                                     | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4008000 | PA      | $3785700.29     | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2022-C62                                                                    | WFCM 2022-C62 A4 FRN 04-15-55                                                                      | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11670000 | PA      | $11037894.45    | 0.00%             | 2055-04-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.979% 07-22-28/27                                                    | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    27745000 | PA      | $28106683.82    | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.603% 10-22-30/29                                                    | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29611000 | PA      | $29717895.71    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| WMRK COMMERCIAL MORTGAGE TRUST WMRK_22-WMRK                                      | WMRK 2022-WMRK A 144A FRN 11-15-27                                                                 | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    65442000 | PA      | $65582831.18    | 0.03%             | 2027-11-15      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI            | WSTN 2023-MAUI C 144A FRN 07-05-37                                                                 | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3712000 | PA      | $3764747.52     | 0.00%             | 2037-07-05      | Variable      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI            | WSTN 2023-MAUI B 144A FRN 07-05-37                                                                 | CUSIP: 92943AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8656000 | PA      | $8787060.50     | 0.00%             | 2037-07-05      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| WSTN TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES WSTN_23-MAUI            | WSTN 2023-MAUI D 144A FRN 07-05-37                                                                 | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5353000 | PA      | $5367094.45     | 0.00%             | 2037-07-05      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C1                                                                    | WFCM 24-5C1 AS 6.520% 07-15-57                                                                     | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3008000 | PA      | $3153051.78     | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 2024-CORE A 144A FRN 11-15-41                                                                | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    38000000 | PA      | $38066994.00    | 0.02%             | 2041-11-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 2024-CORE B 144A FRN 11-15-41                                                                | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7053000 | PA      | $7067740.77     | 0.00%             | 2041-11-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| WCORE 2024-CORE                                                                  | WCORE 2024-CORE C 144A FRN 11-15-41                                                                | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1728000 | PA      | $1732218.05     | 0.00%             | 2041-11-15      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                                    | WFCM 24-5C2 A3 5.92% 11-15-57/11-19-29                                                             | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11965000 | PA      | $12542538.59    | 0.00%             | 2057-11-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH                                           | UNITED STATES OF AMERICA 4.425% 05-01-31                                                           | CUSIP: 18611CAA4<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |    50360000 | PA      | $44915076.80    | 0.02%             | 2031-05-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIVERSITY                                                      | CALIFORNIA STATE UNIVERSITY 2.719% 11-01-52                                                        | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7980000 | PA      | $5249627.04     | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIVERSITY                                                      | CALIFORNIA STATE UNIVERSITY 2.939% 11-01-52                                                        | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    11515000 | PA      | $7662173.12     | 0.00%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                       | FLORIDA HURRICANE CATASTROPHE FUND 2.154% 07-01-30                                                 | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    43308000 | PA      | $38785865.26    | 0.02%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                       | FLORIDA HURRICANE CATASTROPHE FUND 1.705% 07-01-27                                                 | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    44105000 | PA      | $42027919.13    | 0.02%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.505% 10-22-28/27                                                    | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    38803000 | PA      | $38926548.75    | 0.02%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                             | JACKSON NATIONAL LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.35% 01-13-30                  | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    36000000 | PA      | $37053432.00    | 0.01%             | 2030-01-13      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| STATE BOARD OF ADMINISTRATION FINANCE CORP                                       | FLORIDA HURRICANE CATASTROPHE FUND 1.258% 07-01-25                                                 | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    10760000 | PA      | $10760000.00    | 0.00%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                         | GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 3.115% 06-01-38                                 | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    25195000 | PA      | $20296764.47    | 0.01%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                         | GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 3.0% 06-01-46                                   | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      345000 | PA      | $303015.57      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                         | GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 2.746% 06-01-34                                 | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2265000 | PA      | $1961449.23     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                         | GOLDEN STATE TOBACCO SECURITIZATION CORP ST APPROP 3.293% 06-01-42                                 | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4015000 | PA      | $2984807.21     | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                         | GOLDEN STATE TOBACCO SECURITIZATION CORP 3.487% 06-01-36                                           | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5365000 | PA      | $4477800.68     | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                         | GOLDEN STATE TOBACCO SECURITIZATION CORP 3.714% 06-01-41                                           | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8055000 | PA      | $6167318.81     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                         | GOLDEN STATE TOBACCO SECURITIZATION CORP 2.332% 06-01-27                                           | CUSIP: 38122NC67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2395000 | PA      | $2300488.51     | 0.00%             | 2027-06-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                         | GOLDEN STATE TOBACCO SECURITIZATION CORP 2.158% 06-01-26                                           | CUSIP: 38122NC59<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1730000 | PA      | $1692519.55     | 0.00%             | 2026-06-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | ILLINOIS ST GO TAXABLE BAB SF 6.63% 02-01-35                                                       | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     4776923 | PA      | $5021162.58     | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.502% 01-24-36/35                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14622000 | PA      | $15066713.51    | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.572% 04-22-36/35                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $31102020.00    | 0.01%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS AG-CR 5.1% 06-01-33                                                              | CUSIP: 452152FP1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    25951018 | PA      | $26095850.74    | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILLINOIS (STATE OF)                                                              | STATE OF ILLINOIS 5.1% 06-01-33                                                                    | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   197169902 | PA      | $197928809.00   | 0.08%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                      | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY 6.352% 07-01-49                                      | CUSIP: 57563RTX7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    55970000 | PA      | $57567607.68    | 0.02%             | 2049-07-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL POWER & LIGHT CO SR UNSEC 5.1% 01-15-35                                             | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1421461.73     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                    | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.875% 01-31-31                            | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     3845000 | PA      | $3880977.67     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                    | JH NORTH AMERICA HOLDINGS INC 144A LIFE SR UNSEC 6.125% 07-31-32                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     3730000 | PA      | $3794264.17     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                                                                     | KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28                                                 | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     7675000 | PA      | $7927415.40     | 0.00%             | 2029-01-19      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC SR UNSEC 5.2% 06-01-33                                                           | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     9363000 | PA      | $9412165.11     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CORP                                                       | KOREA HOUSING FINANCE CORP 144A LIFE SR UNSEC 4.625% 02-24-28                                      | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | USGA              | KR        |    19870000 | PA      | $20079568.89    | 0.01%             | 2028-02-24      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                                                                     | KBC GROUP NV 144A LIFE SR UNSEC 6.324% 09-21-34/33                                                 | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     9200000 | PA      | $9862124.00     | 0.00%             | 2034-09-21      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSEC 5.721% 06-05-30/29                                               | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    14229000 | PA      | $14781825.11    | 0.01%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 6.15% 05-15-35                                          | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     2636000 | PA      | $2737214.49     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                             | LADDER CAPITAL FINANCE HOLDINGS LLLP SR UNSEC 5.5% 08-01-30                                        | CUSIP: 505742AS5<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    19197000 | PA      | $19334124.17    | 0.01%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD0868 02-01-52                                                                      | CUSIP: 3132DM6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      220055 | PA      | $182830.11      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 4.2% 05-01-50                                           | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      394000 | PA      | $292832.62      | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INTERNATIONAL FINANCE III LLC SR UNSEC 3.625% 04-01-51                                         | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      376000 | PA      | $251783.14      | 0.00%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5586 01-01-55                                                                      | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   108247979 | PA      | $108302102.86   | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BV9955 06-01-52                                                                      | CUSIP: 3140MQBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       27223 | PA      | $25603.98       | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 DB6947 07-01-54                                                                      | CUSIP: 3140AGWH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      437314 | PA      | $453383.89      | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 DC2693 11-01-54                                                                      | CUSIP: 3140AP7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1984116 | PA      | $1846515.22     | 0.00%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 4.85% 01-08-29                    | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10188080.00    | 0.00%             | 2029-01-08      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36                                                 | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   170510000 | PA      | $168702594.00   | 0.07%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Z40273 10-01-48                                                                          | CUSIP: 3132FCJS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2195687 | PA      | $2138875.70     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS9792 12-01-50                                                                      | CUSIP: 3140XR3A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1440213 | PA      | $1401108.50     | 0.00%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8795 08-01-54                                                                      | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      679189 | PA      | $691289.74      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ3301 01-01-55                                                                      | CUSIP: 3142GTU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1815231 | PA      | $1862959.22     | 0.00%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ3305 01-01-55                                                                      | CUSIP: 3142GTU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    45838109 | PA      | $46937444.34    | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB9737 01-01-55                                                                      | CUSIP: 3140QVZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22582771 | PA      | $22176845.29    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB9736 01-01-55                                                                      | CUSIP: 3140QVZA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2936241 | PA      | $2810441.04     | 0.00%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9840 01-01-55                                                                      | CUSIP: 3140QV5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    52298106 | PA      | $54048836.96    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB9770 12-01-54                                                                      | CUSIP: 3140QV2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18275866 | PA      | $17492836.70    | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9800 01-01-55                                                                      | CUSIP: 3140QV3J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    80368357 | PA      | $80787638.95    | 0.03%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB9821 01-01-55                                                                      | CUSIP: 3140QV4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    44773466 | PA      | $45646907.17    | 0.02%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9836 01-01-55                                                                      | CUSIP: 3140QV4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    35270490 | PA      | $36666707.11    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB9768 12-01-54                                                                      | CUSIP: 3140QV2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6839291 | PA      | $6552622.49     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU5360 12-01-54                                                                      | CUSIP: 3140M65W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12650918 | PA      | $12668995.77    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU5358 12-01-54                                                                      | CUSIP: 3140M65U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8602043 | PA      | $8764578.80     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BU5361 12-01-54                                                                      | CUSIP: 3140M65X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12711785 | PA      | $12483290.68    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QX1881 12-01-54                                                                      | CUSIP: 31425WCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8288842 | PA      | $8442947.74     | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX1743 12-01-54                                                                      | CUSIP: 31425V5D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10866325 | PA      | $10675230.08    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QX2834 12-01-54                                                                      | CUSIP: 31425XEG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3587780 | PA      | $3523289.93     | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QX1754 12-01-54                                                                      | CUSIP: 31425V5Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9925470 | PA      | $9941976.04     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU5380 12-01-54                                                                      | CUSIP: 3140M66S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4367657 | PA      | $4374920.47     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QX2812 01-01-55                                                                      | CUSIP: 31425XDS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4148086 | PA      | $4154984.47     | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD5745 03-01-52                                                                      | CUSIP: 3132DTL24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      115214 | PA      | $91406.79       | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM6332 02-01-51                                                                      | CUSIP: 3140XABA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      421740 | PA      | $334318.46      | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB1373 08-01-51                                                                      | CUSIP: 3140QLQ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17860700 | PA      | $14158391.04    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD4071 03-01-52                                                                      | CUSIP: 3132E0QY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2000002 | PA      | $1585371.50     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BQ8497 12-01-50                                                                      | CUSIP: 3140KUNP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      299999 | PA      | $237814.66      | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD7213 02-01-52                                                                      | CUSIP: 3133B5AN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      319311 | PA      | $253107.80      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.173% 01-16-30/29                                                         | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11462000 | PA      | $11704352.53    | 0.00%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSEC 5.583% 03-01-28/27                                                      | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    20000000 | PA      | $20365380.00    | 0.01%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB7053 12-01-50                                                                      | CUSIP: 3133ADZS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1520540 | PA      | $1205336.37     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QB4886 11-01-50                                                                      | CUSIP: 3133ABNB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      334699 | PA      | $265320.01      | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD (NEW YORK BRANCH)                                    | NATIONAL AUSTRALIA BANK LTD SR UNSEC 5.087% 06-11-27                                               | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15289155.00    | 0.01%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSEC 5.594% 07-02-27                                                       | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10222690.00    | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD8489 02-01-52                                                                      | CUSIP: 3133B6NE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1514426 | PA      | $1201404.85     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB0500 05-01-51                                                                      | CUSIP: 3140QKRW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      444491 | PA      | $352354.05      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSEC 5.783% 07-03-34                                                       | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     8675000 | PA      | $8978625.00     | 0.00%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSEC FRN 07-02-27                                                          | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $15107235.00    | 0.01%             | 2027-07-02      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD1406 08-01-52                                                                      | CUSIP: 3132DNR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1038323 | PA      | $823714.28      | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QC1665 05-01-51                                                                      | CUSIP: 3133AKZ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      574435 | PA      | $455352.78      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BR3319 03-01-51                                                                      | CUSIP: 3140L1VM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      455328 | PA      | $360940.68      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BT4443 04-01-52                                                                      | CUSIP: 3140LS5D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      511201 | PA      | $406323.23      | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 QD2074 12-01-51                                                                      | CUSIP: 3133AYJT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      104133 | PA      | $82545.22       | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                        | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.05% 05-15-35                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    23700000 | PA      | $23947333.20    | 0.01%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                                        | NORTHERN STATES POWER CO SR SEC 1ST LIEN 5.65% 05-15-55                                            | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2223191.08     | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSEC 5.1% 05-01-35                                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    13125000 | PA      | $13196452.50    | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_24-2                                               | AOMT 2024-2 A1 144A 5.985% 01-25-69                                                                | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-CBDO         | CORP              | US        |     7720131 | PA      | $7760213.50     | 0.00%             | 2069-01-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ARES1 2024-IND                                                                   | ARES1 2024-IND A 144A FRN 07-15-41                                                                 | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3356000 | PA      | $3366262.65     | 0.00%             | 2041-07-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-8                                                                      | AOMT 2024-8 A1 144A 5.338% 05-27-69                                                                | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-CBDO         | CORP              | US        |    18294795 | PA      | $18262046.99    | 0.01%             | 2069-05-27      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C16                         | BBCMS 2022-C16 A5 FRN 06-15-55                                                                     | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1960000 | PA      | $1933892.80     | 0.00%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2                                                                      | BMO 2022-C2 A5 FRN 07-15-54                                                                        | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7920000 | PA      | $7966038.96     | 0.00%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BX TRUST BX_22-PSB                                                               | BX 2022-PSB A 144A FRN 08-15-39                                                                    | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      781730 | PA      | $782463.70      | 0.00%             | 2039-08-15      | Variable      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-HB15                                                                   | CFMT 2024-HB15 A 144A FRN 08-25-34/27                                                              | CUSIP: 15723AAA9<br>LEI: 98450050957GF5E1CD92 | Long             | ABS-CBDO         | CORP              | US        |     8759960 | PA      | $8684650.49     | 0.00%             | 2034-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R06                                                                     | CAS 2024-R06 1A1 144A FRN 09-25-44                                                                 | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6404881 | PA      | $6430436.22     | 0.00%             | 2044-09-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CAS 2024-R06                                                                     | CAS 2024-R06 1M2 144A FRN 09-25-44                                                                 | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3843000 | PA      | $3860889.17     | 0.00%             | 2044-09-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-R1                                                                     | CFMT 2024-R1 A1 144A 4.0% 10-25-54                                                                 | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6033626 | PA      | $5926619.98     | 0.00%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-RM5                                                                    | CFMT 2024-RM5 A 144A FRN 10-25-54                                                                  | CUSIP: 147275AA9<br>LEI: 984500AB3AED98FEEV98 | Long             | ABS-CBDO         | CORP              | US        |    57342101 | PA      | $56130577.08    | 0.02%             | 2054-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_24-INV3                                                    | COLT 2024-INV3 A1 144A 5.443% 09-25-69                                                             | CUSIP: 196919AA2<br>LEI: 2138006GN5HS2TH8G784 | Long             | ABS-CBDO         | CORP              | US        |     9629013 | PA      | $9650784.58     | 0.00%             | 2069-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2024-NR1                                                                    | CFMT 24-NR1 A1 144A 6.405% 11-25-29/27                                                             | CUSIP: 12531DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8174526 | PA      | $8219117.58     | 0.00%             | 2029-11-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R01                                                                     | CAS 2025-R01 1A1 144A FRN 01-25-45                                                                 | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6863739 | PA      | $6857314.29     | 0.00%             | 2045-01-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_23-3                                               | COLT 2023-3 A1 144A 7.18% 09-25-68                                                                 | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-CBDO         | CORP              | US        |     5426794 | PA      | $5511066.79     | 0.00%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                     | CAS 2025-R02 1A1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3507150 | PA      | $3511400.84     | 0.00%             | 2045-02-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CAS 2025-R02                                                                     | CAS 2025-R02 1M1 144A FRN 02-25-45                                                                 | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6066618 | PA      | $6074219.13     | 0.00%             | 2045-02-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CIM 2025-R1                                                                      | CIM 25-R1 A1 144A 5.0% 02-25-99                                                                    | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14815449 | PA      | $14658360.48    | 0.01%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST DBJPM_16-C1                              | DBJPM 16-C1 AM 3.539% 05-10-49/02-12-26                                                            | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550000 | PA      | $538062.80      | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 2023-DC D 144A FRN 09-10-40                                                                     | CUSIP: 24023AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12887000 | PA      | $13256650.71    | 0.01%             | 2040-09-10      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 23-DC B 144A 6.8043% 09-10-40/09-11-28                                                          | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7074000 | PA      | $7426525.72     | 0.00%             | 2040-09-10      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 23-DC A 144A 6.3143% 09-10-40/09-11-28                                                          | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    36773000 | PA      | $38397484.05    | 0.02%             | 2040-09-10      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST DC_23-DC                                            | DC 2023-DC C 144A FRN 09-10-40                                                                     | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5439000 | PA      | $5702802.38     | 0.00%             | 2040-09-10      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 2021-ESH D 144A FRN 07-15-38                                                                   | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4135963 | PA      | $4145612.36     | 0.00%             | 2038-07-15      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 2021-ESH C 144A FRN 07-15-38                                                                   | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9396407 | PA      | $9410285.88     | 0.00%             | 2038-07-15      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 2021-ESH A 144A FRN 07-15-38                                                                   | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19835812 | PA      | $19853287.07    | 0.01%             | 2038-07-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 7.2% 06-10-30                                                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    56189000 | PA      | $59156116.33    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP SR UNSEC 6.339% 07-27-29/28                                                    | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     4290000 | PA      | $4519399.17     | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28                                                  | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10655000 | PA      | $11042479.73    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 7.122% 11-07-33                                                  | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    86728000 | PA      | $90051156.78    | 0.04%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-05-27                                                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12099120.00    | 0.00%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31                                                   | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    40000000 | PA      | $39933160.00    | 0.02%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP SR UNSEC 5.631% 01-29-32/31                                                    | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    58605000 | PA      | $61006222.67    | 0.02%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.727% 04-25-30/29                                                | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    21475000 | PA      | $22359061.33    | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.049% 07-23-30/29                                                | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    23639000 | PA      | $24037033.48    | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36                       | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    59370000 | PA      | $60103160.13    | 0.02%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 6.1027% 08-23-42                       | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    18750000 | PA      | $18777281.25    | 0.01%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 09-06-34                                            | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     8322000 | PA      | $8161868.08     | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 4.9% 10-06-29                                             | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    60982000 | PA      | $60902296.53    | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.692% 10-23-30/29                                                | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    68591000 | PA      | $68812205.98    | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.35% 01-07-30                                            | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    74180000 | PA      | $75112813.50    | 0.03%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC AND GAS CO SR SEC 1ST LIEN 2.05% 08-01-50                                  | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5049000 | PA      | $2687719.02     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                              | PUBLIC SERVICE ENTERPRISE GROUP INC SR UNSEC 1.6% 08-15-30                                         | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      575000 | PA      | $496894.88      | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP                                                                                | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     4737000 | NS      | $194832810.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_20-1                                                  | ARRW 20-1 A1A 144A 1.662% 03-25-55/02-25-26                                                        | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      322121 | PA      | $308004.09      | 0.00%             | 2055-03-25      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_21-1R                                                 | ARRW 2021-1R A1 144A FRN 10-25-48                                                                  | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3840203 | PA      | $3468889.55     | 0.00%             | 2048-10-25      | Variable      | 1.18%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7548 11-01-51                                                                      | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   209183982 | PA      | $176839327.09   | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WI CERTIFICATES SERIES WI-K143                                       | FHMS K143 A2 (MF) 2.35% 06-25-32                                                                   | CUSIP: 3137H6MG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    11551000 | PA      | $10230870.86    | 0.00%             | 2032-06-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS0972 01-01-52                                                                      | CUSIP: 3140XGCJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5522144 | PA      | $5064506.94     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0547 07-01-61                                                                         | CUSIP: 3140FXTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    28343985 | PA      | $24649233.39    | 0.01%             | 2061-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR1                                                 | FKH 22-SFR1 A 144A 4.145% 05-17-39/05-19-27                                                        | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14453210 | PA      | $14362762.19    | 0.01%             | 2039-05-17      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7553 03-01-52                                                                      | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    42298543 | PA      | $37257233.79    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA7606 11-01-50                                                                      | CUSIP: 3140QFNY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19967900 | PA      | $17651523.53    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K142                              | FHMS K142 A2 2.4% 03-25-32                                                                         | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    49523000 | PA      | $44034167.82    | 0.02%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AE0395 10-01-40                                                                      | CUSIP: 31419ANM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1816834 | PA      | $1811828.92     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 932752 04-01-40                                                                          | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      237351 | PA      | $240432.38      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM7909 06-01-51                                                                      | CUSIP: 3140XBYF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3180842 | PA      | $2779534.57     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM5166 12-01-50                                                                      | CUSIP: 3140X8W45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3268819 | PA      | $2844683.51     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM6293 01-01-51                                                                      | CUSIP: 3140X97F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27998251 | PA      | $24371357.28    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4548 02-01-52                                                                      | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       66558 | PA      | $55402.74       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4512 01-01-52                                                                      | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       79925 | PA      | $66556.41       | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7743 11-01-50                                                                      | CUSIP: 3140QFS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      111854 | PA      | $93038.72       | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4305 04-01-51                                                                      | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1478655 | PA      | $1177563.68     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7544 07-01-51                                                                      | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13492833 | PA      | $11911972.14    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 G05937 08-01-40                                                                          | CUSIP: 3128M74W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1752405 | PA      | $1750086.47     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 G05979 10-01-38                                                                          | CUSIP: 3128M76Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15505 | PA      | $15922.73       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS5520 01-01-53                                                                      | CUSIP: 3140XMD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12561381 | PA      | $12030487.17    | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD4116 12-01-52                                                                      | CUSIP: 3132E0SD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    34711558 | PA      | $33290640.58    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RA8544 02-01-53                                                                      | CUSIP: 3133KQP59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    32247770 | PA      | $32370763.26    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD2882 05-01-53                                                                      | CUSIP: 3132DQFX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    48366318 | PA      | $48481817.19    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV4149 03-01-52                                                                      | CUSIP: 3140MHTF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      984327 | PA      | $852817.37      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM9419 10-01-51                                                                      | CUSIP: 3140XDPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      391966 | PA      | $340714.49      | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ1441 05-01-54                                                                      | CUSIP: 3142GRS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4938510 | PA      | $5142875.61     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1415 05-01-54                                                                      | CUSIP: 3142GRSD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16331478 | PA      | $16469609.94    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1431 05-01-54                                                                      | CUSIP: 3142GRSV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11650617 | PA      | $11889757.44    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8536 05-01-54                                                                      | CUSIP: 3140QUPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    54976747 | PA      | $55357075.77    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS5326 03-01-52                                                                      | CUSIP: 3140XL4L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       54895 | PA      | $47561.00       | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BW9776 06-01-48                                                                      | CUSIP: 3140N22J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       97536 | PA      | $85078.70       | 0.00%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8424 03-01-54                                                                      | CUSIP: 3132DWLD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      534333 | PA      | $497332.68      | 0.00%             | 2054-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB6297 05-01-53                                                                      | CUSIP: 3140QR7K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      379334 | PA      | $353272.13      | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD2152 12-01-51                                                                      | CUSIP: 3132DPL97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      129044 | PA      | $112564.82      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD6203 06-01-52                                                                      | CUSIP: 3132DT3L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      623462 | PA      | $540177.21      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB8251 11-01-53                                                                      | CUSIP: 3140QUEZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1845192 | PA      | $1717421.44     | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS1948 05-01-52                                                                      | CUSIP: 3140XHEW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       23556 | PA      | $21945.15       | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD1441 08-01-52                                                                      | CUSIP: 3132DNS61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1522714 | PA      | $1417917.76     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BY1448 12-01-53                                                                      | CUSIP: 3140NHTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4550163 | PA      | $4236538.92     | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD2321 02-01-52                                                                      | CUSIP: 3132DPSJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      236000 | PA      | $204474.06      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2431 12-01-51                                                                      | CUSIP: 3140QMVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      127234 | PA      | $110237.06      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BY1343 02-01-54                                                                      | CUSIP: 3140NHP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4540557 | PA      | $4226178.31     | 0.00%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8413 02-01-54                                                                      | CUSIP: 3132DWK28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      164062 | PA      | $152701.04      | 0.00%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS4815 05-01-52                                                                      | CUSIP: 3140XLK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      970182 | PA      | $840577.50      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BU8883 03-01-52                                                                      | CUSIP: 3140MA2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       79164 | PA      | $68629.99       | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BY1418 11-01-53                                                                      | CUSIP: 3140NHSG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5313730 | PA      | $4948033.97     | 0.00%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB6626 07-01-53                                                                      | CUSIP: 3140QSLG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      988211 | PA      | $919888.13      | 0.00%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3996 06-01-52                                                                      | CUSIP: 3140QPNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       31967 | PA      | $27728.27       | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA4912 03-01-51                                                                      | CUSIP: 3133KLN52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      950071 | PA      | $823929.97      | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5236 12-01-53                                                                      | CUSIP: 31418EZA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4792483 | PA      | $4461140.44     | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QH6797 12-01-53                                                                      | CUSIP: 3133CKRS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      138800 | PA      | $129188.62      | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QE2333 05-01-52                                                                      | CUSIP: 3133BBSW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       56489 | PA      | $48947.89       | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 BV7709 04-01-52                                                                      | CUSIP: 3140MMR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       48054 | PA      | $41633.50       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ1726 06-01-54                                                                      | CUSIP: 3142GR4L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3514060 | PA      | $3659753.31     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD4966 02-01-54                                                                      | CUSIP: 3132DSQT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    25997988 | PA      | $26996830.18    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5675 04-01-55                                                                      | CUSIP: 31418FJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        7000 | PA      | $7234.19        | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FA0287 12-01-54                                                                      | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27343401 | PA      | $27807911.16    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB3155 03-01-52                                                                      | CUSIP: 3140QNQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8862525 | PA      | $7030782.92     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS6986 07-01-52                                                                      | CUSIP: 3140XNXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19657963 | PA      | $15585305.24    | 0.01%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1138 05-01-55                                                                      | CUSIP: 31427NHQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      765481 | PA      | $778416.60      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL1137 05-01-55                                                                      | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      704237 | PA      | $716180.01      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS7329 06-01-52                                                                      | CUSIP: 3140XPEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9485420 | PA      | $7527202.46     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS7498 04-01-52                                                                      | CUSIP: 3140XPKL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    31289462 | PA      | $24853595.03    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RQ0028 07-01-55                                                                      | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    32161000 | PA      | $32700050.52    | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DD7303 06-01-55                                                                      | CUSIP: 3140B8DH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6103000 | PA      | $6106057.60     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5388 06-01-54                                                                      | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19248796 | PA      | $19262943.49    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0765 09-01-63                                                                         | CUSIP: 3140FXZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12283195 | PA      | $10883131.78    | 0.00%             | 2063-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD2602 12-01-52                                                                      | CUSIP: 3132DP3K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3005444 | PA      | $2603892.45     | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS8131 06-01-54                                                                      | CUSIP: 3140XQA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7502949 | PA      | $7543254.52     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1768 06-01-54                                                                      | CUSIP: 3142GR6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3879250 | PA      | $3900694.02     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1779 06-01-54                                                                      | CUSIP: 3142GR6R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      490342 | PA      | $502539.45      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1785 06-01-54                                                                      | CUSIP: 3142GR6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      692715 | PA      | $709081.11      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1859 06-01-54                                                                      | CUSIP: 3142GSB56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12535014 | PA      | $12771061.35    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1857 06-01-54                                                                      | CUSIP: 3142GSB31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    29512660 | PA      | $29561709.83    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8153 06-01-54                                                                      | CUSIP: 3140XQBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4714563 | PA      | $4827179.31     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS7031 02-01-54                                                                      | CUSIP: 3140XNY57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3540316 | PA      | $3624387.62     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS7503 02-01-54                                                                      | CUSIP: 3140XPKR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4773789 | PA      | $4855936.73     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8447 07-01-54                                                                      | CUSIP: 3132DWL43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4782653 | PA      | $4865426.21     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5421 07-01-54                                                                      | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    50517122 | PA      | $51386471.46    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5422 07-01-54                                                                      | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   351314957 | PA      | $363102978.90   | 0.14%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5303 04-01-54                                                                      | CUSIP: 3132DS3L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10560849 | PA      | $10813475.48    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB5160 05-01-54                                                                      | CUSIP: 3140AEWW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2992063 | PA      | $3001662.00     | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS8467 07-01-54                                                                      | CUSIP: 3140XQMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11081698 | PA      | $11151512.87    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD5701 06-01-54                                                                      | CUSIP: 3132DTKN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4629858 | PA      | $4821455.28     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2314 09-01-54                                                                      | CUSIP: 3142GSSC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    49712376 | PA      | $50648559.91    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2325 09-01-54                                                                      | CUSIP: 3142GSSP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1789730 | PA      | $1859649.58     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2298 09-01-54                                                                      | CUSIP: 3142GSRU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2492292 | PA      | $2500319.19     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1566 09-01-51                                                                      | CUSIP: 3140QLW44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2208435 | PA      | $1834476.62     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2320 09-01-54                                                                      | CUSIP: 3142GSSJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3319764 | PA      | $3457148.84     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2309 09-01-54                                                                      | CUSIP: 3142GSR75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13430883 | PA      | $13684256.61    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ1607 09-01-50                                                                      | CUSIP: 3140KLYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      657562 | PA      | $546958.41      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD6078 10-01-51                                                                      | CUSIP: 3132DTXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      776944 | PA      | $645229.59      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2306 09-01-54                                                                      | CUSIP: 3142GSR42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    20940061 | PA      | $21486973.21    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2308 09-01-54                                                                      | CUSIP: 3142GSR67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22514972 | PA      | $23106553.00    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                   | SWCH 2025-DATA A 144A FRN 03-15-42                                                                 | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    61822000 | PA      | $61466770.79    | 0.02%             | 2042-03-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                  | STACR 2025-DNA2 M1 144A FRN 05-25-45                                                               | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |     6326438 | PA      | $6344487.50     | 0.00%             | 2045-05-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2312 09-01-54                                                                      | CUSIP: 3142GSSA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    23856864 | PA      | $24408792.75    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB7104 09-01-53                                                                      | CUSIP: 3140QS3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9990630 | PA      | $10014647.97    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA2                                                                  | STACR 2025-DNA2 A1 144A FRN 05-25-45                                                               | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-CBDO         | CORP              | US        |     7199064 | PA      | $7206068.68     | 0.00%             | 2045-05-25      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMP_20-4                                              | TPMT 20-4 A1 144A 1.75% 10-25-60/08-26-30                                                          | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      418591 | PA      | $379950.71      | 0.00%             | 2060-10-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD5221 04-01-54                                                                      | CUSIP: 3132DSYS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5031723 | PA      | $5237937.82     | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS7653 03-01-54                                                                      | CUSIP: 3140XPQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3462536 | PA      | $3604444.45     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TCN_21-SFR1                                                   | TCN 21-SFR1 A 144A 1.943% 07-17-38/26                                                              | CUSIP: 89614YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2164577 | PA      | $2104209.17     | 0.00%             | 2038-07-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-4                                              | TPMT 2016-4 M2 144A FRN 07-25-56                                                                   | CUSIP: 89172UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8460000 | PA      | $8288947.18     | 0.00%             | 2056-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB7783 08-01-54                                                                      | CUSIP: 3140AHUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2560632 | PA      | $2568846.21     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS6767 01-01-54                                                                      | CUSIP: 3140XNQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1681337 | PA      | $1747400.27     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_23-1                                              | TPMT 23-1 A1 144A 3.75% 01-25-63                                                                   | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14786254 | PA      | $14305922.54    | 0.01%             | 2063-01-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                             | TCN 23-SFR1 C 144A 5.1% 07-17-40/07-19-28                                                          | CUSIP: 89616WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1718000 | PA      | $1712093.52     | 0.00%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ0326 11-01-53                                                                      | CUSIP: 3142GQLG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      556967 | PA      | $578425.36      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8756 08-01-54                                                                      | CUSIP: 3140XQWS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8269086 | PA      | $8460383.03     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR1                                             | TCN 23-SFR1 B 144A 5.1% 07-17-40/07-19-28                                                          | CUSIP: 89616WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7964000 | PA      | $8003238.63     | 0.00%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_23-SFR2                                             | TCN 23-SFR2 A 144A 5.0% 12-17-40/12-19-28                                                          | CUSIP: 895978AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3456378 | PA      | $3471713.64     | 0.00%             | 2040-12-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD6029 08-01-54                                                                      | CUSIP: 3132DTVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12713098 | PA      | $13007215.33    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4916 08-01-54                                                                      | CUSIP: 3140M6PA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9978168 | PA      | $10166695.85    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5813 07-01-54                                                                      | CUSIP: 3132DTN63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21610728 | PA      | $22153178.86    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8757 08-01-54                                                                      | CUSIP: 3140XQWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20239054 | PA      | $20721289.48    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                    | TCN 24-SFR1 B 144A 4.75% 04-17-41/04-19-29                                                         | CUSIP: 89616UAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1893000 | PA      | $1879548.34     | 0.00%             | 2041-04-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR1                                                                    | TCN 24-SFR1 A 144A 4.65% 04-17-41/04-19-29                                                         | CUSIP: 89616UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5757000 | PA      | $5755554.99     | 0.00%             | 2041-04-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4968 08-01-54                                                                      | CUSIP: 3140M6QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      863829 | PA      | $878506.37      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8866 09-01-54                                                                      | CUSIP: 3140XQZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20127534 | PA      | $20594089.88    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TCN 2024-SFR2                                                                    | TCN 24-SFR2 A 144A 4.75% 06-17-40/06-20-28                                                         | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3428357 | PA      | $3439413.26     | 0.00%             | 2040-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                 | TPMT 2024-3 A1A 144A FRN 07-25-65                                                                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6040423 | PA      | $6163309.28     | 0.00%             | 2065-07-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                                 | TPMT 2024-3 A1B 144A FRN 07-25-65                                                                  | CUSIP: 89183FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2546919 | PA      | $2583138.96     | 0.00%             | 2065-07-25      | Variable      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                             | TCN 24-SFR3 B 144A 5.0% 08-17-41/29                                                                | CUSIP: 89616YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9692000 | PA      | $9667779.69     | 0.00%             | 2041-08-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8439 06-01-54                                                                      | CUSIP: 3132DWLU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1401871 | PA      | $1426133.12     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC5574 08-01-51                                                                      | CUSIP: 3133AQFP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18854353 | PA      | $15653487.45    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST TCN_24-SFR3                                             | TCN 24-SFR3 A 144A 4.5% 08-17-41/29                                                                | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    33635251 | PA      | $33458733.68    | 0.01%             | 2041-08-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-2                                              | TPMT 2015-2 1B2 144A FRN 11-25-60                                                                  | CUSIP: 89171YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6123904 | PA      | $5942954.88     | 0.00%             | 2060-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6516 09-01-51                                                                      | CUSIP: 3133ARGZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      938626 | PA      | $779293.93      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6631 07-01-52                                                                      | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1016777 | PA      | $846163.54      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2015-5                                                                      | TPMT 2015-5 B1 144A FRN 05-25-55                                                                   | CUSIP: 89171VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9945000 | PA      | $9786814.83     | 0.00%             | 2055-05-25      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| TCN 2024-SFR4                                                                    | TCN 24-SFR4 A 144A 4.3% 11-17-41/11-19-29                                                          | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27348189 | PA      | $26980164.45    | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3099 02-01-52                                                                      | CUSIP: 3140QNNR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      899213 | PA      | $749479.53      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7459 01-01-52                                                                      | CUSIP: 3140KTJD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1595050 | PA      | $1329708.65     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5248 01-01-54                                                                      | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       68546 | PA      | $70846.35       | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5270 02-01-54                                                                      | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9562269 | PA      | $9391400.35     | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR0999 05-01-51                                                                      | CUSIP: 3140KYDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       47497 | PA      | $39435.25       | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD5931 09-01-52                                                                      | CUSIP: 3132DTSU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       40986 | PA      | $34040.10       | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7729 03-01-51                                                                      | CUSIP: 3140KTST3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       49462 | PA      | $41066.80       | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7407 04-01-51                                                                      | CUSIP: 3140XBGR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      400829 | PA      | $333283.37      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6865 02-01-52                                                                      | CUSIP: 3133KNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      217657 | PA      | $181479.27      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC5142 08-01-51                                                                      | CUSIP: 3133APWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      116907 | PA      | $97060.47       | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT1265 06-01-51                                                                      | CUSIP: 3140LPMP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17555884 | PA      | $14577773.65    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8430 05-01-54                                                                      | CUSIP: 3132DWLK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8745150 | PA      | $8581466.59     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 FM2499 02-01-35                                                                      | CUSIP: 3140X5X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    38375118 | PA      | $36230140.48    | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD6271 09-01-54                                                                      | CUSIP: 3132DT6G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2038202 | PA      | $2113501.08     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS8783 08-01-54                                                                      | CUSIP: 3140XQXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2255873 | PA      | $2349230.15     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 QJ4693 09-01-54                                                                      | CUSIP: 3133CVGA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1006744 | PA      | $1048361.10     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7626 12-01-53                                                                      | CUSIP: 3140QTPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3597718 | PA      | $3744472.43     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB7426 11-01-53                                                                      | CUSIP: 3140QTHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3208658 | PA      | $3330009.82     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEF 2024-1A                                                                      | WEF 24-1 A2 144A 4.99% 09-20-32                                                                    | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6474000 | PA      | $6481263.83     | 0.00%             | 2032-09-20      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-2                                         | WFLF 24-2 A1 144A 4.87% 06-21-39                                                                   | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28310621 | PA      | $28480088.86    | 0.01%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2622 10-01-54                                                                      | CUSIP: 3142GS4G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   142619025 | PA      | $143616359.88   | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB1968 07-01-50                                                                      | CUSIP: 3133A8FH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8249673 | PA      | $6862070.00     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5498 10-01-54                                                                      | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6467647 | PA      | $6577687.94     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5034 02-01-52                                                                      | CUSIP: 3140XLSY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      588181 | PA      | $488454.09      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS8677 04-01-52                                                                      | CUSIP: 3140XQUB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       77680 | PA      | $64495.14       | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS7880 01-01-54                                                                      | CUSIP: 3140XPXJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      839613 | PA      | $699669.19      | 0.00%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU0464 09-01-51                                                                      | CUSIP: 3140M1QS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      167600 | PA      | $139145.11      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-6                                                                     | VERUS 2024-6 A2 144A 6.053% 07-25-69                                                               | CUSIP: 92540JAB8<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-CBDO         | CORP              | US        |     2982492 | PA      | $3001794.29     | 0.00%             | 2069-07-25      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                                     | VERUS 2024-8 A1 144A FRN 10-25-69                                                                  | CUSIP: 92540PAA6<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |    14489511 | PA      | $14491669.84    | 0.01%             | 2069-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-8                                                                     | VERUS 2024-8 A2 144A 5.618% 10-25-69/10-01-28                                                      | CUSIP: 92540PAB4<br>LEI: 213800RZ8QGNZ38DSP77 | Long             | ABS-CBDO         | CORP              | US        |     5098161 | PA      | $5106150.06     | 0.00%             | 2069-10-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SK HYNIX INC                                                                     | SK HYNIX INC                                                                                       | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |     8365421 | NS      | $1809945859.51  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                                          | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |     2657000 | NS      | $96413117.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 555880 11-01-33                                                                      | CUSIP: 31385XQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      469147 | PA      | $480624.45      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 555956 12-01-33                                                                      | CUSIP: 31385XTM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      420374 | PA      | $430361.65      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC                                                                                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    12601800 | NS      | $2585511306.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC                                                                                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     1962171 | NS      | $364218181.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | ABBOTT LABORATORIES                                                                                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     8681150 | NS      | $1180723211.50  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PLC                                                                    | ACCENTURE PLC CL A                                                                                 | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |      521753 | NS      | $155946754.17   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                                                                        | ADOBE INC                                                                                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      593662 | NS      | $229675954.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBUS SE                                                                        | AIRBUS SE                                                                                          | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |     1691941 | NS      | $353283061.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO                                                                            | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     3061441 | NS      | $980028492.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK 2016-1X                                                                    | BLACK_16-1X FRN 04-26-31                                                                           | CUSIP: N/A<br>LEI: 549300K8V8PYC7UZSI28       | Long             | ABS-O            | CORP              | KY        |    11222137 | PA      | $11226726.85    | 0.00%             | 2031-04-26      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| BJETS 2024-2A                                                                    | BJETS 24-2 A 144A 5.364% 09-15-39/09-16-30                                                         | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21595698 | PA      | $21683009.07    | 0.01%             | 2039-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 B 4.77% 08-15-30/12-15-26                                                               | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7401000 | PA      | $7409881.20     | 0.00%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 C 4.83% 08-15-30/10-15-27                                                               | CUSIP: 10806EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11925000 | PA      | $11918083.50    | 0.00%             | 2030-08-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 A3 4.72% 09-15-28/07-15-26                                                              | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6448000 | PA      | $6452429.78     | 0.00%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-4                         | BLAST 24-4 A2 4.84% 09-15-27/11-17-25                                                              | CUSIP: 10806EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2097268 | PA      | $2098500.76     | 0.00%             | 2027-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                     | BMO 2024-5C8 AS FRN 12-15-57                                                                       | CUSIP: 09661XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10030000 | PA      | $10419896.19    | 0.00%             | 2057-12-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-1                                                                     | BLAST 25-1 A3 4.67% 08-15-28/07-15-26                                                              | CUSIP: 10806HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8007000 | PA      | $8008641.44     | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-1                                                                     | BLAST 25-1 B 4.92% 03-15-29/12-15-26                                                               | CUSIP: 10806HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9466000 | PA      | $9497521.78     | 0.00%             | 2029-03-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                   | BATLN 18-12 ARR CLO 144A FRN (TSFR3M+93) 05-17-31                                                  | CUSIP: 07133RAW5<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |    22136238 | PA      | $22098473.37    | 0.01%             | 2031-05-17      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BATTALION CLO LTD BATLN_18-12A                                                   | BATLN 18-12 BRR CLO 144A FRN (TSFR3M+120) 05-17-31                                                 | CUSIP: 07133RAY1<br>LEI: 549300JIE0P78OIZGS60 | Long             | ABS-O            | CORP              | KY        |    13891000 | PA      | $13874414.15    | 0.01%             | 2031-05-17      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2025-2                                                                     | BLAST 25-2 B 4.81% 08-15-29/05-17-27                                                               | CUSIP: 10807HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15155000 | PA      | $15219287.51    | 0.01%             | 2029-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAST_17-1R                             | CLAST 17-1R A 144A 2.741% 08-15-41/04-15-27                                                        | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2476480 | PA      | $2389231.36     | 0.00%             | 2041-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 A 144A 2.868% 05-11-37/11-10-28                                                          | CUSIP: 12567UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    40407653 | PA      | $37259331.16    | 0.01%             | 2037-05-11      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST CLAF_21-1                               | CLAF 21-1 B 144A 3.464% 05-11-37/11-10-28                                                          | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16429876 | PA      | $15222313.34    | 0.01%             | 2037-05-11      | Fixed         | 3.46%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 21-N4 C 1.72% 09-11-28/11-10-26                                                              | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      438476 | PA      | $424525.64      | 0.00%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-N4                                       | CRVNA 21-N4 A2 1.8% 09-11-28/10-13-26                                                              | CUSIP: 14687HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3025923 | PA      | $2955389.07     | 0.00%             | 2028-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST CPS_22-B                                              | CPS 22-B C 144A 4.33% 08-15-28/06-16-25                                                            | CUSIP: 12663BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3956152 | PA      | $3953458.07     | 0.00%             | 2028-08-15      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE C17 CLO LTD_CGMS-C17                                                     | CGMS C17 A1AR CLO 144A FRN (TSFR3M+129.16) 04-30-31                                                | CUSIP: 14307PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      115535 | PA      | $115581.22      | 0.00%             | 2031-04-30      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A3                              | COMET 22-A3 A 4.95% 10-15-27/25                                                                    | CUSIP: 14041NGB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4513000 | PA      | $4518736.02     | 0.00%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 24-C B 144A 5.68% 12-15-28/06-15-26                                                            | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3027000 | PA      | $3050964.76     | 0.00%             | 2028-12-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CPTRS 2024-1A                                                                    | CPTRS 24-1 A2 144A 5.58% 07-20-32/11-20-28                                                         | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20792690 | PA      | $21086303.84    | 0.01%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-4                                                | CHAOT 24-4 144A 4.94% 07-25-29/01-25-28                                                            | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    35542000 | PA      | $35876521.30    | 0.01%             | 2029-07-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C                                        | SMB 23-C A1A 144A 5.67% 11-15-52/10-17-33                                                          | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5714315 | PA      | $5871715.64     | 0.00%             | 2052-11-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SDART 2023-4                                                                     | SDART 23-4 A3 5.73% 04-17-28/03-16-26                                                              | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9091770 | PA      | $9117963.62     | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4                                                                     | SDART 23-4 B 5.77% 12-15-28/01-15-27                                                               | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20096000 | PA      | $20365286.40    | 0.01%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA 144A LIFE SR NON PREF 5.896% 10-09-26/25                                              | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    41250000 | PA      | $41404481.25    | 0.02%             | 2026-10-09      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28                                                     | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    74614000 | PA      | $78397825.17    | 0.03%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 01-19-28                        | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     2169000 | PA      | $2202597.81     | 0.00%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.15% 01-16-26                         | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     2714000 | PA      | $2722475.82     | 0.00%             | 2026-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP SR UNSEC 5.75% 09-15-33                                                           | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     4645000 | PA      | $4881718.49     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9975 06-01-52                                                                      | CUSIP: 3140MQCM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      457816 | PA      | $381077.70      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7435 09-01-51                                                                      | CUSIP: 3140KTHM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2272849 | PA      | $1894279.07     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR UNSEC 6.259% 09-22-26/25                                              | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    30000000 | PA      | $30093720.00    | 0.01%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28                                                    | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    55895000 | PA      | $59654385.91    | 0.02%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC9156 10-01-51                                                                      | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      203559 | PA      | $170007.74      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4805 11-01-52                                                                      | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16680601 | PA      | $15996029.21    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.0% 01-15-27                           | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     4378000 | PA      | $4421578.61     | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 5.65% 04-22-29                                         | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    12500000 | PA      | $12973400.00    | 0.01%             | 2029-04-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW4142 07-01-52                                                                      | CUSIP: 3140MVS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      298482 | PA      | $248710.52      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU8730 06-01-52                                                                      | CUSIP: 3140MAVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11459311 | PA      | $9546728.85     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30                                              | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    49115000 | PA      | $61532452.34    | 0.02%             | 2031-04-30      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 144A LIFE SR UNSEC 5.95% 05-15-54                                                          | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     3440000 | PA      | $3331626.24     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU9507 04-01-52                                                                      | CUSIP: 3140MBR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      519626 | PA      | $433136.08      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7408 05-01-51                                                                      | CUSIP: 3140XBGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      767078 | PA      | $636876.01      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSEC 5.25% 07-01-29                                                         | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7791000 | PA      | $7984076.56     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 5.125% 06-26-29                                   | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    17500000 | PA      | $17831905.00    | 0.01%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.45% 06-15-29                                                       | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    41737000 | PA      | $41298594.55    | 0.02%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP OPERATING LP SR UNSEC 4.65% 09-15-34                                                           | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     4736000 | PA      | $4598253.44     | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6597 09-01-51                                                                      | CUSIP: 3133ARKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       25717 | PA      | $21351.71       | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0292 04-01-52                                                                      | CUSIP: 3133B9KD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3008760 | PA      | $2504515.71     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE1005 04-01-52                                                                      | CUSIP: 3133BADJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      281565 | PA      | $233760.94      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9067 10-01-51                                                                      | CUSIP: 3140XDCD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      177628 | PA      | $147526.18      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD4693 01-01-54                                                                      | CUSIP: 3132DSGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4027118 | PA      | $4176021.01     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB5214 07-01-54                                                                      | CUSIP: 3140AEYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4574750 | PA      | $4652986.93     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6603 08-01-50                                                                      | CUSIP: 3140QEKR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6920397 | PA      | $5756338.14     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QJ5733 10-01-54                                                                      | CUSIP: 3133CWLN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      275368 | PA      | $280222.57      | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2535 08-01-52                                                                      | CUSIP: 3140XHY92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      120947 | PA      | $100403.26      | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA7021 03-01-52                                                                      | CUSIP: 3133KNYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      793140 | PA      | $658498.29      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FP0058 08-01-50                                                                      | CUSIP: 3140XTB42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9114962 | PA      | $7579537.52     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ9030 11-01-50                                                                      | CUSIP: 3140KVA83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10772498 | PA      | $9020265.38     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8436 09-01-51                                                                      | CUSIP: 3140XCLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4475844 | PA      | $3716020.02     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1885 02-01-52                                                                      | CUSIP: 3140XHCX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6374929 | PA      | $5294206.81     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8463 09-01-54                                                                      | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      828674 | PA      | $842751.70      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FP0060 10-01-50                                                                      | CUSIP: 3140XTB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1562656 | PA      | $1299347.18     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA9291 02-01-51                                                                      | CUSIP: 3140QHKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    33731034 | PA      | $28005731.05    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE2101 04-01-52                                                                      | CUSIP: 3133BBKN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      390091 | PA      | $324900.49      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0517 05-01-51                                                                      | CUSIP: 3140QKSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      135688 | PA      | $112605.36      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7308 02-01-51                                                                      | CUSIP: 3140XBDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      117728 | PA      | $98533.75       | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4656 04-01-52                                                                      | CUSIP: 3140MJE68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2140149 | PA      | $1781920.55     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8692 09-01-51                                                                      | CUSIP: 3140XCUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3794797 | PA      | $3150645.48     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD6082 09-01-52                                                                      | CUSIP: 3132DTXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      784475 | PA      | $651123.10      | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU5890 12-01-51                                                                      | CUSIP: 3140M7RL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       78062 | PA      | $65049.31       | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD1961 12-01-52                                                                      | CUSIP: 3132DPFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4995695 | PA      | $5001295.51     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 BX7703 02-01-53                                                                      | CUSIP: 3140NCRZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      262324 | PA      | $271972.48      | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX5592 01-01-53                                                                      | CUSIP: 3140NAGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      508861 | PA      | $512117.99      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX0856 01-01-53                                                                      | CUSIP: 3140N45S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      624630 | PA      | $628897.09      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4126 02-01-52                                                                      | CUSIP: 3140MHSQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       57766 | PA      | $48062.05       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6128 02-01-51                                                                      | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      979513 | PA      | $813377.67      | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF5394 01-01-53                                                                      | CUSIP: 3133BS7F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1385886 | PA      | $1390615.75     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 QD8873 02-01-52                                                                      | CUSIP: 3133B62E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       11945 | PA      | $10842.93       | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT1339 07-01-51                                                                      | CUSIP: 3140LPPZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       75683 | PA      | $62983.63       | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2408 12-01-51                                                                      | CUSIP: 3140QMVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      125496 | PA      | $104605.06      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 CB3126 03-01-52                                                                      | CUSIP: 3140QNPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7157897 | PA      | $6530278.07     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BU3349 11-01-51                                                                      | CUSIP: 3140M4WK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       32587 | PA      | $29672.46       | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5713 02-01-51                                                                      | CUSIP: 3140X9K38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1984572 | PA      | $1660598.53     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR0757 01-01-51                                                                      | CUSIP: 3140KXZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       67394 | PA      | $56316.95       | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW5000 03-01-53                                                                      | CUSIP: 3140MWRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2219771 | PA      | $2068992.82     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4993 04-01-53                                                                      | CUSIP: 31418ERP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5207196 | PA      | $4847742.91     | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB8934 02-01-51                                                                      | CUSIP: 3133AF4T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       67746 | PA      | $56313.38       | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1345 10-01-51                                                                      | CUSIP: 3132DNP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14278282 | PA      | $11854272.56    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD2079 10-01-52                                                                      | CUSIP: 3132DPJY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1392064 | PA      | $1297578.01     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4917 02-01-53                                                                      | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      162782 | PA      | $156107.02      | 0.00%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW5132 02-01-53                                                                      | CUSIP: 3140MWV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       96080 | PA      | $89572.74       | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4119 03-01-52                                                                      | CUSIP: 3140MHSH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      104333 | PA      | $87016.29       | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE5159 06-01-52                                                                      | CUSIP: 3133BEWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      291552 | PA      | $242518.45      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1080 02-01-52                                                                      | CUSIP: 3140XGFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23975186 | PA      | $19912399.01    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6761 09-01-51                                                                      | CUSIP: 3133ARQN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1486783 | PA      | $1234385.56     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW4964 02-01-53                                                                      | CUSIP: 3140MWQS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      144590 | PA      | $120175.42      | 0.00%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QF8523 02-01-53                                                                      | CUSIP: 3133BWPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1425088 | PA      | $1327889.55     | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA4977 04-01-53                                                                      | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2885809 | PA      | $2766873.59     | 0.00%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF0212 09-01-52                                                                      | CUSIP: 3133BMGV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4480708 | PA      | $4296336.11     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FP0053 10-01-50                                                                      | CUSIP: 3140XTBX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    48285742 | PA      | $38618501.88    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS4783 08-01-51                                                                      | CUSIP: 3140XLJ58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    65920937 | PA      | $62358833.29    | 0.02%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD3245 06-01-52                                                                      | CUSIP: 3132DQTA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    37979748 | PA      | $35934538.85    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FM5940 02-01-51                                                                      | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22682305 | PA      | $18246303.83    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC8489 10-01-51                                                                      | CUSIP: 3133ATNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    48770478 | PA      | $40967932.66    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS3767 04-01-47                                                                      | CUSIP: 3140XKFH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2032110 | PA      | $1648262.99     | 0.00%             | 2047-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SI2080 10-01-50                                                                      | CUSIP: 3133USJZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13813381 | PA      | $11096620.31    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SI2062 09-01-50                                                                      | CUSIP: 3133USJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13431960 | PA      | $10765299.58    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8247 08-01-51                                                                      | CUSIP: 3140XCEV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      782562 | PA      | $658226.18      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7957 07-01-51                                                                      | CUSIP: 3140XBZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      549497 | PA      | $462176.91      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0752 03-01-52                                                                      | CUSIP: 3140XFZS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    24035630 | PA      | $21037449.22    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS5554 11-01-52                                                                      | CUSIP: 3140XME44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    44764381 | PA      | $42934234.04    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4978 04-01-53                                                                      | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29929140 | PA      | $29444497.73    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS3744 07-01-51                                                                      | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    49298108 | PA      | $39354482.29    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB0090 04-01-51                                                                      | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   181854270 | PA      | $144795824.87   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS3745 08-01-50                                                                      | CUSIP: 3140XKET3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16767623 | PA      | $13401153.93    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5836 09-01-51                                                                      | CUSIP: 3133KMPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    57767940 | PA      | $48560654.62    | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 MA5070 07-01-53                                                                      | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   123348944 | PA      | $118247971.80   | 0.05%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5165 10-01-53                                                                      | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5233709 | PA      | $5242271.26     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6901 07-01-54                                                                      | CUSIP: 3140AGU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3637837 | PA      | $3701997.21     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD4614 01-01-54                                                                      | CUSIP: 3132DSDT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9375158 | PA      | $9757336.70     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS7162 02-01-54                                                                      | CUSIP: 3140XN5Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8358072 | PA      | $8698788.59     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 DB5213 07-01-54                                                                      | CUSIP: 3140AEYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14549596 | PA      | $14562152.79    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4840 05-01-53                                                                      | CUSIP: 3140XLLW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11079050 | PA      | $11091258.68    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS6838 11-01-53                                                                      | CUSIP: 3140XNS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11119804 | PA      | $11139430.60    | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3512 08-01-53                                                                      | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      313403 | PA      | $319072.60      | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ1797 06-01-54                                                                      | CUSIP: 3142GR7K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2348691 | PA      | $2431475.17     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5873 07-01-54                                                                      | CUSIP: 3132DTQ29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7803880 | PA      | $7948446.66     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ1015 03-01-54                                                                      | CUSIP: 3142GRDV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2764734 | PA      | $2862456.34     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 DB5480 06-01-54                                                                      | CUSIP: 3140AFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1384887 | PA      | $1433389.55     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS8619 07-01-54                                                                      | CUSIP: 3140XQSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9873406 | PA      | $10281987.27    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS8607 07-01-54                                                                      | CUSIP: 3140XQR58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7349091 | PA      | $7653218.64     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD5905 07-01-54                                                                      | CUSIP: 3132DTR28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4514568 | PA      | $4701394.21     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ1986 07-01-54                                                                      | CUSIP: 3142GSF45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11640575 | PA      | $12051300.78    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ0854 01-01-54                                                                      | CUSIP: 3142GQ5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      634984 | PA      | $658075.65      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ1725 06-01-54                                                                      | CUSIP: 3142GR4K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1087497 | PA      | $1136236.60     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8591 07-01-54                                                                      | CUSIP: 3140XQRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5609652 | PA      | $5757141.34     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC0296 08-01-54                                                                      | CUSIP: 3140AMKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4112301 | PA      | $4209014.44     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8455 08-01-54                                                                      | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    32526573 | PA      | $33617969.92    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7687 08-01-54                                                                      | CUSIP: 3140AHRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5540746 | PA      | $5678006.70     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7039 07-01-54                                                                      | CUSIP: 3140AGZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10647212 | PA      | $10872911.16    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7690 08-01-54                                                                      | CUSIP: 3140AHRL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4393644 | PA      | $4496974.09     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | SHARP HEALTHCARE SR UNSEC 2.68% 08-01-50                                                           | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |    15620000 | PA      | $9611954.44     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 4.25% 11-23-41                                                                | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     5400000 | PA      | $4787451.00     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                                | SMBC AVIATION CAPITAL FINANCE DAC 144A LIFE SR UNSEC 5.45% 05-03-28                                | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    15000000 | PA      | $15343575.00    | 0.01%             | 2028-05-03      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP SR UNSEC 5.159% 05-18-34/33                                                      | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    28825000 | PA      | $29454912.73    | 0.01%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | SUTTER HEALTH SR UNSEC 5.164% 08-15-33                                                             | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     9905000 | PA      | $10057031.85    | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB 144A LIFE SR NON PREF 5.5% 06-15-28                                       | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    10000000 | PA      | $10336550.00    | 0.00%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.565% 06-12-29/28                                             | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     3523000 | PA      | $3694467.93     | 0.00%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.8% 07-13-28                                         | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    19192000 | PA      | $20003994.33    | 0.01%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 5.852% 07-13-30                                       | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     4532000 | PA      | $4792821.13     | 0.00%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                                      | SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 4.95% 08-15-28                                         | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     9175000 | PA      | $9371950.55     | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                      | SWEDBANK AB 144A LIFE SR NON PREF 6.136% 09-12-26                                                  | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    51564000 | PA      | $52683918.52    | 0.02%             | 2026-09-12      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                                   | SUMITOMO MITSUI TRUST BANK LTD 144A LIFE SR UNSEC 5.55% 09-14-28                                   | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    35000000 | PA      | $36325310.00    | 0.01%             | 2028-09-14      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.65% 10-01-28                                       | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    25184000 | PA      | $25805415.20    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.174% 01-09-30/29                                             | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    16650000 | PA      | $17333748.90    | 0.01%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34                                        | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    30947000 | PA      | $30034558.65    | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSEC 2.05% 04-15-30                                                                   | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     5247000 | PA      | $4777939.19     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.875% 11-20-50                                                | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2167000 | PA      | $1351029.15     | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 1.25% 11-24-25                          | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     6265000 | PA      | $6180159.37     | 0.00%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.45% 12-15-50                                             | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     4256000 | PA      | $2390880.35     | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.55% 03-21-31                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1933000 | PA      | $1734285.67     | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.987% 10-30-56                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5537000 | PA      | $3335566.32     | 0.00%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | VIATRIS INC SR UNSEC 4.0% 06-22-50                                                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    29847000 | PA      | $19896756.38    | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELECTRIC AND POWER CO SR UNSEC 2.4% 03-30-32                                              | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $4945297.20     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 2.355% 03-15-32                                                | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    13908000 | PA      | $11993633.34    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 4.75% 03-21-28                                                            | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     6924000 | PA      | $6993212.30     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 5.6% 04-15-35                                                             | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    19077000 | PA      | $19485057.03    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 3.35% 12-01-26                                                            | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2524904.96     | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSEC 2.35% 11-15-31                                                            | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    19400000 | PA      | $16800788.00    | 0.01%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                                | CPPIB CAPITAL 144A LIFE SR UNSEC 2.75% 11-02-27                                                    | CUSIP: 22411VAD0<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |    23770000 | PA      | $23189037.43    | 0.01%             | 2027-11-02      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 4.688% 05-15-29                                | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    38215000 | PA      | $37362346.92    | 0.01%             | 2029-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CAISSE AMORTISSEMENT DE LA DETTE SOCIALE                                         | CADES USD 144A LIFE SR UNSEC 0.375% 09-23-25                                                       | CUSIP: 12802D2A3<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | USGA              | FR        |    18000000 | PA      | $17834274.00    | 0.01%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.348% 02-09-31                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |    21000000 | PA      | $18514671.00    | 0.01%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD REG S SR UNSEC 3.875% 07-26-33                                    | CUSIP: N/A<br>LEI: 4469000001BFPONMPF32       | Long             | DBT              | CORP              | MX        |    17569000 | PA      | $14952079.88    | 0.01%             | 2033-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                                | CPPIB CAPITAL 144A LIFE SR UNSEC 0.875% 09-09-26                                                   | CUSIP: 22411VAU2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | USGA              | CA        |    17827000 | PA      | $17195063.16    | 0.01%             | 2026-09-09      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                    | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC (B) 1.25% 10-20-26                                    | CUSIP: 25159MBD8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |    18000000 | PA      | $17353854.00    | 0.01%             | 2026-10-20      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC                                                    | DEVELOPMENT BANK OF JAPAN 144A LIFE SR UNSEC 1.75% 10-20-31                                        | CUSIP: 25159MBE6<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | USGA              | JP        |    12582000 | PA      | $10860153.30    | 0.00%             | 2031-10-20      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33                            | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    10080000 | PA      | $11394684.00    | 0.00%             | 2079-12-31      | Variable      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 3.625% 09-10-28                                                               | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    13155000 | PA      | $12979604.39    | 0.01%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 4.875% 09-21-38                                        | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1325000 | PA      | $1225868.80     | 0.00%             | 2038-09-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA SR UNSEC 1.75% 01-22-26                                                                | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     9289000 | PA      | $9151708.58     | 0.00%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMA 0.875% 08-05-30                                                                               | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    17097000 | PA      | $14787682.56    | 0.01%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 11-15-26                                                        | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19809000 | PA      | $20004798.10    | 0.01%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.75% 01-15-34                                  | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    50510724 | PA      | $50056925.60    | 0.02%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 01-31-29                                                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   254696000 | PA      | $257012052.61   | 0.10%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-15-34                                                          | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29600000 | PA      | $29292837.84    | 0.01%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 02-15-27                                                        | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7942000 | PA      | $7980909.45     | 0.00%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.25% 02-15-54                                                         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14150000 | PA      | $12912886.73    | 0.01%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V12                                                                   | BMARK 24-V12 A3 5.73845% 12-15-57/12-17-2029                                                       | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5540000 | PA      | $5775272.72     | 0.00%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3                                                                     | BX 25-BIO3 A 144A 6.1382% 02-10-42/02-12-30                                                        | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9605000 | PA      | $9873459.75     | 0.00%             | 2042-02-10      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2025-NQM1                                                                  | BRAVO 2025-NQM1 A1 144A 5.604% 12-25-64                                                            | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    44754831 | PA      | $45042872.70    | 0.02%             | 2064-12-25      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CONE 2024-DFW1                                                                   | CONE 2024-DFW1 A 144A FRN 08-15-41                                                                 | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    36135000 | PA      | $36056876.13    | 0.01%             | 2041-08-15      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BJ8318 01-01-48                                                                      | CUSIP: 3140HAG46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       81439 | PA      | $79236.68       | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 D 144A 5.21% 04-15-30                                                                   | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18000000 | PA      | $18131526.00    | 0.01%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 B 144A 4.72% 11-15-29                                                                   | CUSIP: 96043CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28358000 | PA      | $28431333.79    | 0.01%             | 2029-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BE9242 03-01-47                                                                      | CUSIP: 3140FVHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       19880 | PA      | $19357.24       | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 4.5 MA3539 12-01-38                                                                      | CUSIP: 31418C4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       66697 | PA      | $67393.34       | 0.00%             | 2038-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4096 08-01-50                                                                      | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2442749 | PA      | $2051889.32     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BH7779 08-01-47                                                                      | CUSIP: 3140GWUD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       23174 | PA      | $21368.28       | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 C 144A 4.92% 11-15-29                                                                   | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16701000 | PA      | $16789030.97    | 0.01%             | 2029-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-3A                                                                    | WLAKE 24-3 A3 144A 4.71% 04-17-28                                                                  | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12741000 | PA      | $12790358.63    | 0.01%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 24-4 A 144A 4.81% 03-13-28                                                                    | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6586947 | PA      | $6586011.67     | 0.00%             | 2028-03-13      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC WFLF_24-3                                         | WFLF 24-3 A1 144A 4.8% 09-19-39/05-18-28                                                           | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19228000 | PA      | $19331504.32    | 0.01%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 1.95% 01-12-27                                                      | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2899000 | PA      | $2803756.25     | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 2.45% 01-12-32                                                      | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2032000 | PA      | $1775888.75     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27                                                    | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7247617.50     | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                | TAKE-TWO INTERACTIVE SOFTWARE INC SR UNSEC 4.0% 04-14-32                                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     8925000 | PA      | $8457963.68     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSPORTADORA DE GAS DEL PERU SA                                                | TRANSPORTADORA DE GAS DEL PERU SA REG S SR UNSEC SF 4.25% 04-30-28                                 | CUSIP: N/A<br>LEI: 529900SKHHNI5HVI0Y66       | Long             | DBT              | CORP              | PE        |      685800 | PA      | $681108.44      | 0.00%             | 2028-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 25-1 D 144A 5.54% 11-15-30/01-18-28                                                          | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7216000 | PA      | $7332783.74     | 0.00%             | 2030-11-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 25-1 B 144A 4.98% 09-16-30/02-16-27                                                          | CUSIP: 96043VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14985000 | PA      | $15105479.40    | 0.01%             | 2030-09-16      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.046% 02-12-31/30                                                             | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15274260.00    | 0.01%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 5.1% 02-20-35                                                          | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    13463000 | PA      | $13698562.11    | 0.01%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 5.6% 12-01-54                                                          | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     9629000 | PA      | $9587393.09     | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | UNION ELECTRIC CO SR SEC 1ST LIEN 5.25% 04-15-35                                                   | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    14220000 | PA      | $14528716.20    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 5.58% 05-09-36/35                                                  | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    28800000 | PA      | $29462457.60    | 0.01%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.083% 05-15-31/30                                                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    29000000 | PA      | $29588555.00    | 0.01%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.95% 06-15-55                                                     | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    31372000 | PA      | $31882736.16    | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 06-15-35                                                      | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    21197000 | PA      | $21612630.78    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.65% 01-15-31                                                     | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20107600.00    | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.125% 09-24-25                                                    | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4030000 | PA      | $4023479.46     | 0.00%             | 2025-09-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | UNUM GROUP SR UNSEC 3.875% 11-05-25                                                                | CUSIP: 91529YAL0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     5045000 | PA      | $5027196.20     | 0.00%             | 2025-11-05      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 144A LIFE SR UNSEC 4.625% 04-12-27                                                   | CUSIP: 904678AB5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     5540000 | PA      | $5540038.78     | 0.00%             | 2027-04-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.75% 07-15-25                                                         | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     1111000 | PA      | $1110664.48     | 0.00%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP SR UNSEC 4.125% 11-16-28                                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29889.33       | 0.00%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 3.126% 08-13-30/29                                                 | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4400000 | PA      | $4153023.60     | 0.00%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 2.0% 05-15-30                                                      | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $967617.15      | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.839% 03-20-60                                                        | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2376000 | PA      | $1712321.42     | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.364% 01-30-27/26                                                 | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    26350000 | PA      | $25873723.75    | 0.01%             | 2027-01-30      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 2.095% 02-11-32/31                                                 | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    32181000 | PA      | $27844932.06    | 0.01%             | 2032-02-11      | Variable      | 2.10%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 1.15% 05-15-26                                                     | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1959000 | PA      | $1904641.67     | 0.00%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.494% 08-10-27/26                                                 | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    35660000 | PA      | $34497056.08    | 0.01%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 3.799% 04-06-71                                                        | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2376000 | PA      | $1629848.09     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 2.746% 02-11-33/32                                                 | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5035000 | PA      | $4394527.86     | 0.00%             | 2033-02-11      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMA 0.75% 10-08-27                                                                                | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    11330000 | PA      | $10596610.23    | 0.00%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                          | FHLB 5.5% 07-15-36                                                                                 | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |      600000 | PA      | $653650.32      | 0.00%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM PT                                                    | INDONESIA ASAHAN ALUMINIUM PT REG S SR UNSEC 5.45% 05-15-30                                        | CUSIP: N/A<br>LEI: 2549008P48EB9SN2OI80       | Long             | DBT              | CORP              | ID        |     3000000 | PA      | $3055353.00     | 0.00%             | 2030-05-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| JAPAN BANK FOR INTERNATIONAL COOPERATION                                         | JBIC GLOBAL SR UNSEC 1.25% 01-21-31                                                                | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGA              | JP        |    27682000 | PA      | $23843447.79    | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | KREDITANSTALT FUER WIEDERAUFBAU SR UNSEC 5.125% 09-29-25                                           | CUSIP: 500769KA1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    40003000 | PA      | $40074805.39    | 0.02%             | 2025-09-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | KFW SR UNSEC 0.375% 07-18-25                                                                       | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     7671000 | PA      | $7656494.14     | 0.00%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                   | LANDWIRTSCHAFTLICHE RENTENBANK SR UNSEC 0.875% 09-03-30                                            | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    13390000 | PA      | $11554204.22    | 0.00%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                   | ONTARIO TEACHERS FINANCE 144A LIFE SR UNSEC 3.0% 04-13-27                                          | CUSIP: 68329AAL2<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | USGA              | CA        |    18000000 | PA      | $17694675.00    | 0.01%             | 2027-04-13      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 3.5% 04-19-32                                               | CUSIP: 682142AG9<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |    33621000 | PA      | $31890863.34    | 0.01%             | 2032-04-19      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 4.0% 04-19-52                                               | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |    33621000 | PA      | $26101259.90    | 0.01%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS FINANCE TRUST 144A LIFE SR UNSEC 1.1% 03-26-26                                               | CUSIP: 682142AF1<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | USGA              | CA        |    26770000 | PA      | $26179560.88    | 0.01%             | 2026-03-26      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25                                                       | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    23576000 | PA      | $23565697.29    | 0.01%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   200027000 | PA      | $186019709.27   | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC SF 8.75% 06-02-29                                                     | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   162856000 | PA      | $168826952.38   | 0.07%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                           | POWER FINANCE CORP LTD REG S SR UNSEC 5.25% 08-10-28                                               | CUSIP: N/A<br>LEI: 3358003Q6D9LIJJZ1614       | Long             | DBT              | CORP              | IN        |     1957000 | PA      | $1981024.13     | 0.00%             | 2028-08-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.35% 02-12-48                                                        | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    12045000 | PA      | $8394509.81     | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                           | POWER FINANCE CORP LTD REG S SR UNSEC 6.15% 12-06-28                                               | CUSIP: 73928RAA4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     1760000 | PA      | $1832573.60     | 0.00%             | 2028-12-06      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 01-23-29                                                         | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2605000 | PA      | $2550995.75     | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                           | POWER FINANCE CORP LTD REG S SR UNSEC 3.95% 04-23-30                                               | CUSIP: 73928RAB2<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     6907000 | PA      | $6625001.00     | 0.00%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27                                                        | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    17185000 | PA      | $17109007.93    | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60                                                        | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    68149000 | PA      | $49013714.89    | 0.02%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    17490000 | PA      | $16437102.00    | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FEDEX CORP                                                                                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      525335 | NS      | $119413898.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP                                                                                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     7617410 | NS      | $306676926.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILE (REPUBLIC OF)                                                              | CHILE GOVERNMENT INTERNATIONAL BOND 3.1% 01-22-61                                                  | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    15816000 | PA      | $9620556.48     | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34                                               | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2451000 | PA      | $2443198.47     | 0.00%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.25% 06-15-33                               | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    44120000 | PA      | $56376124.90    | 0.02%             | 2033-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.875% 06-15-28                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |    29410000 | PA      | $36268220.70    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.375% 06-15-34                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |   142470000 | PA      | $170627186.21   | 0.07%             | 2034-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HELLENIC REPUBLIC TREASURY BILL                                                  | HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.625% 06-15-35                              | CUSIP: N/A<br>LEI: 2138003EKTMKZ5598902       | Long             | DBT              | NUSS              | GR        |   140000000 | PA      | $169504177.41   | 0.07%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                            | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 2.125% 09-22-31                                    | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    14164000 | PA      | $11804093.47    | 0.00%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY (REPUBLIC OF)                                                            | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 3.125% 09-21-51                                    | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    17678000 | PA      | $10463413.74    | 0.00%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |   800000000 | PA      | $5518419.50     | 0.00%             | 2027-05-27      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                                          | INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29                                   | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  2700000000 | PA      | $18544718.59    | 0.01%             | 2029-05-25      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                                            | JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.4% 03-20-55                                                | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 22740850000 | PA      | $145056476.63   | 0.06%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                      | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.75% 01-18-28                                       | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     4883000 | PA      | $4924246.70     | 0.00%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                      | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.875% 07-18-33                                      | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      310000 | PA      | $311524.27      | 0.00%             | 2033-07-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 4.75% 04-27-32                                                | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    19875000 | PA      | $18929148.75    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 3.771% 05-24-61                                               | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    13292000 | PA      | $7883817.50     | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 3.5% 02-12-34                                                 | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     9008000 | PA      | $7582484.00     | 0.00%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 2.78% 12-01-60                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    40618000 | PA      | $21922753.14    | 0.01%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                                        | PHILIPPINE GOVERNMENT INTERNATIONAL BOND 6.375% 10-23-34                                           | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    19260000 | PA      | $21188966.04    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31                                                 | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     8035000 | PA      | $8569648.90     | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                 | QATAR GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.817% 03-14-49                                      | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     7101000 | PA      | $6384764.74     | 0.00%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| QATAR (STATE OF)                                                                 | QATAR GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.0% 03-14-29                                        | CUSIP: 74727PBA8<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     7101000 | PA      | $7056789.17     | 0.00%             | 2029-03-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 25-1 C 144A 5.14% 10-15-30/02-15-2028                                                        | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19367000 | PA      | $19641217.35    | 0.01%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2025-1                                                                     | WLAKE 25-1 A3 144A 4.75% 08-15-28/11-16-26                                                         | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11868000 | PA      | $11925868.37    | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                                            | ROMANIAN GOVERNMENT INTERNATIONAL BOND REG S 6.625% 02-17-28                                       | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    20000000 | PA      | $20697700.00    | 0.01%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SASKATCHEWAN (PROVINCE OF)                                                       | PROVINCE OF SASKATCHEWAN CANADA 3.25% 06-08-27                                                     | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    19319000 | PA      | $19022082.43    | 0.01%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC FRN 07-26-28                                                          | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20099580.00    | 0.01%             | 2028-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | ACCENTURE CAPITAL INC SR UNSEC 4.25% 10-04-31                                                      | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    20724000 | PA      | $20536095.49    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF SAUDI ARABIA MINISTRY OF FINANCE                                      | SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.125% 01-13-28                                      | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    56195000 | PA      | $57146549.94    | 0.02%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.375% 02-15-44                                 | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    51850872 | PA      | $43544523.49    | 0.02%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 01-15-27                                 | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   290027483 | PA      | $286084872.10   | 0.11%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-30                                 | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6001089 | PA      | $5663529.29     | 0.00%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | ACCENTURE CAPITAL INC SR UNSEC 4.5% 10-04-34                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    19774000 | PA      | $19251531.37    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO SR UNSEC 4.85% 12-15-29                                                    | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30458880.00    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.0% 02-15-50                                                          | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    56616000 | PA      | $33247406.30    | 0.01%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.25% 02-15-50                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2669479 | PA      | $1550904.54     | 0.00%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 0.625% 05-15-30                                                        | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22310000 | PA      | $19193864.14    | 0.01%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-25                                 | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   114633136 | PA      | $114256974.67   | 0.05%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.375% 11-15-40                                                        | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38809000 | PA      | $24716481.88    | 0.01%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 01-15-31                                 | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    94808076 | PA      | $87808543.97    | 0.03%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO SR UNSEC 5.15% 02-15-35                                                    | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    22682000 | PA      | $22705838.78    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO SR UNSEC 5.55% 02-15-55                                                    | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    10991000 | PA      | $10549689.37    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.875% 02-15-41                                                        | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    98666000 | PA      | $67871591.54    | 0.03%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-26                                 | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   336450694 | PA      | $332796945.85   | 0.13%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 05-15-41                                                         | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   140792400 | PA      | $102305628.88   | 0.04%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 0.875% 09-30-26                                                        | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      405000 | PA      | $390168.17      | 0.00%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-26                                 | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   211008194 | PA      | $208617844.87   | 0.08%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.125% 10-31-26                                                        | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13564000 | PA      | $13081082.26    | 0.01%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.375% 10-31-28                                                        | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6716000 | PA      | $6227515.77     | 0.00%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.0% 11-15-41                                                          | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6986000 | PA      | $4806148.64     | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.25% 02-15-52                                                         | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   149126300 | PA      | $91069612.07    | 0.04%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-27                                 | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   162453175 | PA      | $159070795.32   | 0.06%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.25% 05-15-42                                                         | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   315157400 | PA      | $260667788.59   | 0.10%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.25% 06-30-29                                                         | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    58480000 | PA      | $57415254.64    | 0.02%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.25% 06-30-27                                                         | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   242903000 | PA      | $240725811.83   | 0.10%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.0% 07-15-25                                                          | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1092000 | PA      | $1091445.48     | 0.00%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 08-15-42                                                        | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   152000000 | PA      | $127537500.00   | 0.05%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 11-15-52                                                          | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    83509000 | PA      | $73070207.98    | 0.03%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.125% 11-15-32                                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20061000 | PA      | $20197069.75    | 0.01%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 01-31-30                                                          | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67000000 | PA      | $66218063.10    | 0.03%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-15-26                                                          | CUSIP: 91282CGL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10457000 | PA      | $10445767.09    | 0.00%             | 2026-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.5% 02-15-33                                                          | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   145000000 | PA      | $139777738.00   | 0.06%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   107137666 | PA      | $84898254.02    | 0.03%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-28-30                                                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   458407000 | PA      | $462897234.09   | 0.18%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 03-31-28                                                        | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52103200 | PA      | $52014379.67    | 0.02%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 04-15-26                                                         | CUSIP: 91282CGV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    72000000 | PA      | $71824219.20    | 0.03%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.375% 05-15-33                                                        | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48871000 | PA      | $46580171.88    | 0.02%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 05-15-43                                                        | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34310000 | PA      | $30641523.34    | 0.01%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.875% 08-15-33                                                        | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49445000 | PA      | $48707053.15    | 0.02%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 5.0% 08-31-25                                                          | CUSIP: 91282CHV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24960000 | PA      | $24981937.34    | 0.01%             | 2025-08-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 09-30-30                                                        | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25150000 | PA      | $26093980.10    | 0.01%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28                                 | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   115940538 | PA      | $120265697.70   | 0.05%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.5% 11-15-33                                                          | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6762000 | PA      | $6944784.97     | 0.00%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3110 03-01-47                                                                      | CUSIP: 3140QNN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      899733 | PA      | $758535.77      | 0.00%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1581 09-01-52                                                                      | CUSIP: 3132DNXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      622696 | PA      | $517088.93      | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8761 09-01-51                                                                      | CUSIP: 3140XCWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4419676 | PA      | $3670496.59     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8506 02-01-55                                                                      | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   254402104 | PA      | $254529305.09   | 0.10%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8516 03-01-55                                                                      | CUSIP: 3132DWN90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14055551 | PA      | $14293202.55    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5643 03-01-55                                                                      | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    21519432 | PA      | $20024089.63    | 0.01%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 786706 12-20-51                                                                           | CUSIP: 3622ACKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2071471 | PA      | $1741626.14     | 0.00%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 786701 03-20-52                                                                           | CUSIP: 3622ACKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      555142 | PA      | $469441.16      | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 785659 10-20-51                                                                           | CUSIP: 3622ABE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6370360 | PA      | $5324391.86     | 0.00%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                   | STAR 2025-SFR5 A 144A FRN 02-17-42                                                                 | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7495000 | PA      | $7508393.57     | 0.00%             | 2042-02-17      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| STACR 2025-DNA1                                                                  | STACR 2025-DNA1 A1 144A FRN 01-25-45                                                               | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-CBDO         | CORP              | US        |    10624475 | PA      | $10613850.53    | 0.00%             | 2045-01-25      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SWCH 2025-DATA                                                                   | SWCH 2025-DATA B 144A FRN 03-15-42                                                                 | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9804000 | PA      | $9741479.89     | 0.00%             | 2042-03-15      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-4                                                                     | VERUS 2024-4 A2 144A 6.572% 06-25-69/05-01-28                                                      | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-CBDO         | CORP              | US        |     3535370 | PA      | $3582663.11     | 0.00%             | 2069-06-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9279 06-01-53                                                                      | CUSIP: 3133KRJY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13388868 | PA      | $13708875.61    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9288 06-01-53                                                                      | CUSIP: 3133KRJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2306907 | PA      | $2410226.09     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9289 06-01-53                                                                      | CUSIP: 3133KRKA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2245853 | PA      | $2345398.29     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9290 06-01-53                                                                      | CUSIP: 3133KRKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1209541 | PA      | $1262353.07     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA9281 06-01-53                                                                      | CUSIP: 3133KRJ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8211909 | PA      | $8406908.87     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW1289 10-01-52                                                                      | CUSIP: 3140MSNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6733166 | PA      | $6756320.86     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF8331 02-01-53                                                                      | CUSIP: 3133BWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2687071 | PA      | $2691813.48     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 5.442% 01-30-36/35                                                    | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    27994000 | PA      | $28587080.88    | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.2% 03-15-35                                                                  | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    10187000 | PA      | $10411847.46    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 5.6% 03-15-55                                                                  | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     9522000 | PA      | $9534188.16     | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                        | AMERICOLD REALTY OPERATING PARTNERSHIP LP SR UNSEC 5.6% 05-15-32                                   | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     9660000 | PA      | $9711835.56     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.95% 01-15-51                                                        | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $2377226.25     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 1.75% 01-30-26                                                 | CUSIP: 00774MAS4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     1620000 | PA      | $1591907.58     | 0.00%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 2.125% 02-09-31                                                 | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |     6132000 | PA      | $5430511.46     | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 03-06-30                                                   | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    17485000 | PA      | $18465191.62    | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.1% 04-01-33                                             | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4202000 | PA      | $4297507.26     | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FUNDING TRUST III                                                   | FIVE CORNERS FUNDING TRUST III 144A SR UNSEC 5.791% 02-15-33                                       | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7285215.00     | 0.00%             | 2033-02-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 4.8% 03-01-30                                                          | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    49160000 | PA      | $49826806.24    | 0.02%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.0% 03-01-32                                                          | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    32707000 | PA      | $33158323.89    | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MARS INC                                                                         | MARS INC 144A LIFE SR UNSEC 5.2% 03-01-35                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    69000000 | PA      | $69861120.00    | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.15% 03-28-33                    | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     7668000 | PA      | $7785979.85     | 0.00%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL INC SR UNSEC 4.9% 04-15-29                                                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     5784000 | PA      | $5888985.38     | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                    | MEDTRONIC GLOBAL HOLDINGS SCA SR UNSEC 4.25% 03-30-28                                              | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    10039000 | PA      | $10092186.62    | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.164% 04-20-29/28                                                         | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    40240000 | PA      | $41035826.48    | 0.02%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.424% 07-21-34/33                                                         | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      364000 | PA      | $373018.10      | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 5.449% 07-20-29/28                                                         | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12775000 | PA      | $13140569.40    | 0.01%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.4% 09-12-28                     | CUSIP: 59217GFQ7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $36276940.00    | 0.01%             | 2028-09-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.35% 01-15-34                                               | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1192461.45     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO SR SEC 1ST LIEN 5.85% 09-15-54                                               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     3325000 | PA      | $3426395.88     | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                    | M&T BANK CORP SR UNSEC 7.413% 10-30-29/28                                                          | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    39269000 | PA      | $42597126.29    | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSEC 6.407% 11-01-29/28                                                         | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    18228000 | PA      | $19310615.60    | 0.01%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34                                          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    27959000 | PA      | $27970239.52    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.35% 05-15-34                                       | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10147950.00    | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                  | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 5.0% 04-16-30/29                                            | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |    31245000 | PA      | $39030059.99    | 0.02%             | 2030-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                  | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 4.625% 07-17-29/28                                          | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |     1610000 | PA      | $1976856.07     | 0.00%             | 2029-07-17      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.0% 01-31-35                                                                 | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     5735000 | PA      | $5737076.07     | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 5.875% 08-08-54                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     8925000 | PA      | $8629404.00     | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 10-01-54                                          | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6275000 | PA      | $5696532.85     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN FRN 09-04-25                                           | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19990824.00    | 0.01%             | 2025-09-04      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 4.812% 10-21-32/31                                       | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12031356.00    | 0.00%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSEC 3.625% 03-19-50                                                               | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      112000 | PA      | $84907.54       | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | PFIZER INC SR UNSEC 2.625% 04-01-30                                                                | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13975890.00    | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 2.7% 09-15-30                                                           | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1532392.18     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51                                                           | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     9984000 | PA      | $6498755.33     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                  | PLAINS ALL AMERICAN PIPELINE LP SR UNSEC 3.8% 09-15-30                                             | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     3403000 | PA      | $3253921.38     | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27                                          | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4717000 | PA      | $4468857.50     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40                                          | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    10283000 | PA      | $7364170.45     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50                                          | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6998000 | PA      | $4492981.92     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31                                          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    99747000 | PA      | $86637950.02    | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30                                         | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   127029000 | PA      | $124047502.34   | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28                                         | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    29622000 | PA      | $28751853.75    | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    54776000 | PA      | $44204286.78    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28                                         | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    10474000 | PA      | $10417995.52    | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26                                         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   154125000 | PA      | $152670522.38   | 0.06%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 4.75% 06-15-33                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    10929000 | PA      | $10903666.58    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.25% 06-15-53                                                                | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      273000 | PA      | $256679.24      | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.7% 04-01-53                                          | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      551000 | PA      | $553158.82      | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.45% 05-19-28                                      | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    17222000 | PA      | $17363392.62    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.65% 05-19-30                                      | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     2151000 | PA      | $2181395.78     | 0.00%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33                                      | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    24781000 | PA      | $24716544.62    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.11% 05-19-43                                      | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      812000 | PA      | $774820.96      | 0.00%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     8935000 | PA      | $8441376.99     | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54                                                           | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    24862000 | PA      | $22893874.36    | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33                                          | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    53855000 | PA      | $56325867.40    | 0.02%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.1% 01-15-29                                          | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2187000 | PA      | $2266646.17     | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.582% 06-12-29/28                                       | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    30686000 | PA      | $31785233.89    | 0.01%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 4.875% 06-15-28                                                               | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     5969000 | PA      | $6091680.86     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                  | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 7.25% 07-13-28/27                                           | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |     1540000 | PA      | $1974796.23     | 0.00%             | 2028-07-13      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.5% 09-07-30                                             | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6274584.00     | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.375% 01-23-45                                                       | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2653000 | PA      | $1880974.35     | 0.00%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33                                       | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $8666770.75     | 0.00%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.95% 03-15-34                                         | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    38454000 | PA      | $41417649.78    | 0.02%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PIRAEUS BANK SA                                                                  | PIRAEUS BANK SA EUR REG S SR UNSEC (B) 6.75% 12-05-29/28                                           | CUSIP: N/A<br>LEI: 213800OYHR1MPQ5VJL60       | Long             | DBT              | CORP              | GR        |    11240000 | PA      | $14705605.12    | 0.01%             | 2029-12-05      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.1% 02-15-29                                                           | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    17900000 | PA      | $18257534.60    | 0.01%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31                                                           | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     6419000 | PA      | $6614862.95     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34                                                          | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    48850000 | PA      | $49568827.75    | 0.02%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    47205000 | PA      | $45224939.07    | 0.02%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34                                       | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2338602.75     | 0.00%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSEC 5.0% 03-15-34                                                                 | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2658156.70     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                     | QATARENERGY 144A LIFE SR UNSEC 2.25% 07-12-31                                                      | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     8229000 | PA      | $7218314.22     | 0.00%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.25% 03-15-30                                       | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    53395000 | PA      | $53967554.59    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.2% 09-15-55                                        | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    23225000 | PA      | $22260860.58    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.35% 03-17-28                                        | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     2774000 | PA      | $2797645.58     | 0.00%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 5.473% 03-20-29/28                                             | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    11320000 | PA      | $11512247.56    | 0.00%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.8% 05-28-55                                                | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    28035000 | PA      | $28963098.68    | 0.01%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING BV 144A LIFE SR UNSEC 5.9% 05-28-65                                                | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    26262000 | PA      | $27207208.77    | 0.01%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 6.375% 06-02-55                                            | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    21000000 | PA      | $21013986.00    | 0.01%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.6% 02-01-45                                        | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     7297000 | PA      | $5028391.89     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1                                                            | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.25% 10-28-25                                            | CUSIP: 806213AD6<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              | CORP              | AU        |     1780000 | PA      | $1771699.86     | 0.00%             | 2025-10-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.35% 07-15-35                                       | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    40464000 | PA      | $39450093.55    | 0.02%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.625% 02-01-36                                      | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    26199000 | PA      | $25510804.67    | 0.01%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.5% 09-01-40                                        | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    30007000 | PA      | $25206750.20    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 6.0% 01-15-34                                        | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    11330000 | PA      | $11625916.94    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.75% 04-01-35                                       | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    13225000 | PA      | $13499841.95    | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1                                                            | SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.75% 03-23-27                                            | CUSIP: 80622GAC8<br>LEI: 549300SQ859FBKRKSI77 | Long             | DBT              | CORP              | AU        |     7630000 | PA      | $7541545.41     | 0.00%             | 2027-03-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 03-01-28                                       | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1464000 | PA      | $1423858.58     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 4.6% 02-08-29                                                       | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    10216000 | PA      | $10393625.59    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34                                                      | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    10536000 | PA      | $10707462.86    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                       | TENNESSEE VALLEY AUTHORITY 8/1/2034                                                                | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    36227000 | PA      | $35974276.83    | 0.01%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TOTALENERGIES CAPITAL SA SR UNSEC 5.275% 09-10-54                                                  | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    14250000 | PA      | $13353518.25    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 0.625% 12-31-27                                                        | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9448000 | PA      | $8759069.79     | 0.00%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.375% 05-15-51                                                        | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    84719000 | PA      | $53756857.20    | 0.02%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.25% 06-30-28                                                         | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17561000 | PA      | $16349643.98    | 0.01%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.0% 07-31-28                                                          | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6527000 | PA      | $6017365.97     | 0.00%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.0% 08-15-51                                                          | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      571000 | PA      | $329150.38      | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.25% 08-15-31                                                         | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38263500 | PA      | $32730666.77    | 0.01%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 0.75% 08-31-26                                                         | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       37000 | PA      | $35665.31       | 0.00%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.875% 11-15-51                                                        | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25500000 | PA      | $14187985.80    | 0.01%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 1.5% 11-30-28                                                          | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46700000 | PA      | $43403054.72    | 0.02%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.375% 02-15-42                                                        | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4990000 | PA      | $3627885.69     | 0.00%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 2.875% 05-15-32                                                        | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    93519000 | PA      | $87251375.32    | 0.03%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 02-29-28                                                          | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   171747000 | PA      | $173044462.71   | 0.07%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 03-31-30                                                        | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23000000 | PA      | $22836723.00    | 0.01%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.75% 07-31-25                                                         | CUSIP: 91282CHN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    84671000 | PA      | $84697459.69    | 0.03%             | 2025-07-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.625% 09-15-26                                                        | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13790000 | PA      | $13903906.78    | 0.01%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.875% 10-31-30                                                        | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    62722000 | PA      | $65838066.59    | 0.03%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 5.0% 10-31-25                                                          | CUSIP: 91282CJE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   111764100 | PA      | $112012953.95   | 0.04%             | 2025-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC                                                                                         | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     5392262 | NS      | $929679891.42   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN STABILITY MECHANISM                                                     | EURO STABILITY MECHANISM 144A LIFE UNSEC 0.375% 09-10-25                                           | CUSIP: 29881WAD4<br>LEI: 222100W4EEAQ77386N50 | Long             | DBT              | NUSS              | LU        |    23570000 | PA      | $23390160.90    | 0.01%             | 2025-09-10      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | EUROPEAN INVT BK SR UNSEC 0.625% 10-21-27                                                          | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |     7655000 | PA      | $7138348.74     | 0.00%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA3503 05-01-49                                                                      | CUSIP: 3140QA3M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        3983 | PA      | $3755.89        | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.0 Q01160 06-01-41                                                                          | CUSIP: 3132GEJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113834 | PA      | $115406.87      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 AI2503 05-01-41                                                                      | CUSIP: 3138AFX96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1462290 | PA      | $1412368.46     | 0.00%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV5355 04-01-52                                                                      | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1473167 | PA      | $1227959.58     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 MA4415 09-01-51                                                                      | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3302186 | PA      | $2874229.66     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV4133 03-01-52                                                                      | CUSIP: 3140MHSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6076947 | PA      | $5045208.68     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 24-3 A2II 144A 5.566% 07-30-54/31                                                           | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    24375510 | PA      | $24350963.86    | 0.01%             | 2054-07-30      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SBALT 2024-C                                                                     | SBALT 24-C A3 144A 4.56% 02-22-28/11-20-26                                                         | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3902000 | PA      | $3911009.72     | 0.00%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SLAM 2024-1A                                                                     | SLAM 2024-1A A 144A 5.335% 09-15-49                                                                | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31059848 | PA      | $31048169.31    | 0.01%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                    | SFAST 24-3 A3 144A 4.55% 06-20-30/04-20-28                                                         | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12902000 | PA      | $12960987.94    | 0.01%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SFAST 2024-3A                                                                    | SFAST 24-3 A2 144A 4.71% 05-22-28/07-20-26                                                         | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17870580 | PA      | $17882374.40    | 0.01%             | 2028-05-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-5                                                                     | SDART 24-5 C 4.78% 01-15-31                                                                        | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6376000 | PA      | $6406222.24     | 0.00%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                     | SDART 24-5 D 5.14% 02-17-32                                                                        | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12336000 | PA      | $12456572.06    | 0.00%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5                                                                     | SDART 24-5 A3 4.62% 11-15-28                                                                       | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5797000 | PA      | $5803857.85     | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SSTRT 2025-A                                                                     | SSTRT 25-A B 144A 5.038% 07-25-31/04-25-28                                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | US        |     1325464 | PA      | $1335643.65     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 25-1 A2 144A 4.82% 07-22-30                                                                  | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6374000 | PA      | $6390017.86     | 0.00%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 25-1 B 144A 5.23% 09-20-34                                                                   | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4434000 | PA      | $4543111.87     | 0.00%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT TRUST LLC SCFET_25-1                                               | SCFET 25-1 C 144A 5.37% 09-20-34                                                                   | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4885000 | PA      | $5008790.79     | 0.00%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD STCR_19-2A                                                  | STCR 2019-2A ARR CLO 144A FRN 07-15-32                                                             | CUSIP: 85817EAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    50323622 | PA      | $50322464.73    | 0.02%             | 2032-07-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                    | SYNIT 25-A1 A 4.78% 02-18-31/02-15-28                                                              | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39744000 | PA      | $40392502.85    | 0.02%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STCR 2019-1A                                                                     | STCR 2019-1A ARR CLO 144A FRN 04-15-32                                                             | CUSIP: 85817BAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    21718875 | PA      | $21718375.54    | 0.01%             | 2032-04-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SSTRT 2025-B                                                                     | SSTRT 2025-B B 144A 4.98% 12-29-32                                                                 | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5743000 | PA      | $5762698.49     | 0.00%             | 2032-12-29      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 A1 144A 1.69% 07-15-60/25                                                                | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    96667389 | PA      | $95650351.84    | 0.04%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 B1 144A 2.28% 07-15-60/25                                                                | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15185448 | PA      | $15027975.02    | 0.01%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 A2 144A 1.99% 07-15-60/27                                                                | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19812091 | PA      | $18332959.51    | 0.01%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_20-1                                                | SORT 20-1 B2 144A 2.6% 07-15-60/27                                                                 | CUSIP: 12530MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1578538 | PA      | $1420258.23     | 0.00%             | 2060-07-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 5.016% 04-25-31/30                                                    | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    24681000 | PA      | $25208507.01    | 0.01%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 5.667% 04-25-36/35                                                    | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     9286000 | PA      | $9619534.55     | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30                                                         | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    37946993 | PA      | $36190426.78    | 0.01%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| SEACO_20-1                                                                       | SEACO 20-1A B 144A 3.55% 10-17-40/03-18-30                                                         | CUSIP: 37959PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      991110 | PA      | $953875.56      | 0.00%             | 2040-10-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE VII SRL                                                        | SEACO 20-2A A 144A 2.26% 11-19-40/03-18-30                                                         | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    54271186 | PA      | $51833378.60    | 0.02%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                                        | SMB 2021-A A2A2 144A FRN 01-15-53                                                                  | CUSIP: 78448YAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11451198 | PA      | $11369551.33    | 0.00%             | 2053-01-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 21-1A A 144A 1.64% 02-18-46/31                                                                | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18847867 | PA      | $17303906.67    | 0.01%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| CLIF FUNDING VII LLC CLIF_21-1                                                   | CLIF 21-1A B 144A 2.38% 02-18-46/31                                                                | CUSIP: 12565KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1349499 | PA      | $1236145.47     | 0.00%             | 2046-02-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 21-1 A1 144A 1.53% 03-15-61/03-16-26                                                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    43915229 | PA      | $42272975.12    | 0.02%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_21-1                                                | SORT 21-1 B1 144A 1.98% 03-15-61/03-16-26                                                          | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7528271 | PA      | $7079300.08     | 0.00%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-1A                                                | SEACO 21-1A A 144A 1.86% 04-17-41/04-19-32                                                         | CUSIP: 37959PAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    56477024 | PA      | $52297328.83    | 0.02%             | 2041-04-17      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A                                    | TMCL 20-3A A 144A 2.11% 09-20-45/03-20-28                                                          | CUSIP: 88315LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1397233 | PA      | $1312274.01     | 0.00%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_15-3                                              | TPMT 2015-3 M2 144A FRN 03-25-54                                                                   | CUSIP: 89172HAD9<br>LEI: 549300ZHISOOIT5VZP03 | Long             | ABS-CBDO         | CORP              | US        |      990347 | PA      | $986360.03      | 0.00%             | 2054-03-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-2                                              | TPMT 2017-2 M1 144A FRN 04-25-57                                                                   | CUSIP: 89173HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9394000 | PA      | $9237918.60     | 0.00%             | 2057-04-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_17-3                                              | TPMT 2017-3 A2 144A FRN 07-25-57                                                                   | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11456374 | PA      | $11259805.15    | 0.00%             | 2057-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| TIA 2017-2A                                                                      | TIA 2017-2A A CLO 144A FRN 01-16-31                                                                | CUSIP: 87272HAA8<br>LEI: 54930043TEPI4UKGHU90 | Long             | ABS-O            | CORP              | US        |      200282 | PA      | $200394.87      | 0.00%             | 2031-01-16      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C                                    | TAOT 23-C A4 5.01% 02-15-29/08-16-27                                                               | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7901000 | PA      | $8014877.11     | 0.00%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C                                    | TAOT 23-C A3 5.16% 04-17-28/12-15-26                                                               | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19884386 | PA      | $19994385.93    | 0.01%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO LTD TRNTS_20-12                                                     | TRNTS 20-12 A1R CLO 144A FRN (TSFR3M+137) 04-25-33                                                 | CUSIP: 89641GAN2<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-O            | CORP              | US        |    12207000 | PA      | $12221538.54    | 0.00%             | 2033-04-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_24-1                                                     | TMUST 24-1 A 144A 5.05% 09-20-29/02-22-27                                                          | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25463000 | PA      | $25671592.90    | 0.01%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TIF 2024-1A                                                                      | TIF 24-1 C 144A 6.31% 04-20-49/05-22-34                                                            | CUSIP: 88655AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      514750 | PA      | $520609.91      | 0.00%             | 2049-04-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                    | TRNTS 2018-9A BRRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAY2<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |     9000000 | PA      | $9009963.00     | 0.00%             | 2032-01-20      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| TRNTS 2018-9A                                                                    | TRNTS 2018-9A ARRR CLO 144A FRN 01-20-32                                                           | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-O            | CORP              | US        |    13688492 | PA      | $13691352.82    | 0.01%             | 2032-01-20      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| TPRK 2021-1A                                                                     | TPRK 2021-1A A1R CLO 144A FRN 04-15-34                                                             | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    32456000 | PA      | $32418902.79    | 0.01%             | 2034-04-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| TAST 2025-1A                                                                     | TAST 25-1 A 144A 4.94% 02-15-29/05-17-27                                                           | CUSIP: 89617CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17011786 | PA      | $17033866.90    | 0.01%             | 2029-02-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_20-1                                    | TMCL 20-1A A 144A 2.73% 08-21-45/05-21-29                                                          | CUSIP: 88315LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10835567 | PA      | $10396314.59    | 0.00%             | 2045-08-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_20-1                                                 | TIF 20-1 A 144A 2.09% 08-20-45/02-22-28                                                            | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13043742 | PA      | $12263164.97    | 0.00%             | 2045-08-20      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                            | TCF 20-1 A 144A 2.11% 09-20-45/05-20-30                                                            | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    94496681 | PA      | $87906199.21    | 0.04%             | 2045-09-20      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_20-1                                            | TCF 20-1 B 144A 3.74% 09-20-45/05-20-30                                                            | CUSIP: 89680HAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2466686 | PA      | $2340867.98     | 0.00%             | 2045-09-20      | Fixed         | 3.74%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 20-2A A 144A 2.10% 09-20-45/06-20-30                                                          | CUSIP: 88315LAG3<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |    19570830 | PA      | $18307591.67    | 0.01%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS IV LTD TCML_20-2                                     | TMCL 20-2A B 144A 3.34% 09-20-45/06-20-30                                                          | CUSIP: 88315LAH1<br>LEI: 549300WW1K7EYP0YPC14 | Long             | ABS-O            | CORP              | BM        |     2004012 | PA      | $1900910.03     | 0.00%             | 2045-09-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| TAL ADVANTAGE VII LLC TAL_20-1A                                                  | TAL 20-1A A 144A 2.05% 09-20-45/05-21-29                                                           | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29063979 | PA      | $27389661.06    | 0.01%             | 2045-09-20      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 21-1A B 144A 2.54% 02-20-46                                                                    | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      391262 | PA      | $352448.49      | 0.00%             | 2046-02-20      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST ARRW_22-1                                                  | ARRW 2022-1 A1A 144A 2.495% 12-25-56/02-25-26                                                      | CUSIP: 042855AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12773278 | PA      | $12282068.78    | 0.00%             | 2056-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST AMSR_23-SFR2                                                          | AMSR 23-SFR2 A 144A 3.95% 06-17-40/06-20-28                                                        | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21941000 | PA      | $21423170.46    | 0.01%             | 2040-06-17      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR3                                                          | AMSR 21-SFR3 A 1.476% 10-17-38/10-19-26                                                            | CUSIP: 00180UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4557198 | PA      | $4379184.73     | 0.00%             | 2038-10-17      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| ATLX 2024-RPL1                                                                   | ATLX 2024-RPL1 A1 144A 3.85% 04-25-64/08-01-28                                                     | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7843655 | PA      | $7585410.07     | 0.00%             | 2064-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AHPT 2024-ATRM                                                                   | AHPT 2024-ATRM D 144A FRN 11-10-29                                                                 | CUSIP: 04963XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8855000 | PA      | $9000638.19     | 0.00%             | 2029-11-10      | Variable      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| AOMT 2024-7                                                                      | AOMT 2024-7 A1 144A 5.621% 05-25-69                                                                | CUSIP: 03466CAA2<br>LEI: 254900Q2UY574S9NQF08 | Long             | ABS-CBDO         | CORP              | US        |    21476489 | PA      | $21562309.33    | 0.01%             | 2069-05-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ALA 2025-OANA                                                                    | ALA 2025-OANA A 144A FRN 06-15-40                                                                  | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    83778000 | PA      | $84367545.79    | 0.03%             | 2040-06-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 25-SFR1 C 144A 3.655% 06-17-42                                                                | CUSIP: 00182MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3802000 | PA      | $3520081.70     | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 25-SFR1 D 144A 3.655% 06-17-42                                                                | CUSIP: 00182MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3834000 | PA      | $3509122.18     | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 25-SFR1 B 144A 3.655% 06-17-42                                                                | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3167000 | PA      | $2974506.57     | 0.00%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR1                                                                   | AMSR 25-SFR1 A 144A 3.655% 06-17-42                                                                | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14005000 | PA      | $13402785.00    | 0.01%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF8462 03-01-53                                                                      | CUSIP: 3133BWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16282784 | PA      | $16311099.64    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG4632 06-01-53                                                                      | CUSIP: 3133C5ED9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14083998 | PA      | $14128207.22    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX8514 03-01-53                                                                      | CUSIP: 3140NDN86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      170441 | PA      | $171500.90      | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX9116 04-01-53                                                                      | CUSIP: 3140NEDW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2915155 | PA      | $2920675.85     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF8554 03-01-53                                                                      | CUSIP: 3133BWQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       63709 | PA      | $63937.93       | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG1023 04-01-53                                                                      | CUSIP: 3133C1D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7317642 | PA      | $7331684.52     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX9431 03-01-53                                                                      | CUSIP: 3140NEPR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3224345 | PA      | $3240666.15     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY2505 05-01-53                                                                      | CUSIP: 3140NJYB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3953942 | PA      | $3966266.10     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                             | FCAT 23-3 C 144A 6.01% 07-16-29/06-15-27                                                           | CUSIP: 33846BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1955000 | PA      | $1991802.88     | 0.00%             | 2029-07-16      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                             | FCAT 23-3 D 144A 6.58% 08-15-29/02-15-28                                                           | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      990000 | PA      | $996735.96      | 0.00%             | 2029-08-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST FCAT_23-3                                             | FCAT 23-3 A3 144A 5.44% 04-17-28/03-16-26                                                          | CUSIP: 33846BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5639000 | PA      | $5652296.76     | 0.00%             | 2028-04-17      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST FIAOT_23-1                                      | FIAOT 23-1 A 144A 6.44% 10-16-28/08-17-26                                                          | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8366575 | PA      | $8447496.06     | 0.00%             | 2028-10-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                                          | FORDL 24-A A4 5.05% 06-15-27/26                                                                    | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1989000 | PA      | $2003203.45     | 0.00%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                                          | FORDL 24-A A3 5.06% 05-15-27/26                                                                    | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10741000 | PA      | $10764200.56    | 0.00%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FORDR 2024-1                                                                     | FORDR 2024-1 A 144A FRN 08-15-36                                                                   | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    61000000 | PA      | $62241411.00    | 0.02%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FCAT 2024-1                                                                      | FCAT 24-1 C 144A 5.79% 02-15-30                                                                    | CUSIP: 33843VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $5097530.00     | 0.00%             | 2030-02-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FCAT 2024-1                                                                      | FCAT 24-1 B 144A 5.63% 04-16-29                                                                    | CUSIP: 33843VAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5851000 | PA      | $5937875.65     | 0.00%             | 2029-04-16      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD FLAT_24-1A                                                   | FLAT 2024-1A A1 CLO 144A FRN 07-15-36                                                              | CUSIP: 33884EAC5<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-O            | CORP              | KY        |    15864000 | PA      | $15888462.29    | 0.01%             | 2036-07-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1                                      | FNMNT 24-1 A 5.34% 05-15-30/05-17-27                                                               | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22257000 | PA      | $22716117.40    | 0.01%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-3                              | FORDF 24-3 A1 144A 4.3% 09-15-29/27                                                                | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13105000 | PA      | $13139269.58    | 0.01%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FCBSL 2019-2A                                                                    | FCBSL 2019-2A A1AR CLO 144A FRN 10-20-32                                                           | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8568051 | PA      | $8563501.60     | 0.00%             | 2032-10-20      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FIRST NATIONAL MASTER NOTE TRUST FNMNT_25-1                                      | FNMNT 25-1 A 4.85% 02-15-30/28                                                                     | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20870000 | PA      | $21252150.57    | 0.01%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K734                              | FHMS K734 A2 (MF) 3.208% 02-25-26                                                                  | CUSIP: 3137FLN34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    23662242 | PA      | $23493861.84    | 0.01%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES FKH_20-SFR1                                                       | FKH 20-SFR1 A 144A 1.339% 09-17-25/09-18-25                                                        | CUSIP: 33767MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20126708 | PA      | $19982741.30    | 0.01%             | 2025-09-17      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| GCI FUNDING I LLC GCI_21-1                                                       | GCI 21-1 A 144A 2.38% 06-18-46/09-18-31                                                            | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2875962 | PA      | $2646098.08     | 0.00%             | 2046-06-18      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_22-1                              | GMREV 22-1 A 5.91% 10-11-35/11-12-27                                                               | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22705000 | PA      | $23565882.78    | 0.01%             | 2035-10-11      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GT LOAN FINANCING LTD GTLNF_13-1A                                                | GTLNF 13-1 AR 144A CLO FRN (TSFR3M+136.16) 07-28-31                                                | CUSIP: 36248MAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      677448 | PA      | $677531.16      | 0.00%             | 2031-07-28      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-1                                   | GFORT 23-1 A1 144A 5.34% 06-15-28/26                                                               | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17626000 | PA      | $17797888.75    | 0.01%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3                                 | GMALT 23-3 A3 5.38% 11-20-26/12-22-25                                                              | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8490611 | PA      | $8506140.42     | 0.00%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                            | GCAR 23-3 C 144A 6.01% 05-15-29                                                                    | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2414000 | PA      | $2437700.65     | 0.00%             | 2029-05-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_23-3A                                            | GCAR 23-3 D 144A 6.44% 05-15-29                                                                    | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2182000 | PA      | $2235624.83     | 0.00%             | 2029-05-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4465 11-01-51                                                                      | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8860210 | PA      | $7041589.91     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA4352 01-01-51                                                                      | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19849292 | PA      | $15919191.42    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AH3575 01-01-41                                                                      | CUSIP: 3138A46M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1960920 | PA      | $1954509.34     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3987 11-01-50                                                                      | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    16123333 | PA      | $13500018.33    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8199 03-01-52                                                                      | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11989872 | PA      | $9524442.96     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8200 03-01-52                                                                      | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      141283 | PA      | $117556.28      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8172 10-01-51                                                                      | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8755073 | PA      | $6964572.96     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8128 02-01-51                                                                      | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5109107 | PA      | $4072203.41     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AE4689 09-01-40                                                                      | CUSIP: 31419FF76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      234474 | PA      | $236016.34      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8134 03-01-51                                                                      | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    40967747 | PA      | $32627738.18    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AA0914 07-01-35                                                                      | CUSIP: 31416JAQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      119668 | PA      | $121207.01      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8194 02-01-52                                                                      | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       66260 | PA      | $55135.38       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD8106 11-01-50                                                                      | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    78466275 | PA      | $62639313.37    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AE2513 09-01-40                                                                      | CUSIP: 31419CYK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      585730 | PA      | $593333.51      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK BANK_18-BN10                                                                | BANK 2018-BN10 A4 3.428% 02-15-61                                                                  | CUSIP: 065404BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      488550 | PA      | $477229.34      | 0.00%             | 2061-02-17      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BANK 18-BN10-A5                                                                  | BANK 18-BN10 A5 3.688% 02-15-61/01-18-28                                                           | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-CBDO         | CORP              | US        |      795000 | PA      | $780496.02      | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                             | BMARK 2018-B2 A5 FRN 02-15-51                                                                      | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3811944 | PA      | $3740123.16     | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B2                                             | BMARK 18-B2 A4 3.6147% 02-15-51/11-18-27                                                           | CUSIP: 08161CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11250000 | PA      | $11034810.00    | 0.00%             | 2051-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN12                                                                   | BANK 2018-BN12 A4 FRN 05-15-61                                                                     | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9618000 | PA      | $9582673.09     | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B7                                                                    | BMARK 2018-B7 A4 FRN 05-15-53                                                                      | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11155584 | PA      | $11085839.29    | 0.00%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF7774 02-01-53                                                                      | CUSIP: 3133BVT70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3544240 | PA      | $3557888.94     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX8556 04-01-53                                                                      | CUSIP: 3140NDQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2823799 | PA      | $2833947.91     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MP14 2018-2A                                                                     | MP14 18-2A A12R CLO 144A FRN (TSFR3M+120) 01-20-32                                                 | CUSIP: 56608KAW3<br>LEI: 254900N4UCG37B1HFL93 | Long             | ABS-O            | CORP              | KY        |    22678655 | PA      | $22709611.17    | 0.01%             | 2032-01-20      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| MBALT 2024-A                                                                     | MBALT 24-A A3 5.32% 01-18-28/02-16-27                                                              | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4770000 | PA      | $4830006.60     | 0.00%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MAGNE 2019-22A                                                                   | MAGNE 2019-22A ARR CLO 144A FRN 07-15-36                                                           | CUSIP: 55954HAW2<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | US        |    13393000 | PA      | $13405589.42    | 0.01%             | 2036-07-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_24-1                                             | MFF 24-1 A 144A 5.82% 04-20-37/07-20-27                                                            | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5253480 | PA      | $5289014.13     | 0.00%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_18-B8                                             | BMARK 18-B8 A5 4.2317% 01-15-52/12-15-28                                                           | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9988000 | PA      | $9788759.38     | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN16                                                                   | BANK 19-BN16 A4 4.005% 02-15-52                                                                    | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3422000 | PA      | $3350904.53     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 2024-A 144A 6.2% 08-15-29/06-15-26                                                           | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3233000 | PA      | $3262578.72     | 0.00%             | 2029-08-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| MISSION LANE CREDIT MASTER TRUST MLANE_24-A                                      | MLANE 24-A B 144A 6.59% 08-15-29/06-15-26                                                          | CUSIP: 60510MBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2595000 | PA      | $2616294.57     | 0.00%             | 2029-08-15      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD MP15_19-1A                                               | MP15 2019-1A A1R2 CLO 144A FRN 07-23-32                                                            | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-O            | CORP              | KY        |    26389929 | PA      | $26365412.48    | 0.01%             | 2032-07-23      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| MARATHON CLO LTD MCLO_19-2A                                                      | MCLO 19-2 A1R2 CLO 144A FRN (TSFR3M+95) 01-20-33                                                   | CUSIP: 56578HAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    98295259 | PA      | $97872589.10    | 0.04%             | 2033-01-20      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-A                                              | NSLT 21-A APT1 144A 1.36% 04-20-62                                                                 | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20551750 | PA      | $19341601.09    | 0.01%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-C                                  | NAVSL 21-C A 144A 1.06% 10-15-69/09-15-28                                                          | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18729464 | PA      | $16869553.67    | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-B                                              | NSLT 21-B AFX 144A 1.42% 04-20-62                                                                  | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    34772541 | PA      | $32538613.99    | 0.01%             | 2062-04-20      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_21-C                                              | NSLT 21-CA AFX 144A 1.32% 04-20-62                                                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    36608966 | PA      | $34249334.81    | 0.01%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LTD NAVTR_21-1                                            | NAVTR 21-1 A 144A 2.771% 11-15-46/28                                                               | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    52178612 | PA      | $48842311.73    | 0.02%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-G                                  | NAVSL 21-G A 144A 1.58% 04-15-70                                                                   | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19553153 | PA      | $17681603.50    | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| BANK 19-BN17                                                                     | BANK 19-BN17 A4 3.714% 04-15-52/03-16-29                                                           | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      405000 | PA      | $393923.25      | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK BANK_19-BN18                                                                | BANK 2019-BN18 A4 3.584% 05-15-62                                                                  | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8720000 | PA      | $8281227.04     | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NAROT 2023-B                                                                     | NAROT 23-B A3 5.93% 03-15-28/11-16-26                                                              | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8539000 | PA      | $8607969.50     | 0.00%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| NMEF 2024-A                                                                      | NMEF 24 A2 144A 5.15% 12-15-31/10-15-27                                                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10576299 | PA      | $10628059.08    | 0.00%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BANK BANK_19-BN19                                                                | BANK 19-BN19 A3 3.183% 08-15-61                                                                    | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5772052 | PA      | $5405474.75     | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_19-B13                                            | BMARK 19-B13 A4 2.952% 08-15-57/10-17-29                                                           | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | PA      | $7500464.00     | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-A                                                                      | NMEF 25-A A2 144A 4.72% 07-15-32                                                                   | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9013000 | PA      | $9021805.70     | 0.00%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| NAVEL 2025-A                                                                     | NAVEL 2025-A A 144A 5.02% 07-15-55                                                                 | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13294000 | PA      | $13379134.78    | 0.01%             | 2033-10-17      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| NEWARK BSL CLO NBCLO_17-1A                                                       | NBCLO 2017-1A A1R 144A FRN (TSFR3M+123.16) 07-25-30                                                | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10605469 | PA      | $10611822.10    | 0.00%             | 2030-07-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC                                                                             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |     1500000 | NS      | $206100000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD 18-18X                                           | OCT18 2018-18X A1A CLO REG S FRN 04-16-31                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |     1026771 | PA      | $1026966.05     | 0.00%             | 2031-04-16      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ONDECK ASSET SECURITIZATION TRUST LLC ONDK_23-1                                  | ONDK 23-1 B 144A 8.25% 08-19-30/08-17-26                                                           | CUSIP: 67108SAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6822000 | PA      | $6871705.09     | 0.00%             | 2030-08-19      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BANK_20-BN26                                                                     | BANK 2020-BN26 A4 2.403% 03-15-63                                                                  | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17962000 | PA      | $16185809.67    | 0.01%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B17                                            | BMARK 20-B17 A5 2.289% 03-15-53/02-15-30                                                           | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17048000 | PA      | $15112267.79    | 0.01%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OLWEF 24-1 B 144A 5.41% 03-15-30/06-15-27                                                          | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1235000 | PA      | $1248591.18     | 0.00%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 24-4 C 4.95% 04-15-30/06-15-28                                                               | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9491000 | PA      | $9553972.79     | 0.00%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL1                                    | BRAVO 2020-RPL1 A1 144A FRN 05-26-59                                                               | CUSIP: 10568YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1978998 | PA      | $1937081.11     | 0.00%             | 2059-05-26      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B19                                            | BMARK 20-B19 A5 1.85% 09-15-53/8-16-30                                                             | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21651575 | PA      | $18764987.02    | 0.01%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-RPL2                                    | BRAVO 2020-RPL2 A1 144A FRN 05-25-59                                                               | CUSIP: 10569BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2372647 | PA      | $2226088.67     | 0.00%             | 2059-05-25      | Variable      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B20                                            | BMARK 20-B20 A5 2.0341% 10-15-53/10-18-30                                                          | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3950000 | PA      | $3415545.25     | 0.00%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 24-4 D 5.32% 12-15-31/10-16-28                                                               | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13412000 | PA      | $13566130.70    | 0.01%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY_24-3                                                   | SUBWAY 24-3 A2I 144A 5.246% 07-30-54/29                                                            | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20647245 | PA      | $20574298.28    | 0.01%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_20-B22                                            | BMARK 20-B22 AM 2.163% 01-15-54/01-17-31                                                           | CUSIP: 08163BBG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6710000 | PA      | $5660260.76     | 0.00%             | 2054-01-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| BMARK 2021-B25                                                                   | BMARK 21-B25 A5 2.577% 04-15-54/04-17-31                                                           | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2138000 | PA      | $1884289.95     | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| TMCL 2025-1H                                                                     | TMCL 2025-1H A 144A 6.43% 07-23-50                                                                 | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26921000 | PA      | $26920566.57    | 0.01%             | 2050-07-23      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                              | TPMT 2018-2 A1 144A FRN 03-25-58                                                                   | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4645943 | PA      | $4592514.85     | 0.00%             | 2058-03-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR                                          | BX 2021-SOAR A 144A FRN 06-15-38                                                                   | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    32461180 | PA      | $32457479.18    | 0.01%             | 2038-06-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 2021-VOLT B 144A FRN 09-15-36                                                                   | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1087656 | PA      | $1083680.49     | 0.00%             | 2036-09-15      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-3                                              | TPMT 2018-3 A1 144A FRN 05-25-58                                                                   | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1572867 | PA      | $1544232.51     | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA EUR REG S SR UNSEC (B) 4.0% 09-24-30/29                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     2383000 | PA      | $2883103.58     | 0.00%             | 2030-09-24      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                                          | BX 2021-VOLT A 144A FRN 09-15-36                                                                   | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    42300005 | PA      | $42181099.67    | 0.02%             | 2036-09-15      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2021-B28                                                                   | BMARK 21-B28 A5 2.2237% 08-15-54/08-15-31                                                          | CUSIP: 08163GAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4870000 | PA      | $4224174.69     | 0.00%             | 2054-08-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-SDMF                                          | BX 2021-SDMF A 144A FRN 09-15-34                                                                   | CUSIP: 12434CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    41010279 | PA      | $40893727.62    | 0.02%             | 2034-09-15      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 2021-ARIA B 144A FRN 10-15-36                                                                   | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23226000 | PA      | $23207814.04    | 0.01%             | 2036-10-15      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ARIA                                                              | BX 2021-ARIA A 144A FRN 10-15-36                                                                   | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    73046000 | PA      | $73002172.40    | 0.03%             | 2036-10-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_21-ACNT                                                              | BX 2021-ACNT A 144A FRN 11-15-38                                                                   | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    39036229 | PA      | $39036814.53    | 0.02%             | 2038-11-15      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.2% 02-15-35                                                         | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     3064000 | PA      | $3097605.95     | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 4.75% 02-15-30                                                        | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     5849000 | PA      | $5922170.99     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_22-RPL1                                    | BRAVO 22-RPL1 A1 144A 2.75% 09-25-61                                                               | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1689876 | PA      | $1550400.49     | 0.00%             | 2061-09-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_22-AHP                                           | BX 2022-AHP A 144A FRN 02-15-39                                                                    | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20501000 | PA      | $20495997.76    | 0.01%             | 2039-02-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 5.25% 03-15-32                                                       | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    41040000 | PA      | $38958492.24    | 0.02%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                              | EQUINIX EUROPE 2 FINANCING CORP LLC EUR SR UNSEC 3.25% 03-15-31                                    | CUSIP: 29390XAC8<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $11674356.15    | 0.00%             | 2031-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMARK 2022-B32                                                                   | BMARK 22-B32 A5 3.0019% 01-15-55/01-21-32                                                          | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8840000 | PA      | $7786316.20     | 0.00%             | 2055-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST BINOM_22-RPL1                                         | BINOM 2022-RPL1 A1 144A FRN 02-25-61                                                               | CUSIP: 05552CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6745118 | PA      | $6292399.03     | 0.00%             | 2061-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC SR UNSEC 5.65% 12-01-54                                                          | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    12648000 | PA      | $12360093.58    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 5.1% 02-12-35                                                              | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    34660000 | PA      | $35538596.34    | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST BXSC_22-WSS                                       | BXSC 2022-WSS D 144A FRN 03-15-35                                                                  | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11185000 | PA      | $11226138.43    | 0.00%             | 2035-03-15      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                               | BX 2022-IND A 144A FRN 04-15-37                                                                    | CUSIP: 05609WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17464799 | PA      | $17492288.66    | 0.01%             | 2037-04-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.25% 03-15-30                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    15300000 | PA      | $15544876.50    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA 144A LIFE SR UNSEC 5.75% 05-19-35                                                          | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    17748000 | PA      | $18161652.64    | 0.01%             | 2035-05-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST BX_22-IND                                                               | BX 2022-IND D 144A FRN 04-15-37                                                                    | CUSIP: 05609WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2978500 | PA      | $2989201.75     | 0.00%             | 2037-04-15      | Variable      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-AIRC                                                                     | BX 2024-AIRC A 144A FRN 08-15-39                                                                   | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   114304165 | PA      | $114901404.18   | 0.05%             | 2039-08-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-BIO2                                                                     | BX 2024-BIO2 A 144A FRN 08-13-41                                                                   | CUSIP: 05613GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    62992000 | PA      | $63904565.10    | 0.03%             | 2041-08-13      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BOCA 2024-BOCA                                                                   | BOCA 2024-BOCA A 144A FRN 08-15-41                                                                 | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18000000 | PA      | $18075690.00    | 0.01%             | 2041-08-15      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                 | BMARK 24-V9 A3 5.60190% 08-15-57/08-17-29                                                          | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    22993370 | PA      | $23793907.17    | 0.01%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 24-5YR9 A3 5.61360% 08-15-57/08-17-29                                                        | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    27528000 | PA      | $28524898.99    | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR8                                                                  | BANK5 24-5YR8 A3 5.884% 08-15-57/07-17-29                                                          | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9565000 | PA      | $9988050.39     | 0.00%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                 | BMARK 2024-V9 AS FRN 08-15-57                                                                      | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4080000 | PA      | $4247116.80     | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C6                                                                     | BMO 24-5C6 A3 5.3161% 09-15-57/09-17-29                                                            | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2293000 | PA      | $2349297.74     | 0.00%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 AS FRN 10-15-34                                                                    | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6319460 | PA      | $6350305.28     | 0.00%             | 2034-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V10                                                                   | BMARK 24-V10 A3 5.2774% 09-15-57/09-17-29                                                          | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4287373 | PA      | $4390458.60     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST BRAVO_24-NQM1                                    | BRAVO 2024-NQM1 A1 144A 5.943% 12-01-63/01-01-28                                                   | CUSIP: 10570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15125680 | PA      | $15213953.30    | 0.01%             | 2063-12-01      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-FNX                                                                      | BX 2024-FNX B 144A FRN 11-15-26                                                                    | CUSIP: 05593TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8647789 | PA      | $8670351.49     | 0.00%             | 2026-11-15      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-FNX                                                                      | BX 2024-FNX A 144A FRN 11-15-26                                                                    | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    46193018 | PA      | $46300462.86    | 0.02%             | 2026-11-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BRAVO 2024-NQM7                                                                  | BRAVO 2024-NQM7 A1 144A 5.554% 10-27-64/10-01-28                                                   | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-CBDO         | CORP              | US        |    30639598 | PA      | $30755017.83    | 0.01%             | 2064-10-27      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                     | BX 2024-GPA2 B 144A FRN 11-15-41                                                                   | CUSIP: 12433DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12691000 | PA      | $12733629.07    | 0.01%             | 2041-11-15      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| BX 2024-GPA2                                                                     | BX 2024-GPA2 A 144A FRN 11-15-41                                                                   | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    40578000 | PA      | $40753134.65    | 0.02%             | 2041-11-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BMARK 2024-V11                                                                   | BMARK 24-V11 A3 5.909% 11-15-57/10-17-29                                                           | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23565000 | PA      | $24723950.27    | 0.01%             | 2057-11-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11                                                                   | BMARK 24-V11 AM 6.201% 11-15-57/11-19-29                                                           | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6948000 | PA      | $7273743.08     | 0.00%             | 2057-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                 | BANK5 24-5YR11 A3 5.893% 11-15-57/11-19-29                                                         | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    53342229 | PA      | $55929807.19    | 0.02%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                 | BANK5 2024-5YR12 A3 FRN 12-15-57                                                                   | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    36065000 | PA      | $37867384.44    | 0.02%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                 | BANK5 2024-5YR12 AS FRN 12-15-57                                                                   | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13271000 | PA      | $13871871.07    | 0.01%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8                                                                     | BMO 2024-5C8 A3 FRN 12-15-57                                                                       | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    48510000 | PA      | $50383795.77    | 0.02%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BBCMS 2024-5C31                                                                  | BBCMS 24-5C31 AS 5.852% 12-15-57/12-17-29                                                          | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12680000 | PA      | $13123609.80    | 0.01%             | 2057-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA3                                                                     | BX 2024-GPA3 A 144A FRN 12-15-39                                                                   | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    28150174 | PA      | $28212273.56    | 0.01%             | 2039-12-15      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                    | CALI 2024-SUN A 144A FRN 07-15-41                                                                  | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15062000 | PA      | $15106056.35    | 0.01%             | 2041-07-15      | Variable      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CALI 2024-SUN                                                                    | CALI 2024-SUN B 144A FRN 07-15-41                                                                  | CUSIP: 12988DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11339000 | PA      | $11376316.65    | 0.00%             | 2041-07-15      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST ESA_21-ESH                                           | ESA 2021-ESH B 144A FRN 07-15-38                                                                   | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12347849 | PA      | $12360480.40    | 0.00%             | 2038-07-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                             | ELM 2024-ELM A15 144A FRN 06-10-39                                                                 | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14463000 | PA      | $14583650.35    | 0.01%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ELM TRUST ELM_24-ELM                                                             | ELM 2024-ELM A10 144A FRN 06-10-39                                                                 | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13140000 | PA      | $13287930.12    | 0.01%             | 2039-06-10      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FSPC T-41 3A FRN 07-25-32                                                                          | CUSIP: 31392MEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |      635989 | PA      | $584495.85      | 0.00%             | 2032-07-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 3.5 MA2138 01-01-35                                                                      | CUSIP: 31418BLU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      103389 | PA      | $100598.40      | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC G60344 12-01-45                                                                              | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2810433 | PA      | $2681895.44     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q37988 150K MAX 12-01-45                                                                 | CUSIP: 3132QU2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2940851 | PA      | $2799987.19     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q26734 125K MAX 06-01-44                                                                 | CUSIP: 3132M7EF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1432625 | PA      | $1369461.81     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BC7611 05-01-46                                                                      | CUSIP: 3140F3N53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      321283 | PA      | $304476.80      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q40476 175K MAX 04-01-46                                                                 | CUSIP: 3132WDQ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2302493 | PA      | $2187204.66     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 Q40458 175K MAX 04-01-46                                                                 | CUSIP: 3132WDQL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      513774 | PA      | $487674.69      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 Q11220 09-01-42                                                                          | CUSIP: 3132HMK91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      346940 | PA      | $326130.91      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G07921 04-01-43                                                                          | CUSIP: 3128MAD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      288208 | PA      | $270916.72      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AQ9302 01-01-43                                                                      | CUSIP: 3138MRKQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      418361 | PA      | $392559.52      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNR 06-43 JO PAC PO .0% 06-25-36                                                                   | CUSIP: 31395DE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |      211847 | PA      | $184798.19      | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8354 150K MAX 10-01-45                                                             | CUSIP: 3138ETH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4312975 | PA      | $4016181.98     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 3.5 AL8522 05-01-46                                                                      | CUSIP: 3138ETPG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7243858 | PA      | $6724372.39     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 6.0 887695 06-01-36                                                                      | CUSIP: 31410FGC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      203615 | PA      | $213564.18      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q41909 07-01-2046                                                                        | CUSIP: 3132WFDP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      249820 | PA      | $244451.43      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K049                              | FHMS K049 A2 (MF) 3.01% 07-25-25                                                                   | CUSIP: 3137BLMZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      140811 | PA      | $140388.44      | 0.00%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.0 V82628 200K MAX 09-01-46                                                                 | CUSIP: 3132L74M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6491011 | PA      | $6164636.46     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BD9665 11-01-46                                                                      | CUSIP: 3140FHW37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      777395 | PA      | $736569.76      | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 745092 07-01-35                                                                      | CUSIP: 31403CXV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      428813 | PA      | $448253.20      | 0.00%             | 2035-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 357399 06-01-33                                                                      | CUSIP: 31376J7L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       40116 | PA      | $40978.71       | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 3.5 G60744 200K MAX 07-01-46                                                                 | CUSIP: 31335AZH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1460721 | PA      | $1351634.61     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AS6789 03-01-46                                                                      | CUSIP: 3138WGRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4263437 | PA      | $3950637.52     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNA_17-M12                                                        | FNA 2017-M12 A2 FRN 06-25-27                                                                       | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     2211659 | PA      | $2167232.95     | 0.00%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 7.0 256893 40YR 08-01-47                                                                      | CUSIP: 31371NKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        6430 | PA      | $6796.85        | 0.00%             | 2047-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCZ 6.5 257030 40YR 11-01-47                                                                      | CUSIP: 31371NPP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       42085 | PA      | $43253.35       | 0.00%             | 2047-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K733                              | FHMS K733 A2 (MF) 3.75% 08-25-25                                                                   | CUSIP: 3137FJXQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    11467275 | PA      | $11430384.43    | 0.00%             | 2025-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BJ4342 01-01-48                                                                      | CUSIP: 3140H5ZG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      220174 | PA      | $207808.22      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BJ9260 04-01-48                                                                      | CUSIP: 3140HBJE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       12894 | PA      | $12202.76       | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4282 03-01-51                                                                      | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4009260 | PA      | $3346349.32     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4306 04-01-51                                                                      | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11383024 | PA      | $9511393.17     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA8870 02-01-51                                                                      | CUSIP: 3140QG2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    97650953 | PA      | $85968383.42    | 0.03%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 SD0480 06-01-45                                                                      | CUSIP: 3132DMQ99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7304709 | PA      | $6854373.86     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM2795 11-01-46                                                                      | CUSIP: 3140X6C90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2972615 | PA      | $2643118.17     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 3.0 ZT1449 06-01-38                                                                      | CUSIP: 3132ADTE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5601674 | PA      | $5285487.91     | 0.00%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI6 3.0 BF0497 07-01-60                                                                         | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    44396876 | PA      | $38281339.23    | 0.02%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0481 06-01-60                                                                         | CUSIP: 3140FXRB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    66691429 | PA      | $59669954.95    | 0.02%             | 2060-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0145 03-01-57                                                                         | CUSIP: 3140FXET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    95752846 | PA      | $85809583.12    | 0.03%             | 2057-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4325 05-01-51                                                                      | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    35175178 | PA      | $28008868.78    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 MA4208 12-01-50                                                                      | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    51097136 | PA      | $40790639.16    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCT UMBS 2.0 MA4387 07-01-41                                                                      | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25316433 | PA      | $21847322.06    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.5 ZS4735 09-01-47                                                                      | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      119681 | PA      | $110175.23      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BH4022 09-01-47                                                                      | CUSIP: 3140GSPG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12845061 | PA      | $11816261.88    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-8INV                                             | FSMT 2021-8INV A3 144A FRN 09-25-51                                                                | CUSIP: 33852HAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14770598 | PA      | $12033576.35    | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM8453 08-01-51                                                                      | CUSIP: 3140XCMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    42841209 | PA      | $37928093.12    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST FSMT_21-11INV                                            | FSMT 2021-11IN A4 144A FRN 11-25-51                                                                | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16502638 | PA      | $13469370.82    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.05% 08-18-29                                                                  | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $8799056.20     | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.2% 03-01-33                                                                   | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    10415000 | PA      | $10001253.71    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AE3049 09-01-40                                                                      | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1437957 | PA      | $1434143.09     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM9632 11-01-51                                                                      | CUSIP: 3140XDV29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    36036010 | PA      | $31579184.46    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FM9631 11-01-51                                                                      | CUSIP: 3140XDVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15533464 | PA      | $13664897.02    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR3                                                 | FKH 21-SFR3 A 144A 2.135% 12-17-38/12-18-26                                                        | CUSIP: 33768JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3730601 | PA      | $3605655.89     | 0.00%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AD8536 08-01-40                                                                      | CUSIP: 31418WPW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      807098 | PA      | $817575.24      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 AE5471 10-01-40                                                                      | CUSIP: 31419GCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1142817 | PA      | $1139551.87     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4732 09-01-52                                                                      | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2301468 | PA      | $2145688.10     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB2765 02-01-52                                                                      | CUSIP: 3140QNCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11888975 | PA      | $9499564.40     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 A97543 03-01-41                                                                          | CUSIP: 312946LY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      147935 | PA      | $150999.16      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 A97669 03-01-41                                                                          | CUSIP: 312946QW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      120398 | PA      | $119892.51      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q01190 06-01-41                                                                          | CUSIP: 3132GEKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70497 | PA      | $70330.78       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q03795 10-01-41                                                                          | CUSIP: 3132GJ3C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16506 | PA      | $16324.78       | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 4.5 Q03821 10-01-41                                                                          | CUSIP: 3132GJ4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      272437 | PA      | $271040.48      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8205 04-01-52                                                                      | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      507874 | PA      | $422464.19      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD7552 01-01-52                                                                      | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7798018 | PA      | $6567802.91     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD0855 01-01-52                                                                      | CUSIP: 3132DM5Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    23519593 | PA      | $19621455.35    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8213 05-01-52                                                                      | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    82959950 | PA      | $71961452.04    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1648 01-01-52                                                                      | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      117724 | PA      | $97892.13       | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP - GOLD                                           | FGLMC 5.5 A56076 01-01-37                                                                          | CUSIP: 3128KJXD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7909 | PA      | $8038.23        | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AT7680 06-01-43                                                                      | CUSIP: 3138WVRA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      561431 | PA      | $525988.93      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AT7696 06-01-43                                                                      | CUSIP: 3138WVRS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4053810 | PA      | $3793713.11     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 AT7689 06-01-43                                                                      | CUSIP: 3138WVRK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1625281 | PA      | $1524365.42     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AJ1422 09-01-41                                                                      | CUSIP: 3138ASSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        2550 | PA      | $2585.48        | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI3894 08-01-41                                                                      | CUSIP: 3138AHKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      221175 | PA      | $220503.53      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI7218 07-01-41                                                                      | CUSIP: 3138AMAU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      273236 | PA      | $275551.03      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI7159 09-01-41                                                                      | CUSIP: 3138AL5V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       99565 | PA      | $100857.23      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AI7058 07-01-41                                                                      | CUSIP: 3138ALZY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       42909 | PA      | $43465.81       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 AH5452 06-01-41                                                                      | CUSIP: 3138A7BW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      103767 | PA      | $105235.89      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA0791 07-01-41                                                                      | CUSIP: 31417Y2Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       65256 | PA      | $66103.68       | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW0160 05-01-52                                                                      | CUSIP: 3140MRFA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      347087 | PA      | $289942.30      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5759 09-01-51                                                                      | CUSIP: 3133KMMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4793561 | PA      | $3979858.81     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4743 08-01-52                                                                      | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1516795 | PA      | $1258766.91     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU8884 03-01-52                                                                      | CUSIP: 3140MA2S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1324858 | PA      | $1103679.72     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4598 05-01-52                                                                      | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      170208 | PA      | $141600.67      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA5659 05-01-50                                                                      | CUSIP: 3140QDJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13313193 | PA      | $11074020.07    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3354 04-01-52                                                                      | CUSIP: 3140QNWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    49554522 | PA      | $41141254.64    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1134 07-01-51                                                                      | CUSIP: 3140QLHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11305966 | PA      | $9386834.40     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU1062 10-01-51                                                                      | CUSIP: 3140M2FC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       80008 | PA      | $66462.29       | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS0392 01-01-52                                                                      | CUSIP: 3140XFNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7873237 | PA      | $6536739.36     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0396 05-01-51                                                                      | CUSIP: 3140QKNN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6167615 | PA      | $5120718.12     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW7323 06-01-52                                                                      | CUSIP: 3140N0D51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      234078 | PA      | $195171.87      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT2292 04-01-52                                                                      | CUSIP: 3140LQRN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7890227 | PA      | $6550568.91     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8219 06-01-52                                                                      | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7863800 | PA      | $6542154.33     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BW1192 09-01-52                                                                      | CUSIP: 3140MSKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27474863 | PA      | $26315396.17    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE8026 08-01-52                                                                      | CUSIP: 3133BH4K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4079527 | PA      | $3394888.32     | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8234 08-01-52                                                                      | CUSIP: 3132DWEF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      226923 | PA      | $188362.30      | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW0462 05-01-52                                                                      | CUSIP: 3140MRQQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       63430 | PA      | $52767.84       | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO PLC                                                                    | RIO TINTO PLC                                                                                      | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |     2000000 | NS      | $116537985.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC CL A                                                                            | CUSIP: N/A<br>LEI: 549300FGFN7VOK8BZR03       | Long             | EC               | CORP              | US        |     2966998 | NS      | $106900937.94   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLS-ROYCE HOLDINGS PLC                                                         | ROLLS-ROYCE HOLDINGS PLC                                                                           | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |    71850601 | NS      | $954302539.55   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | REPUBLIC SERVICES INC                                                                              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     1120547 | NS      | $276338095.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EQS 2024-1C                                                                      | EQS 24-1C A 144A 6.05% 01-20-31/01-22-30                                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13135000 | PA      | $13284660.14    | 0.01%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-5A                                                                     | EART 24-5 C 4.64% 01-15-30/11-15-27                                                                | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9082000 | PA      | $9096721.92     | 0.00%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A                                                                     | EART 24-5 A3 4.45% 03-15-28/03-16-26                                                               | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6875000 | PA      | $6863333.13     | 0.00%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A                                                                     | EART 24-5 B 4.48% 04-16-29/01-15-27                                                                | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6250000 | PA      | $6245518.75     | 0.00%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A                                                                     | EART 24-5 D 5.06% 02-18-31/10-16-28                                                                | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9878000 | PA      | $9893617.12     | 0.00%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4                                                                       | EFF 24-4 A2 144A 4.69% 07-20-27/01-20-27                                                           | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8057000 | PA      | $8069923.43     | 0.00%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                         | EQS 24-2M B 144A 6.43% 12-20-32/12-22-31                                                           | CUSIP: 69121NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2157415 | PA      | $2188754.07     | 0.00%             | 2032-12-20      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| EQUIPMENTSHARE EQS_24-2M                                                         | EQS 24-2M A 144A 5.7 12-20-32/12-22-31                                                             | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39846699 | PA      | $40479026.71    | 0.02%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EVGRN 2025-CRT5                                                                  | EVGRN 25-CRT5 C 144A 5.53% 05-15-29/05-17-27                                                       | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |      956000 | PA      | $965357.33      | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 C 5.09% 05-15-31/02-15-28                                                                | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    34257000 | PA      | $34634169.57    | 0.01%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 B 4.91% 08-15-29/05-17-27                                                                | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    25639000 | PA      | $25811909.42    | 0.01%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 A2 4.7% 09-15-27/01-15-26                                                                | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7250401 | PA      | $7251328.58     | 0.00%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1 A3 4.67% 08-15-28/08-17-26                                                               | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6808000 | PA      | $6819090.23     | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A                                                                     | EART 25-1  D 5.49% 05-15-31/01-16-29                                                               | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26811000 | PA      | $27344860.63    | 0.01%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A                                                                     | EART 25-2 B 4.92% 09-17-29                                                                         | CUSIP: 30168JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8879000 | PA      | $8944251.77     | 0.00%             | 2029-09-17      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND II LLC 25-1M                                                  | EQS 2025-1M A 144A 5.48% 09-26-33                                                                  | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14618000 | PA      | $14724404.42    | 0.01%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST EDVES_21-A                                | EDVES 21-A A 144A 1.8% 11-25-45                                                                    | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4542728 | PA      | $4174280.96     | 0.00%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_23-2                                          | FORDR 23-2 A 144A 5.28% 02-15-36/8-15-28                                                           | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    26615000 | PA      | $27440357.77    | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_23-2                                      | GSAR 23-2 A2 144A 6.37% 06-15-28/26                                                                | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4954921 | PA      | $4993430.80     | 0.00%             | 2028-06-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2                              | GMREV 23-2 A 144A 5.77% 08-11-36/11-13-28                                                          | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    38047000 | PA      | $39851645.30    | 0.02%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1                    | GMCAR 24-1 A3 4.85% 12-18-28                                                                       | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9490000 | PA      | $9540477.31     | 0.00%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST GSAR_24-1                                      | GSAR 24-1 A2 144A 5.24% 03-15-30                                                                   | CUSIP: 37988XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4919583 | PA      | $4949105.40     | 0.00%             | 2030-03-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 24-1 B 144A 5.49% 07-17-28                                                                    | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7143000 | PA      | $7175279.22     | 0.00%             | 2028-07-17      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 24-1 D 144A 5.95% 12-17-29                                                                    | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3347000 | PA      | $3418056.81     | 0.00%             | 2029-12-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-1A                                                                     | GCAR 24-1 C 144A 5.64% 12-17-29                                                                    | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5212000 | PA      | $5278312.28     | 0.00%             | 2029-12-17      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FASST 2025-PC1                                                                   | FASST 25-PC1 A1 144A 4.5% 05-25-75                                                                 | CUSIP: 316929AA6<br>LEI: 254900FJW75GV74X3O58 | Long             | ABS-CBDO         | CORP              | US        |    75917003 | PA      | $73123940.10    | 0.03%             | 2075-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5734 06-01-55                                                                      | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19977450 | PA      | $19590526.96    | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RQ0012 06-01-55                                                                      | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13371998 | PA      | $13113008.76    | 0.01%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SL1094 04-01-55                                                                      | CUSIP: 31427NGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9489827 | PA      | $9306028.39     | 0.00%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SL0797 02-01-55                                                                      | CUSIP: 31427M3F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11785048 | PA      | $12054005.98    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RQ0010 06-01-55                                                                      | CUSIP: 3142J6AL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      371592 | PA      | $345770.13      | 0.00%             | 2055-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QI8825 07-01-54                                                                      | CUSIP: 3133WFYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      212102 | PA      | $208195.56      | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SL0585 03-01-55                                                                      | CUSIP: 31427MUK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      305539 | PA      | $305691.75      | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RQ0022 05-01-55                                                                      | CUSIP: 3142J6AY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1736811 | PA      | $1737681.03     | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8533 05-01-55                                                                      | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3587520 | PA      | $3589317.31     | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA5670 04-01-55                                                                      | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18887799 | PA      | $17575323.62    | 0.01%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5614 02-01-55                                                                      | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      439508 | PA      | $439727.46      | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8521 04-01-55                                                                      | CUSIP: 3132DWPE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4252251 | PA      | $3956775.13     | 0.00%             | 2055-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QY3302 05-01-55                                                                      | CUSIP: 31426MU42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      119916 | PA      | $117612.11      | 0.00%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8346 10-20-52                                                                           | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   199809018 | PA      | $187208462.29   | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8426 11-20-52                                                                           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1860638 | PA      | $1737746.21     | 0.00%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2                               | GNMA 21-2 AH 1.5% 06-16-63                                                                         | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    30897174 | PA      | $22587409.62    | 0.01%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 785998 03-20-52                                                                           | CUSIP: 3622ABRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      421283 | PA      | $352891.81      | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 BZ3978 11-20-50                                                                           | CUSIP: 3617QYM36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      194380 | PA      | $164385.95      | 0.00%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 786502 02-20-52                                                                           | CUSIP: 3622ACDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1775219 | PA      | $1501086.50     | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 785607 08-20-51                                                                           | CUSIP: 3622ABDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17925992 | PA      | $14982741.36    | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST 2022-SHIP GSMS_23-SHIP                  | GSMS 2023-SHIP B 144A FRN 09-15-38                                                                 | CUSIP: 36270GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5265000 | PA      | $5251584.78     | 0.00%             | 2038-09-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.0 MA8943 06-20-53                                                                           | CUSIP: 36179X5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      626840 | PA      | $555066.50      | 0.00%             | 2053-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA7936 03-20-52                                                                           | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37755339 | PA      | $32116126.27    | 0.01%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA9105 08-20-53                                                                           | CUSIP: 36179YDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27645770 | PA      | $27230834.67    | 0.01%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA8199 08-20-52                                                                           | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20675527 | PA      | $18893606.83    | 0.01%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.0 MA8148 07-20-52                                                                           | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35503880 | PA      | $31444046.86    | 0.01%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA8425 11-20-52                                                                           | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16832742 | PA      | $15381945.23    | 0.01%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA8800 04-20-53                                                                           | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      708532 | PA      | $700405.77      | 0.00%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8567 01-20-53                                                                           | CUSIP: 36179XQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17585551 | PA      | $16450861.29    | 0.01%             | 2053-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA9016 07-20-53                                                                           | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    38287563 | PA      | $37726688.50    | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA8147 07-20-52                                                                           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      333376 | PA      | $283599.37      | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA8266 09-20-52                                                                           | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36148385 | PA      | $32982473.42    | 0.01%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA9169 09-20-53                                                                           | CUSIP: 36179YFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    45666744 | PA      | $43860350.01    | 0.02%             | 2053-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 MA9170 09-20-53                                                                           | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   133943495 | PA      | $131836831.88   | 0.05%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA9015 07-20-53                                                                           | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17681310 | PA      | $17007298.59    | 0.01%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST GSMS_24-70P                             | GSMS 2024-70P A 144A FRN 03-10-41                                                                  | CUSIP: 36269JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9579000 | PA      | $9637221.16     | 0.00%             | 2041-03-10      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GSMBS 2024-RPL2                                                                  | GSMBS 2024-RPL2 A1 144A 3.75% 07-25-61                                                             | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4147596 | PA      | $4042968.51     | 0.00%             | 2061-07-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GWT 2024-WLF2                                                                    | GWT 2024-WLF2 A 144A FRN 05-15-41                                                                  | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    46773000 | PA      | $46957472.71    | 0.02%             | 2041-05-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                   | GCAT 2024-NQM2 A1 144A 6.085% 06-25-59                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4995170 | PA      | $5039122.02     | 0.00%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8723 03-20-53                                                                           | CUSIP: 36179XVQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11304116 | PA      | $10563142.07    | 0.00%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2RF 4.94 710085 09-20-61                                                                          | CUSIP: 36297E2S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1785 | PA      | $1789.40        | 0.00%             | 2061-09-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX8883 04-01-53                                                                      | CUSIP: 3140ND2R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      132031 | PA      | $132172.25      | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY0091 05-01-53                                                                      | CUSIP: 3140NGC57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7917191 | PA      | $7930554.73     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY0204 05-01-53                                                                      | CUSIP: 3140NGGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3187363 | PA      | $3215520.27     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY3337 06-01-53                                                                      | CUSIP: 3140NKV73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      325444 | PA      | $327468.00      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX3726 12-01-52                                                                      | CUSIP: 3140N8D88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      828804 | PA      | $830693.22      | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY3206 04-01-53                                                                      | CUSIP: 3140NKR45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      413256 | PA      | $414383.52      | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA9776 07-20-54                                                                           | CUSIP: 36179Y2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    55455487 | PA      | $51647303.38    | 0.02%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MB0023 11-20-54                                                                           | CUSIP: 3618N5AZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   147741271 | PA      | $137471922.74   | 0.05%             | 2054-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY4413 05-01-53                                                                      | CUSIP: 3140NL3X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      296761 | PA      | $297065.63      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BY0007 04-01-53                                                                      | CUSIP: 3140NGAH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      746698 | PA      | $749506.19      | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MB0202 02-20-55                                                                           | CUSIP: 3618N5GL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   191910693 | PA      | $178571172.80   | 0.07%             | 2055-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MB0144 01-20-55                                                                           | CUSIP: 3618N5ES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1153091 | PA      | $1072940.85     | 0.00%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG4732 06-01-53                                                                      | CUSIP: 3133C5HH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2287634 | PA      | $2301478.37     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF5680 01-01-53                                                                      | CUSIP: 3133BTJZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1199349 | PA      | $1201929.17     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF9076 03-01-53                                                                      | CUSIP: 3133BXCM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       73203 | PA      | $73315.67       | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG0979 04-01-53                                                                      | CUSIP: 3133C1CQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      233927 | PA      | $234170.90      | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA9961 10-20-54                                                                           | CUSIP: 36180AB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      105098 | PA      | $95780.87       | 0.00%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MB0256 03-20-55                                                                           | CUSIP: 3618N5JA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   188181446 | PA      | $175101141.44   | 0.07%             | 2055-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QF4136 12-01-52                                                                      | CUSIP: 3133BRSZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1266642 | PA      | $1268564.95     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG1387 04-01-53                                                                      | CUSIP: 3133C1RG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       48372 | PA      | $48458.93       | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA3506 09-01-50                                                                      | CUSIP: 3133KJ3P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5653613 | PA      | $4945973.09     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA5901 09-01-51                                                                      | CUSIP: 3133KMRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3321230 | PA      | $2902190.02     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.0 TBA 07-01-55                                                                              | CUSIP: 21H050672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    39474000 | PA      | $38781626.04    | 0.02%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 TBA 07-01-55                                                                              | CUSIP: 21H032670<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22702891 | PA      | $20643012.29    | 0.01%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6740 08-01-50                                                                      | CUSIP: 3140QEP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3022114 | PA      | $2629831.13     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 RA6347 11-01-51                                                                      | CUSIP: 3133KNBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3800135 | PA      | $3320664.59     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 5.5 TBA 07-01-55                                                                              | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   172916324 | PA      | $173197313.03   | 0.07%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 TBA 08-01-55                                                                              | CUSIP: 21H032688<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37303858 | PA      | $33840530.52    | 0.01%             | 2055-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 5.3% 05-15-65                                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     7878000 | PA      | $7719975.20     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSEC 5.25% 05-15-55                                                               | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     3143000 | PA      | $3097747.09     | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3356 07-01-53                                                                      | CUSIP: 3132DQWR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      469250 | PA      | $477611.15      | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CA8820 02-01-51                                                                      | CUSIP: 3140QGYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    22064237 | PA      | $17709219.82    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 TBA 08-01-55                                                                              | CUSIP: 21H040681<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   101498301 | PA      | $94366725.88    | 0.04%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MB0421 06-20-55                                                                           | CUSIP: 3618N5PF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41854477 | PA      | $38945172.30    | 0.02%             | 2055-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.85% 05-07-30                                           | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    10119000 | PA      | $10285062.91    | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT LP SR UNSEC 4.95% 06-15-30                                                   | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    20374000 | PA      | $20590718.24    | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CA8108 12-01-50                                                                      | CUSIP: 3140QGAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10650266 | PA      | $8548158.79     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS5192 06-01-53                                                                      | CUSIP: 3140XLXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    65574594 | PA      | $65724104.33    | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA1601 01-20-44                                                                           | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29952 | PA      | $28570.47       | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST HPA_21-2                                          | HPA 21-2 A 144A 1.901% 12-17-26                                                                    | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13666689 | PA      | $13163085.12    | 0.01%             | 2026-12-17      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.83% 05-09-28                                 | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30177390.00    | 0.01%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSEC 5.737% 05-15-29/28                                                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     9745000 | PA      | $9920565.92     | 0.00%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSEC 5.375% 06-15-35                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1942212.30     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 5.375% 08-15-35                                                                  | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10186410.00    | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HTL 2024-T53                                                                     | HTL 2024-T53 A 144A FRN 05-10-39                                                                   | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2956000 | PA      | $2988320.90     | 0.00%             | 2039-05-10      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HOMES 2024-NQM1                                                                  | HOMES 24-NQM1 A2 144A 6.27% 07-25-69/07-01-28                                                      | CUSIP: 40390TAB6<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |     7140332 | PA      | $7190264.47     | 0.00%             | 2069-07-25      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 4.5% 05-15-35                                                                    | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1093000 | PA      | $1042010.46     | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2563098.75     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5219 05-01-51                                                                      | CUSIP: 3133KLYQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10541648 | PA      | $8795898.37     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD3369 05-01-53                                                                      | CUSIP: 3132DQW69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    28084171 | PA      | $28148202.51    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM1                                                                  | HOMES 24-NQM1 A1 144A 5.915% 07-25-69/07-01-28                                                     | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |    13547826 | PA      | $13638311.76    | 0.01%             | 2069-07-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| HY 2025-SPRL                                                                     | HY 2025-SPRL A 144A FRN 01-13-40                                                                   | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    87371000 | PA      | $90158047.53    | 0.04%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC SR UNSEC 3.375% 11-16-25                                                           | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4982290.00     | 0.00%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 4.5% 11-28-34                                                   | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |     9049000 | PA      | $8730230.88     | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FP0051 10-01-50                                                                      | CUSIP: 3140XTBV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30182178 | PA      | $24246007.87    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0665 08-01-51                                                                      | CUSIP: 3132DMW27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18141788 | PA      | $15866553.75    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                            | HGMT 2025-HGLR A 144A FRN 02-05-45                                                                 | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    83270000 | PA      | $85600810.57    | 0.03%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI C 144A FRN 03-15-42                                                                  | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1267000 | PA      | $1268040.21     | 0.00%             | 2042-03-15      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSEC 8.0% 11-01-31                                                          | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     3187000 | PA      | $3604108.19     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.95% 01-15-28                                        | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2691276.80     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CA6087 06-01-50                                                                      | CUSIP: 3140QDXR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    39748884 | PA      | $34610029.36    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD3310 12-01-51                                                                      | CUSIP: 3133B0VB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7881996 | PA      | $6840319.15     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 4.0% 12-06-37                                                   | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |     8521000 | PA      | $7518862.23     | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 3.6% 01-15-28                                                         | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3683201.25     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 FS7252 11-01-53                                                                      | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    60890344 | PA      | $59838524.68    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD4977 11-01-53                                                                      | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    44627145 | PA      | $43856255.49    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 4.35% 03-01-29                                                                   | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5011720.00     | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 4.85% 04-15-49                                        | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1710748.08     | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI A 144A FRN 03-15-42                                                                  | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    35922000 | PA      | $35991688.68    | 0.01%             | 2042-03-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_16-3                                              | TPMT 2016-3 M2 144A FRN 04-25-56                                                                   | CUSIP: 89172YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4241075 | PA      | $4209211.54     | 0.00%             | 2056-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 4.0% 02-01-50                                         | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     3907000 | PA      | $2878849.51     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC SR UNSEC 3.375% 08-15-31                                       | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     3540000 | PA      | $3275123.04     | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.85% 05-15-27                                             | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     7229000 | PA      | $6943967.76     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 1.5% 10-15-25                                              | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     2610000 | PA      | $2589166.98     | 0.00%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 07-01-55                                                                         | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   500038484 | PA      | $414673414.13   | 0.17%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 07-01-55                                                                         | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   204579072 | PA      | $161997165.64   | 0.06%             | 2055-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS AND CHEMICALS INC SR UNSEC 2.05% 05-15-30                                             | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $2841511.60     | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.375% 06-30-50                                          | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      169000 | PA      | $141628.25      | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS6873 01-01-54                                                                      | CUSIP: 3140XNT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    37643658 | PA      | $38928662.29    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1076 03-01-54                                                                      | CUSIP: 3142GRFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    25073395 | PA      | $25511502.88    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.3% 06-01-27                                                                    | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3530000 | PA      | $3405161.55     | 0.00%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC SR UNSEC 1.2% 06-03-27                                                              | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     4437000 | PA      | $4215274.24     | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.0 UMBS TBA 07-01-55                                                                         | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4749388 | PA      | $4110372.09     | 0.00%             | 2055-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.5 UMBS TBA 07-01-55                                                                         | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   102806116 | PA      | $92570739.09    | 0.04%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5296 03-01-54                                                                      | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    26849823 | PA      | $26869557.29    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8408 03-01-54                                                                      | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    46047161 | PA      | $46081005.65    | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 6.5% 07-15-25                                                  | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      348000 | PA      | $348225.50      | 0.00%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 2.25% 02-01-32                                                                   | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4055000 | PA      | $3491298.23     | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.5 UMBS TBA 07-01-55                                                                         | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      106700 | PA      | $102075.20      | 0.00%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.0 UMBS TBA 07-01-55                                                                         | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   526638030 | PA      | $535211170.49   | 0.21%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8163 03-01-54                                                                      | CUSIP: 3140QUB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23068532 | PA      | $23616801.91    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8151 03-01-54                                                                      | CUSIP: 3140QUBV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7101410 | PA      | $7121606.56     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.875% 01-15-26                                                            | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     7997000 | PA      | $7916582.17     | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSEC 2.95% 11-21-26                                                                 | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1052652.09     | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | UMBS  30YR TBA(REG A) 7.0 UMBS TBA 07-01-55                                                        | CUSIP: 01F070674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    69445728 | PA      | $73121907.06    | 0.03%             | 2055-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 5.5 UMBS TBA 07-01-55                                                                         | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    69878828 | PA      | $69873726.85    | 0.03%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5271 02-01-54                                                                      | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10117187 | PA      | $10125917.99    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8168 03-01-54                                                                      | CUSIP: 3140QUCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      214971 | PA      | $219032.78      | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 07-01-55                                                                         | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5790662 | PA      | $5385089.82     | 0.00%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCI 2.5 UMBS TBA 07-01-40                                                                         | CUSIP: 01F022477<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    48000216 | PA      | $44828937.73    | 0.02%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                   | AMERICAN ELECTRIC POWER CO INC SR UNSEC 1.0% 11-01-25                                              | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2173072.00     | 0.00%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 3.15% 02-09-51                                                  | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    11021000 | PA      | $7152177.14     | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCI 2.0 UMBS TBA 07-01-40                                                                         | CUSIP: 01F020471<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   129000000 | PA      | $117909225.00   | 0.05%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCI 4.0 UMBS TBA 07-01-40                                                                         | CUSIP: 01F040479<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41500000 | PA      | $40597582.50    | 0.02%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                        | ALIBABA GROUP HOLDING LTD SR UNSEC 2.7% 02-09-41                                                   | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |    14036000 | PA      | $9797029.75     | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER & CO SR UNSEC 3.5% 05-20-51                                                     | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      280000 | PA      | $194871.60      | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCI 3.5 UMBS TBA 07-01-40                                                                         | CUSIP: 01F032476<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    40000000 | PA      | $38605120.00    | 0.02%             | 2040-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 6.5 UMBS TBA 08-01-55                                                                         | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   938858287 | PA      | $968065229.45   | 0.39%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31                                                    | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     2213000 | PA      | $1981597.66     | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 1.2% 05-28-26                                                     | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     3628000 | PA      | $3532293.36     | 0.00%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS4191 03-01-53                                                                      | CUSIP: 3140XKUR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3962941 | PA      | $3991577.65     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS4377 04-01-52                                                                      | CUSIP: 3140XK2K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      118435 | PA      | $102688.64      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 1.75% 05-28-28                                                    | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     5313000 | PA      | $4985028.51     | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.1% 09-01-28                                                              | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5824000 | PA      | $5439499.52     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD4975 02-01-54                                                                      | CUSIP: 3132DSQ47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21195861 | PA      | $21555893.83    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BV8976 08-01-52                                                                      | CUSIP: 3140MN6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8581309 | PA      | $8508049.92     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 3.5% 09-15-53                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    10178000 | PA      | $6894444.89     | 0.00%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 1.45% 09-15-26                                                        | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    10457000 | PA      | $10104348.13    | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.5 UMBS TBA 08-01-55                                                                         | CUSIP: 01F032682<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   365764997 | PA      | $329249214.29   | 0.13%             | 2055-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 3.0 UMBS TBA 08-01-55                                                                         | CUSIP: 01F030686<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   114214357 | PA      | $98820431.75    | 0.04%             | 2055-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 FS6769 01-01-53                                                                      | CUSIP: 3140XNQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    89734514 | PA      | $88420620.81    | 0.04%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6768 07-01-53                                                                      | CUSIP: 3140QSQW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7411044 | PA      | $7711672.72     | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.5 UMBS TBA 08-01-55                                                                         | CUSIP: 01F022683<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   467475499 | PA      | $387742410.42   | 0.15%             | 2055-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 7.0 UMBS TBA 08-01-55                                                                         | CUSIP: 01F070682<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   216576272 | PA      | $227195006.62   | 0.09%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 4.0 UMBS TBA 08-01-55                                                                         | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12251998 | PA      | $11391491.17    | 0.00%             | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIFORM MBS                                                                      | FNCL 2.0 UMBS TBA 08-01-55                                                                         | CUSIP: 01F020687<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   112776600 | PA      | $89338126.45    | 0.04%             | 2055-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD5109 06-01-52                                                                      | CUSIP: 3132DSVA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12875800 | PA      | $10223578.55    | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD5404 05-01-54                                                                      | CUSIP: 3132DTAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8287649 | PA      | $8631255.07     | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP SR UNSEC 2.3% 09-15-31                                                         | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      732000 | PA      | $635474.09      | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | ANALOG DEVICES INC SR UNSEC 1.7% 10-01-28                                                          | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     2487000 | PA      | $2306483.59     | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-1                                            | VERUS 2023-1 A1 144A 5.85% 12-25-67                                                                | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7466209 | PA      | $7461363.18     | 0.00%             | 2067-12-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-3                                            | VERUS 2023-3 A1 144A 5.93% 03-25-68/04-01-27                                                       | CUSIP: 92539GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1853205 | PA      | $1855595.64     | 0.00%             | 2068-03-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                       | AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26                                                 | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     9689000 | PA      | $9442647.49     | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | AIR LEASE CORP SR UNSEC 2.2% 01-15-27                                                              | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     6085000 | PA      | $5893054.76     | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4699 07-01-54                                                                      | CUSIP: 3140M6GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13095037 | PA      | $13116801.30    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4700 07-01-54                                                                      | CUSIP: 3140M6GJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8575431 | PA      | $8737112.36     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_23-5                                            | VERUS 2023-5 A1 144A 6.476% 06-25-68                                                               | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-CBDO         | CORP              | US        |    16655791 | PA      | $16765635.67    | 0.01%             | 2068-06-25      | Variable      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| VERUS 2024-2                                                                     | VERUS 2024-2 A1 144A 6.095% 02-25-69/02-01-28                                                      | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-CBDO         | CORP              | US        |    40426107 | PA      | $40734477.55    | 0.02%             | 2069-02-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 3.0% 02-22-29                                                                   | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      400000 | PA      | $382293.60      | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.4% 02-22-62                                                                   | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     4544000 | PA      | $3549827.33     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QI8872 07-01-54                                                                      | CUSIP: 3133WF2D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6578968 | PA      | $6589902.32     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI8874 07-01-54                                                                      | CUSIP: 3133WF2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3544082 | PA      | $3610820.28     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_24-3                                            | VERUS 2024-3 A1 144A 6.338% 04-25-69                                                               | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-CBDO         | CORP              | US        |    24805980 | PA      | $25095887.26    | 0.01%             | 2069-04-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 2.55% 03-04-27                                                        | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    13925000 | PA      | $13563381.68    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.125% 03-08-34                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    29314000 | PA      | $28549696.08    | 0.01%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB8872 07-01-54                                                                      | CUSIP: 3140QU2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1573026 | PA      | $1638243.35     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB8725 06-01-54                                                                      | CUSIP: 3140QUVT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1008572 | PA      | $1048217.96     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27                                                   | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10080240.00    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.125% 11-05-26                                                  | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14968560.00    | 0.01%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | FIFTH THIRD BANCORP SR UNSEC 4.895% 09-06-30/29                                                    | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     3499000 | PA      | $3538934.09     | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.054% 11-05-31                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10677000 | PA      | $10626561.85    | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1964 07-01-54                                                                      | CUSIP: 3142GSFE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    56241756 | PA      | $57832779.05    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB8876 07-01-54                                                                      | CUSIP: 3140QU2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      468904 | PA      | $487508.91      | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.5% 02-07-35                                                    | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    62454000 | PA      | $62402600.36    | 0.02%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.875% 11-07-29                                                  | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    46305000 | PA      | $46457852.81    | 0.02%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                                    | FIRST CITIZENS BANCSHARES INC SR UNSEC 5.231% 03-12-31/30                                          | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    76586000 | PA      | $77009826.92    | 0.03%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.918% 03-20-28                                                  | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11120000 | PA      | $11235125.36    | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB8842 07-01-54                                                                      | CUSIP: 3140QUZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23116075 | PA      | $23154493.75    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ1963 07-01-54                                                                      | CUSIP: 3142GSFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6043308 | PA      | $6047749.68     | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 3.9% 07-15-27                                                            | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    24275000 | PA      | $24010499.60    | 0.01%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27                                                  | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2684000 | PA      | $2591826.07     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8318 07-01-54                                                                      | CUSIP: 3140XQG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    18779106 | PA      | $19272845.86    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ1975 07-01-54                                                                      | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    77959984 | PA      | $79428672.22    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29                                                  | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    40891000 | PA      | $39998513.03    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC SR UNSEC 3.5% 07-01-29                                                                  | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $1037797.20     | 0.00%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB8858 07-01-54                                                                      | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    50981481 | PA      | $52068712.44    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 FS8317 07-01-54                                                                      | CUSIP: 3140XQG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      270097 | PA      | $281273.94      | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.271% 01-09-27                                                  | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3095000 | PA      | $3051543.11     | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30                                                           | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      382000 | PA      | $350913.99      | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27                                                  | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5805000 | PA      | $5675983.88     | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.375% 11-13-25                                                  | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4060000 | PA      | $4033346.10     | 0.00%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8454 08-01-54                                                                      | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   183314863 | PA      | $186433415.90   | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5445 08-01-54                                                                      | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    28717308 | PA      | $29214318.49    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30                                                    | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    65993000 | PA      | $60270548.99    | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28                                                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1777606.65     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB6878 06-01-54                                                                      | CUSIP: 3140AGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5833546 | PA      | $5936397.37     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB2495 05-01-54                                                                      | CUSIP: 3140ABXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1746279 | PA      | $1775961.75     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATIONAL INFORMATION SERVICES INC SR UNSEC 3.1% 03-01-41                                  | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $797874.28      | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                     | FIRSTENERGY TRANSMISSION LLC 144A LIFE SR UNSEC 2.866% 09-15-28                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    18988000 | PA      | $18116659.67    | 0.01%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD6034 08-01-54                                                                      | CUSIP: 3132DTV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10465453 | PA      | $10899350.65    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD6047 08-01-54                                                                      | CUSIP: 3132DTWG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3802744 | PA      | $3961561.86     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 3.625% 06-17-31                                                  | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    58641000 | PA      | $51641844.80    | 0.02%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.7% 08-10-26                                                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2520000 | PA      | $2454165.00     | 0.00%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DB7792 08-01-54                                                                      | CUSIP: 3140AHUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2744119 | PA      | $2792420.78     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU4707 07-01-54                                                                      | CUSIP: 3140M6GR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4347353 | PA      | $4423875.06     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-10-29                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1864649.25     | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27                                                   | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     9800000 | PA      | $9739396.80     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD6035 08-01-54                                                                      | CUSIP: 3132DTV49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2601413 | PA      | $2709059.29     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8758 08-01-54                                                                      | CUSIP: 3140XQWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11470025 | PA      | $11686739.45    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10966000 | PA      | $11392072.96    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26                                                   | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    20914000 | PA      | $21118664.40    | 0.01%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 0.875% 05-01-26                                           | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8311000 | PA      | $8071942.40     | 0.00%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30                                            | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7178000 | PA      | $6259754.35     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | PETROLEOS MEXICANOS SR UNSEC 6.5% 06-02-41                                                         | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6622000 | PA      | $4923192.12     | 0.00%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                     | PIONEER NATURAL RESOURCES CO SR UNSEC 2.15% 01-15-31                                               | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     4173000 | PA      | $3708215.43     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5470 09-01-54                                                                      | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10000821 | PA      | $10008171.86    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB4620 09-01-52                                                                      | CUSIP: 3140QQD28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    37047173 | PA      | $36628021.05    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.25% 06-01-31                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    15509000 | PA      | $13927082.00    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE OPERATING CO SR UNSEC 2.3% 05-01-31                                                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1649939.03     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE OPERATING CO SR UNSEC 1.85% 05-01-28                                                | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     8830000 | PA      | $8295369.99     | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28                                          | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    24989000 | PA      | $23738975.25    | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52                                                           | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     6898000 | PA      | $4089437.91     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSEC 2.75% 10-21-51                                                                | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      275000 | PA      | $171712.48      | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                      | PUBLIC STORAGE SR UNSEC 1.95% 11-09-28                                                             | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     6081000 | PA      | $5664554.88     | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32                                          | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    15280000 | PA      | $14343076.24    | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 08-15-42                                         | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $21413760.00    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.9% 06-15-32                                          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     9111000 | PA      | $9305957.18     | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU4946 09-01-54                                                                      | CUSIP: 3140M6P80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      983714 | PA      | $984436.89      | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QJ3044 09-01-54                                                                      | CUSIP: 3133CTLZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2004481 | PA      | $2005954.06     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.45% 06-15-27                                         | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      334000 | PA      | $338011.01      | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.037% 10-28-33/32                                       | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5265000 | PA      | $5600996.51     | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                              | PUBLIC SERVICE ENTERPRISE GROUP INC SR UNSEC 5.85% 11-15-27                                        | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3106059.00     | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27                                           | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    26447000 | PA      | $26984588.17    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD7397 02-01-52                                                                      | CUSIP: 3133B5GE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      441778 | PA      | $370705.66      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0025 04-01-52                                                                      | CUSIP: 3133B9A20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       92246 | PA      | $76810.01       | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8265 11-01-52                                                                      | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      366720 | PA      | $341860.36      | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5559 07-01-51                                                                      | CUSIP: 3133KME84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    15653930 | PA      | $12996801.00    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8954 10-01-51                                                                      | CUSIP: 3140XC5Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      245061 | PA      | $204368.48      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ0991 07-01-51                                                                      | CUSIP: 3140KLC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9537213 | PA      | $7918280.72     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.0 BF0133 08-01-56                                                                         | CUSIP: 3140FXEF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25826934 | PA      | $24113342.73    | 0.01%             | 2056-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 2.5 BF0546 07-01-61                                                                         | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    24609348 | PA      | $19572060.88    | 0.01%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8276 12-01-52                                                                      | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    52269938 | PA      | $51504601.32    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7564 11-01-50                                                                      | CUSIP: 3140KTMN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      303523 | PA      | $252466.49      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS6943 06-01-52                                                                      | CUSIP: 3140XNWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      218857 | PA      | $189631.08      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8446 07-01-54                                                                      | CUSIP: 3132DWL35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17529707 | PA      | $17542591.72    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR0751 01-01-51                                                                      | CUSIP: 3140KXZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1035619 | PA      | $859814.78      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7529 10-01-50                                                                      | CUSIP: 3140QFLK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1680740 | PA      | $1395942.38     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2474 09-01-54                                                                      | CUSIP: 3142GSXC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1488725 | PA      | $1542413.28     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2470 09-01-54                                                                      | CUSIP: 3142GSW87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      545720 | PA      | $565260.98      | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2401 12-01-51                                                                      | CUSIP: 3140QMU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      735515 | PA      | $610774.12      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8287 01-01-53                                                                      | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    27005824 | PA      | $25899368.02    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2411 09-01-54                                                                      | CUSIP: 3142GSVD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1029410 | PA      | $1069782.08     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2422 09-01-54                                                                      | CUSIP: 3142GSVQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7411594 | PA      | $7435370.89     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8288 01-01-53                                                                      | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      344181 | PA      | $339123.83      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD1897 11-01-52                                                                      | CUSIP: 3132DPDA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   130407571 | PA      | $127243231.51   | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD1895 11-01-52                                                                      | CUSIP: 3132DPC89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    26827012 | PA      | $26215946.31    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE4383 06-01-52                                                                      | CUSIP: 3133BD2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      797971 | PA      | $743794.68      | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2415 09-01-54                                                                      | CUSIP: 3142GSVH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3133209 | PA      | $3154890.51     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2408 09-01-54                                                                      | CUSIP: 3142GSVA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2821370 | PA      | $2826934.11     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4806 11-01-52                                                                      | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23893829 | PA      | $23588322.36    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT8111 03-01-52                                                                      | CUSIP: 3140LXAM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      410057 | PA      | $341421.01      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9146 09-01-54                                                                      | CUSIP: 3140QVEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25277960 | PA      | $25416685.56    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9210 09-01-54                                                                      | CUSIP: 3140QVGU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    42112777 | PA      | $42247875.11    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD1608 09-01-52                                                                      | CUSIP: 3132DNYD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5196235 | PA      | $4982783.84     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3063 03-01-52                                                                      | CUSIP: 3140QNMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5060335 | PA      | $4219266.87     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8303 01-01-53                                                                      | CUSIP: 3132DWGL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      566526 | PA      | $470917.71      | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2870 02-01-52                                                                      | CUSIP: 3140QNFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       74377 | PA      | $61997.19       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD6286 08-01-54                                                                      | CUSIP: 3132DT6X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12865083 | PA      | $12958058.74    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC1873 09-01-54                                                                      | CUSIP: 3140APCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1414346 | PA      | $1444392.81     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD8206 03-01-52                                                                      | CUSIP: 3133B6DK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      648715 | PA      | $541049.73      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3744 03-01-52                                                                      | CUSIP: 3140QPES2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      733077 | PA      | $609423.70      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4910 01-01-53                                                                      | CUSIP: 31418EN48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3835492 | PA      | $3190818.31     | 0.00%             | 2053-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA4785 10-01-52                                                                      | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    24681241 | PA      | $24321116.67    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.5 BF0784 12-01-63                                                                         | CUSIP: 3140FX2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14600713 | PA      | $12936435.75    | 0.01%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.0 BF0786 12-01-63                                                                         | CUSIP: 3140FX2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27987862 | PA      | $25884686.46    | 0.01%             | 2063-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8272 12-01-52                                                                      | CUSIP: 3132DWFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      354196 | PA      | $306868.61      | 0.00%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC3654 07-01-51                                                                      | CUSIP: 3133ANBX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1548785 | PA      | $1285875.49     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8401 02-01-54                                                                      | CUSIP: 3132DWKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      127218 | PA      | $127311.59      | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8464 09-01-54                                                                      | CUSIP: 3132DWMM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   307487973 | PA      | $317805424.03   | 0.13%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT8116 04-01-52                                                                      | CUSIP: 3140LXAS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      441883 | PA      | $368541.17      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3356 04-01-52                                                                      | CUSIP: 3140QNWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1795427 | PA      | $1490536.20     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD6328 09-01-54                                                                      | CUSIP: 3132DUA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4722327 | PA      | $4763755.80     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS9001 09-01-54                                                                      | CUSIP: 3140XRAB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11347307 | PA      | $11446856.48    | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE2317 04-01-52                                                                      | CUSIP: 3133BBSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1263620 | PA      | $1051852.59     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB9901 03-01-51                                                                      | CUSIP: 3133AHAA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      427890 | PA      | $355264.43      | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD4807 06-01-52                                                                      | CUSIP: 3132DSKU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4533325 | PA      | $3609469.33     | 0.00%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 SD6496 06-01-52                                                                      | CUSIP: 3132DUGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    43176692 | PA      | $34316878.03    | 0.01%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD5204 01-01-52                                                                      | CUSIP: 3133B2X95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      587089 | PA      | $487452.34      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8220 06-01-52                                                                      | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    74288948 | PA      | $64363275.71    | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6913 02-01-52                                                                      | CUSIP: 3133KNVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6061312 | PA      | $4810214.51     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS9189 05-01-52                                                                      | CUSIP: 3140XRF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    37671644 | PA      | $29945641.84    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT4304 08-01-51                                                                      | CUSIP: 3140LSYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      693683 | PA      | $579011.33      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC3428 06-01-51                                                                      | CUSIP: 3133AMYZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      300534 | PA      | $249514.32      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS9004 09-01-54                                                                      | CUSIP: 3140XRAE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11122846 | PA      | $11363366.38    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 BU5049 10-01-54                                                                      | CUSIP: 3140M6TF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1545183 | PA      | $1615935.39     | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5767 09-01-51                                                                      | CUSIP: 3133KMMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      348227 | PA      | $289115.43      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC6225 09-01-51                                                                      | CUSIP: 3133AQ4J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      838933 | PA      | $696523.43      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU5048 09-01-54                                                                      | CUSIP: 3140M6TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6516302 | PA      | $6655464.21     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QJ5370 10-01-54                                                                      | CUSIP: 3133CV6F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7103015 | PA      | $7249955.48     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB1818 10-01-51                                                                      | CUSIP: 3140QMAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1953095 | PA      | $1622114.08     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR9366 05-01-51                                                                      | CUSIP: 3140L8MQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       35438 | PA      | $29422.28       | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1630 09-01-51                                                                      | CUSIP: 3140XGY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6988367 | PA      | $5802057.14     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8242 09-01-52                                                                      | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11864378 | PA      | $10290176.45    | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD6578 09-01-54                                                                      | CUSIP: 3132DUJX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    34609130 | PA      | $35391468.96    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS3056 10-01-52                                                                      | CUSIP: 3140XJME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   229395572 | PA      | $181978589.39   | 0.07%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QF1489 10-01-52                                                                      | CUSIP: 3133BNUN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       14402 | PA      | $13425.51       | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS1030 03-01-52                                                                      | CUSIP: 3140XGEC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      588058 | PA      | $509499.65      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | CHEVRON CORP                                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     8692139 | NS      | $1244627383.41  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                                                              | DELTA AIR LINES INC                                                                                | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     5000000 | NS      | $245900000.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6965 04-01-51                                                                      | CUSIP: 3140XAW32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      590436 | PA      | $490213.83      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM8315 07-01-51                                                                      | CUSIP: 3140XCGZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2762235 | PA      | $2299168.73     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                                                     | DAYFORCE INC (USD)                                                                                 | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     4951419 | NS      | $274259098.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & CO                                                                       | DEERE & CO                                                                                         | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |     1060308 | NS      | $539156014.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5576 06-01-50                                                                      | CUSIP: 3140KDFS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3518672 | PA      | $2926810.52     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SI2108 04-01-51                                                                      | CUSIP: 3133USKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12256085 | PA      | $10183850.27    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.5% 08-03-35                                                                 | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    25928000 | PA      | $26514076.51    | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.45% 09-15-36                                                  | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    10286000 | PA      | $10531146.24    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | DOLLAR GENERAL CORP                                                                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |     1060609 | NS      | $121312457.42   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DR HORTON INC                                                                    | DR HORTON INC                                                                                      | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |     1530391 | NS      | $197298007.72   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA7091 03-01-52                                                                      | CUSIP: 3133KN2Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       34498 | PA      | $28638.04       | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP8762 07-01-50                                                                      | CUSIP: 3140KGWY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2980068 | PA      | $2478859.61     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BW9206 08-01-52                                                                      | CUSIP: 3140N2GQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      127766 | PA      | $131532.88      | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD8225 07-01-52                                                                      | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    77888431 | PA      | $67554349.61    | 0.03%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE POST AG                                                                 | DEUTSCHE POST AG                                                                                   | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |      792221 | NS      | $36590643.55    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                                     | DANAHER CORP                                                                                       | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     1743401 | NS      | $344391433.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX4004 12-01-52                                                                      | CUSIP: 3140N8NW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1062828 | PA      | $1064457.75     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4842 12-01-52                                                                      | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    43131258 | PA      | $43279586.81    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                   | WALT DISNEY COMPANY (THE)                                                                          | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     3000000 | NS      | $372030000.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR TREE INC                                                                  | DOLLAR TREE INC                                                                                    | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |     1736249 | NS      | $171958100.96   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD1156 04-01-52                                                                      | CUSIP: 3132DNH97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      144000 | PA      | $124871.79      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB3242 04-01-52                                                                      | CUSIP: 3140QNS86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      999901 | PA      | $866305.95      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW INC                                                                          | DOW INC                                                                                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |     1693165 | NS      | $44835009.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | DARDEN RESTAURANTS INC                                                                             | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |     2663352 | NS      | $580530835.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 QD9576 04-01-52                                                                      | CUSIP: 3133B7T99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8716225 | PA      | $7559738.64     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB3653 05-01-52                                                                      | CUSIP: 3140QPBX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       25541 | PA      | $25167.09       | 0.00%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC0576 04-01-51                                                                      | CUSIP: 3133AJT94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      102692 | PA      | $85267.48       | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC0292 04-01-51                                                                      | CUSIP: 3133AJKD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9345348 | PA      | $7806655.15     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RA7502 06-01-52                                                                      | CUSIP: 3133KPKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      840829 | PA      | $829254.49      | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZS8832 03-01-27                                                                      | CUSIP: 3132A9Y50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         593 | PA      | $592.46         | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZA1997 04-01-27                                                                      | CUSIP: 31329KGE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        9249 | PA      | $9244.80        | 0.00%             | 2027-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZA1927 03-01-26                                                                      | CUSIP: 31329KD84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        2255 | PA      | $2248.12        | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FP0015 09-01-50                                                                      | CUSIP: 3140XTAR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4827041 | PA      | $4013704.22     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU0070 10-01-51                                                                      | CUSIP: 3140M1CG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       33957 | PA      | $28331.42       | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 5.85% 01-15-26                                                                  | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1262000 | PA      | $1268577.54     | 0.00%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.625% 09-01-30                                                 | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    82000000 | PA      | $86760100.00    | 0.03%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE ENERGY CO                                                                                      | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     1763905 | NS      | $233646856.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | ELECTRONIC ARTS                                                                                    | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     1462736 | NS      | $233598939.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZA1914 12-01-25                                                                      | CUSIP: 31329KDT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         428 | PA      | $427.05         | 0.00%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 5.0 ZA1894 08-01-25                                                                      | CUSIP: 31329KC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |          74 | PA      | $73.74          | 0.00%             | 2025-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE2112 05-01-52                                                                      | CUSIP: 3133BBKZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      199671 | PA      | $166120.59      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6900 02-01-52                                                                      | CUSIP: 3133KNUZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      416224 | PA      | $346847.99      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT7263 09-01-51                                                                      | CUSIP: 3140LWB97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2090744 | PA      | $1736229.18     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB2088 11-01-51                                                                      | CUSIP: 3140QMKA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      846792 | PA      | $704816.87      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | EQUIFAX INC                                                                                        | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |     1286896 | NS      | $333782215.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2                                        | AESOP 2023-2A B 144A 6.03% 10-20-27                                                                | CUSIP: 05377RGL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3228000 | PA      | $3265060.67     | 0.00%             | 2027-10-20      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5309 11-01-50                                                                      | CUSIP: 3140X83T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5433311 | PA      | $4515494.56     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS4435 02-01-53                                                                      | CUSIP: 3140XK4V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       21800 | PA      | $18099.16       | 0.00%             | 2053-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MONEY MANAGEMENT CORPORATION AMMC_16-18A                                | AMMC 16-18 AR CLO 144A FRN (TSFR3M+136.16) 05-26-31                                                | CUSIP: 001746AN6<br>LEI: 549300F8C2GVHBFFH173 | Long             | ABS-O            | CORP              | KY        |      340806 | PA      | $340874.69      | 0.00%             | 2031-05-26      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1                              | AMCAR 23-1 B 5.57% 03-20-28                                                                        | CUSIP: 03067BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11077000 | PA      | $11178853.02    | 0.00%             | 2028-03-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF1236 10-01-52                                                                      | CUSIP: 3133BNLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6434779 | PA      | $6168083.58     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 6.5 ZA1950 08-01-26                                                                      | CUSIP: 31329KEX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       16793 | PA      | $16858.25       | 0.00%             | 2026-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 6.125% 01-01-31                                                 | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    18131000 | PA      | $18782410.57    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.55% 02-06-53                                                                | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      799000 | PA      | $752033.18      | 0.00%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND DRSLF_15-41A                                             | DRSLF 2015-41A AR CLO 144A FRN 04-15-31                                                            | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-O            | CORP              | KY        |     1737249 | PA      | $1739213.83     | 0.00%             | 2031-04-15      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                                   | DTAOT 23-3 A 144A 6.29% 08-16-27/05-15-25                                                          | CUSIP: 23345WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      213247 | PA      | $213409.82      | 0.00%             | 2027-08-16      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                     | DRIVE 24-1 B 5.31% 01-16-29/10-15-26                                                               | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8538000 | PA      | $8573347.32     | 0.00%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 24-1 A3 5.31% 08-16-27/08-15-25                                                               | CUSIP: 30167PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      666731 | PA      | $667161.29      | 0.00%             | 2027-08-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB0738 06-01-51                                                                      | CUSIP: 3140QKZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1593752 | PA      | $1380834.35     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BN9135 04-01-51                                                                      | CUSIP: 3140JSEH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      427314 | PA      | $354787.43      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_2024-1                                  | EART 24-1 C 5.41% 05-15-30/04-15-27                                                                | CUSIP: 30167PAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6028000 | PA      | $6077960.06     | 0.00%             | 2030-05-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A                                                                     | EART 24-2 B 5.61% 04-17-28/02-17-26                                                                | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7846633 | PA      | $7864091.64     | 0.00%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0812 04-01-52                                                                      | CUSIP: 3133B93V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1160505 | PA      | $966103.26      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS1834 05-01-52                                                                      | CUSIP: 3140XHBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    38125244 | PA      | $35698419.33    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD7556 08-01-52                                                                      | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    21513637 | PA      | $18846118.45    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB3346 04-01-52                                                                      | CUSIP: 3140QNWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       33901 | PA      | $26872.05       | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CA7325 10-01-50                                                                      | CUSIP: 3140QFD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    54070965 | PA      | $43644244.19    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8299 02-01-53                                                                      | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13135047 | PA      | $12924453.26    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6973 03-01-52                                                                      | CUSIP: 3133KNXA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4219461 | PA      | $3346635.86     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV7823 07-01-52                                                                      | CUSIP: 3140MMVR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1500930 | PA      | $1193800.83     | 0.00%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS3759 02-01-53                                                                      | CUSIP: 3140XKE97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    29638783 | PA      | $30585060.05    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0734 10-01-51                                                                      | CUSIP: 3132DMY74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4260176 | PA      | $3748942.31     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EFF 2024-2                                                                       | EFF 24-2 A4 144A 5.69% 12-20-30/01-20-28                                                           | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6047000 | PA      | $6256788.57     | 0.00%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| EFF 2024-2                                                                       | EFF 24-2 A2 144A 5.74% 12-20-26/05-20-26                                                           | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2846203 | PA      | $2859312.91     | 0.00%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB1304 08-01-51                                                                      | CUSIP: 3140QLNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3332013 | PA      | $2932861.55     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3632 07-01-52                                                                      | CUSIP: 3132E0A93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      156183 | PA      | $129867.30      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA8942 03-01-52                                                                      | CUSIP: 3133KQ5B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      127573 | PA      | $106220.26      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EART 2024-3A                                                                     | EART 24-3 C 5.7% 07-16-29                                                                          | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7232000 | PA      | $7320179.78     | 0.00%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EART 2024-3A                                                                     | EART 24-3 A2 5.82% 02-15-27                                                                        | CUSIP: 30165AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      424291 | PA      | $424528.34      | 0.00%             | 2027-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC4231 07-01-51                                                                      | CUSIP: 3133ANVY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      466758 | PA      | $387517.50      | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV0761 01-01-52                                                                      | CUSIP: 3140MDZ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      121196 | PA      | $100965.27      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCI NV                                                                           | OCI NV 144A LIFE SR UNSEC 6.7% 03-16-33                                                            | CUSIP: 67116NAA7<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |     2131000 | PA      | $2360425.59     | 0.00%             | 2033-03-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 5.55% 11-01-26                                                                  | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4564000 | PA      | $4628032.92     | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS3549 01-01-52                                                                      | CUSIP: 3140XJ5K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1082602 | PA      | $900676.30      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT0098 06-01-51                                                                      | CUSIP: 3140LNDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      482432 | PA      | $402299.25      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD5485 09-01-51                                                                      | CUSIP: 3132DTCW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      766527 | PA      | $640909.29      | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3055 07-01-50                                                                      | CUSIP: 3133KJMC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2749159 | PA      | $2286730.96     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3049 03-01-52                                                                      | CUSIP: 3140QNL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      196263 | PA      | $163005.01      | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5944 01-01-51                                                                      | CUSIP: 3140X9TA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      379389 | PA      | $314987.60      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM4021 08-01-50                                                                      | CUSIP: 3140X7PF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      725282 | PA      | $603291.02      | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8462 09-01-54                                                                      | CUSIP: 3132DWMK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8987014 | PA      | $8993619.11     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC3532 06-01-51                                                                      | CUSIP: 3133AM4R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1968200 | PA      | $1634562.72     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6727 08-01-50                                                                      | CUSIP: 3140QEPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1957768 | PA      | $1630440.85     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EFF 2024-3                                                                       | EFF 24-3 A2 144A 5.31% 04-20-27                                                                    | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18485121 | PA      | $18562444.42    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 24-4 D 5.81% 12-16-30                                                                         | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13416000 | PA      | $13706429.57    | 0.01%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC5137 08-01-51                                                                      | CUSIP: 3133APV63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4858100 | PA      | $4035351.81     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3520 04-01-52                                                                      | CUSIP: 3140QN4E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19139833 | PA      | $15894062.11    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 24-4 C 5.48% 08-15-30                                                                         | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7612000 | PA      | $7702186.98     | 0.00%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| EART 2024-4A                                                                     | EART 24-4 B 5.29% 08-15-30                                                                         | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8067000 | PA      | $8119387.10     | 0.00%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                        | PSTAT 2021-4A A2 CLO 144A FRN 10-15-29                                                             | CUSIP: 69702HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    44195000 | PA      | $44233096.09    | 0.02%             | 2029-10-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| PGE WILDFIRE RECOVERY FUNDING LLC PCG_22-A                                       | PG&E 22-A A2 4.263% 06-01-36                                                                       | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13836000 | PA      | $13065362.47    | 0.01%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                    | PFSFC 22-D B 144A 4.9% 08-16-27/08-15-25                                                           | CUSIP: 69335PEQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1294000 | PA      | $1293777.43     | 0.00%             | 2027-08-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_22-D                                                    | PFSFC 22-D A 144A 4.27% 08-16-27/08-15-25                                                          | CUSIP: 69335PEP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2116000 | PA      | $2114992.78     | 0.00%             | 2027-08-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 5.65% 11-01-28                                                                  | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    25436000 | PA      | $26359453.98    | 0.01%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 5.8% 11-01-30                                                                   | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2362000 | PA      | $2473850.15     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-B                                                    | PFSFC 23-B A 144A 5.27% 05-15-28/26                                                                | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    36810000 | PA      | $37061191.44    | 0.01%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_23-D                                                    | PFSFC 2023-D A 144A FRN 08-16-27                                                                   | CUSIP: 69335PFA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11885000 | PA      | $11894686.28    | 0.00%             | 2027-08-16      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA5816 03-20-49                                                                           | CUSIP: 36179UN99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17341242 | PA      | $15901173.13    | 0.01%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SI2032 06-01-51                                                                      | CUSIP: 3133USHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      451161 | PA      | $375141.48      | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS8650 05-01-52                                                                      | CUSIP: 3140XQTG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10011017 | PA      | $8317453.20     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC SR UNSEC 6.05% 09-01-33                                                                  | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    17568000 | PA      | $18441445.82    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    13014000 | PA      | $13408753.66    | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA5987 06-20-49                                                                           | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      294353 | PA      | $287629.31      | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA6041 07-20-49                                                                           | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      408028 | PA      | $395979.60      | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-A                                                    | PFSFC 2024-A A 144A FRN 01-15-28                                                                   | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14516000 | PA      | $14542636.86    | 0.01%             | 2028-01-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| PREF 2024-1A                                                                     | PREF 24-1 A2 144A 5.59% 11-15-29/08-17-26                                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1652369 | PA      | $1660789.23     | 0.00%             | 2029-11-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA6156 09-20-49                                                                           | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3400795 | PA      | $3297196.23     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                                | GNSF 4.0 783219 01-15-41                                                                           | CUSIP: 36241LSG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2621421 | PA      | $2501779.31     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD2629 01-01-52                                                                      | CUSIP: 3132DP4N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5713044 | PA      | $4744780.18     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9530 07-01-51                                                                      | CUSIP: 3140XDSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   138346753 | PA      | $114863775.12   | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA6341 12-20-49                                                                           | CUSIP: 36179VBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      290260 | PA      | $282316.74      | 0.00%             | 2049-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GC47                                        | GSMS 20-GC47 A5 2.3772% 05-12-53/02-12-30                                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19842000 | PA      | $17904984.28    | 0.01%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-3                                        | PSTAT 2022-3A A1AR CLO 144A FRN 04-15-31                                                           | CUSIP: 69690CAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5408024 | PA      | $5407894.01     | 0.00%             | 2031-04-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                     | PART 24-1 D 144A 6.21% 02-15-30/11-15-27                                                           | CUSIP: 74113QAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1690000 | PA      | $1725981.79     | 0.00%             | 2030-02-15      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MA6994 11-20-50                                                                           | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   106045104 | PA      | $86478085.89    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRACE MORTGAGE TRUST GRCE_20-GRCE                                                | GRCE 20-GRCE A 144A 2.347% 12-10-40/12-12-30                                                       | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21824008 | PA      | $19195197.12    | 0.01%             | 2040-12-10      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC1924 05-01-51                                                                      | CUSIP: 3133ALD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      466360 | PA      | $387197.93      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 3.0 BF0762 09-01-63                                                                         | CUSIP: 3140FXZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14757494 | PA      | $12486094.20    | 0.00%             | 2063-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2                                        | GSMS 20-GSA2 A5 2.012% 12-12-53/30                                                                 | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9914000 | PA      | $8645027.83     | 0.00%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.0 MA7051 12-20-50                                                                           | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    92669431 | PA      | $75549402.57    | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST GCAT_21-NQM6                                                          | GCAT 2021-NQM6 A1 144A FRN 08-25-66                                                                | CUSIP: 36167KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18823049 | PA      | $17075084.13    | 0.01%             | 2066-08-25      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA7259 03-20-51                                                                           | CUSIP: 36179WB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6554537 | PA      | $6388706.90     | 0.00%             | 2051-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                      | ENBRIDGE ENERGY PARTNERS LP SR UNSEC 7.375% 10-15-45                                               | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     1799000 | PA      | $2063528.56     | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP SR UNSEC 3.375% 04-15-26                                                        | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2371703.84     | 0.00%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD6733 10-01-54                                                                      | CUSIP: 3132DUPS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      274282 | PA      | $284173.22      | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BU5165 11-01-54                                                                      | CUSIP: 3140M6W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7840457 | PA      | $7853488.05     | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.5 MA7140 01-20-51                                                                           | CUSIP: 36179V4Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      288135 | PA      | $280525.89      | 0.00%             | 2051-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA7534 08-20-51                                                                           | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    74953247 | PA      | $63758679.42    | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 4.2% 03-01-29                                        | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    31036000 | PA      | $30396875.65    | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29                                       | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    14330000 | PA      | $13267674.11    | 0.01%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3916 09-01-53                                                                      | CUSIP: 3132E0K50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13818896 | PA      | $14138899.78    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 BU5166 10-01-54                                                                      | CUSIP: 3140M6W41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15474673 | PA      | $15767066.96    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA7827 01-20-52                                                                           | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12266278 | PA      | $10434186.30    | 0.00%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.5 MA8044 05-20-52                                                                           | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   116010176 | PA      | $105886200.16   | 0.04%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | EMERA US FINANCE LP SR UNSEC 3.55% 06-15-26                                                        | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4430000 | PA      | $4382510.40     | 0.00%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSEC 3.3% 01-15-28                                                           | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     6812000 | PA      | $6636815.80     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.0 MA7937 03-20-52                                                                           | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36472577 | PA      | $32303907.28    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA7881 02-20-52                                                                           | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    59008511 | PA      | $50194881.85    | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 2.5 MA7987 04-20-52                                                                           | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6094502 | PA      | $5184202.78     | 0.00%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCAS 2025-01                                                                     | MCAS 2025-01 M1 144A FRN 05-25-55                                                                  | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7032522 | PA      | $7053696.68     | 0.00%             | 2055-05-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28                                                      | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    31272000 | PA      | $30197025.00    | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 3.375% 03-15-29                                                            | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       77000 | PA      | $75402.87       | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT 19-2A                                   | NRZT 2019-2A A1 144A FRN 12-25-57                                                                  | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469210 | PA      | $460485.94      | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NYMT 2024-CP1                                                                    | NYMT 2024-CP1 A1 144A FRN 02-25-68                                                                 | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2433957 | PA      | $2254549.80     | 0.00%             | 2068-02-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RA8309 12-01-52                                                                      | CUSIP: 3133KQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11195962 | PA      | $11486967.29    | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5530 11-01-54                                                                      | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   167461174 | PA      | $164257139.72   | 0.07%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NY 2025-299P                                                                     | NY 2025-299P A 144A FRN 02-10-47                                                                   | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17614000 | PA      | $18338446.21    | 0.01%             | 2047-02-10      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P                                                                     | NY 2025-299P B 144A FRN 02-10-47                                                                   | CUSIP: 62957FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2463000 | PA      | $2554131.00     | 0.00%             | 2047-02-10      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC_25-3BP                                         | NYC 2025-3BP B 144A FRN 02-15-42                                                                   | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11881000 | PA      | $11787163.86    | 0.00%             | 2042-02-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRZT 2025-NQM2                                                                   | NRZT 2025-NQM2 A1 144A 5.566% 05-25-65                                                             | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-CBDO         | CORP              | US        |    16680080 | PA      | $16791652.91    | 0.01%             | 2065-05-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB9432 11-01-54                                                                      | CUSIP: 3140QVPS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15779774 | PA      | $16100418.81    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RJ2851 11-01-54                                                                      | CUSIP: 3142GTEZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6647791 | PA      | $6365572.25     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_2023-NQM4                                           | OBX 2023-NQM4 A1 144A 6.113% 03-25-63/05-25-27                                                     | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4287175 | PA      | $4301464.47     | 0.00%             | 2063-03-25      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB1                                                                    | OBX 2024-HYB1 A1 144A FRN 03-25-53                                                                 | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6622238 | PA      | $6528387.38     | 0.00%             | 2053-03-25      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM4                                                                    | OBX 2024-NQM4 A1 144A 6.067% 01-25-64                                                              | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-CBDO         | CORP              | US        |    20905988 | PA      | $21064790.18    | 0.01%             | 2064-01-25      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-HYB2                                                                    | OBX 2024-HYB2 A1 144A FRN 04-25-53                                                                 | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9168722 | PA      | $9158737.54     | 0.00%             | 2053-04-25      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | EMERSON ELECTRIC CO SR UNSEC 1.8% 10-15-27                                                         | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     1480000 | PA      | $1409648.20     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | ENTERGY CORP SR UNSEC 3.75% 06-15-50                                                               | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      234000 | PA      | $167582.84      | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM5                                                                    | OBX 2024-NQM5 A1 144A 5.988% 03-25-28                                                              | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-CBDO         | CORP              | US        |    12762941 | PA      | $12856531.40    | 0.01%             | 2028-03-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM6                                                                    | OBX 2024-NQM6 A1 144A 6.447% 02-25-64                                                              | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-CBDO         | CORP              | US        |     6357231 | PA      | $6442894.57     | 0.00%             | 2064-02-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2860 11-01-54                                                                      | CUSIP: 3142GTFA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    75591230 | PA      | $74144943.37    | 0.03%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2917 11-01-54                                                                      | CUSIP: 3142GTG34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    59975620 | PA      | $60114703.01    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC OBX_24-NQM7                                             | OBX 2024-NQM7 A1 144A 6.243% 03-25-64                                                              | CUSIP: 67119FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6935317 | PA      | $7011432.26     | 0.00%             | 2064-03-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM8                                                                    | OBX 2024-NQM8 A1 144A 6.233% 05-25-64                                                              | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-CBDO         | CORP              | US        |    38478170 | PA      | $38924709.52    | 0.02%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-1A                                                                     | PART 24-1 C 144A 5.73% 03-15-29/12-15-26                                                           | CUSIP: 74113QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2983000 | PA      | $3012546.62     | 0.00%             | 2029-03-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| PMIT 2024-1A                                                                     | PMIT 24-1 A 144A 6.12% 08-15-29/01-15-26                                                           | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      408656 | PA      | $409251.60      | 0.00%             | 2029-08-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM6                                                            | OBX 2022-NQM6 A1 144A 4.7% 07-25-62                                                                | CUSIP: 67116VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    42459253 | PA      | $42529693.12    | 0.02%             | 2062-07-25      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST OBX_22-NQM5                                                            | OBX 22-NQM5 A1 144A 4.31% 05-25-62/05-01-26                                                        | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    36483206 | PA      | $36500863.60    | 0.01%             | 2062-05-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM10                                                                   | OBX 2024-NQM10 A1 144A 6.18% 05-25-64                                                              | CUSIP: 67119MAA6<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-CBDO         | CORP              | US        |    30899501 | PA      | $31186063.26    | 0.01%             | 2064-05-25      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM11                                                                   | OBX 2024-NQM11 A1 144A 5.875% 06-25-64                                                             | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-CBDO         | CORP              | US        |    11706246 | PA      | $11777899.63    | 0.00%             | 2064-06-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP SR UNSEC 2.35% 03-15-32                                                     | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     4209000 | PA      | $3573672.50     | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29                                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    11748000 | PA      | $12217508.82    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 3.8% 08-15-49                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       80000 | PA      | $58899.84       | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1072000 | PA      | $709437.81      | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM13                                                                   | OBX 2024-NQM13 A1 144A 5.116% 06-25-64                                                             | CUSIP: 67119PAP6<br>LEI: 254900W2SY2Z6X7UAX78 | Long             | ABS-CBDO         | CORP              | US        |    12981089 | PA      | $12940160.11    | 0.01%             | 2064-06-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-2                                          | SCRT 18-2 MT 3.5% 11-25-57                                                                         | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    12587976 | PA      | $11290697.33    | 0.00%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                                     | SLST 18-2 A1 3.5% 11-25-28                                                                         | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     5687886 | PA      | $5531236.05     | 0.00%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-2                                          | SCRT 19-2 MA 3.5% 08-25-58                                                                         | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    44210668 | PA      | $42275213.59    | 0.02%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPERATING LLC SR UNSEC 5.05% 01-10-26                                          | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    14075000 | PA      | $14108357.75    | 0.01%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                                      | EUROBANK SA EUR REG S SR UNSEC (B) 7.0% 01-26-29/28                                                | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |    25426000 | PA      | $32970920.49    | 0.01%             | 2029-01-26      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| RAD 2020-7A                                                                      | RAD 2020-7A A1R CLO 144A FRN 04-17-36                                                              | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    15000000 | PA      | $15022500.00    | 0.01%             | 2036-04-17      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| RRAM 2020-8A                                                                     | RRAM 2020-8A A1R CLO 144A FRN 07-15-37                                                             | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12963000 | PA      | $12998090.84    | 0.01%             | 2037-07-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-1                                                     | SLST 19-1 A1 3.5% 05-25-29                                                                         | CUSIP: 35564CBB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    21076861 | PA      | $20433868.95    | 0.01%             | 2029-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-1                                                     | SLST 19-1 A2 3.5% 05-25-29                                                                         | CUSIP: 35564CBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    24325000 | PA      | $23522931.78    | 0.01%             | 2029-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-4                                          | SCRT 19-4 MA 3.0% 02-25-59                                                                         | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    28220251 | PA      | $26171093.91    | 0.01%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_19-3                                                     | SLST 19-3 A1C 2.75% 11-25-29                                                                       | CUSIP: 35564CEE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     7749312 | PA      | $7360459.54     | 0.00%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 4.9% 02-08-26                                                         | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6375427.13     | 0.00%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSEC 5.125% 02-15-53                                                       | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1718000 | PA      | $1535520.91     | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 3.3% 05-15-50                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1014994.50     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.25% 06-01-30                                       | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6160000 | PA      | $5411141.12     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1                            | SLST 20-1 A1D 2.0% 07-25-30                                                                        | CUSIP: 35564CEV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     3824907 | PA      | $3521254.91     | 0.00%             | 2030-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_20-1                            | SLST 20-1 A2D 2.0% 07-25-30                                                                        | CUSIP: 35564CEZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     1427000 | PA      | $1255037.94     | 0.00%             | 2030-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 4.7% 02-27-33                                                              | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    10105000 | PA      | $10187669.01    | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 4.875% 02-27-53                                                            | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     4735000 | PA      | $4342350.13     | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST OMW_20-OMW                                                        | OMW 20-OMW A 144A 2.13% 09-10-39/27                                                                | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    59217000 | PA      | $56032072.87    | 0.02%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SGL_21-OVA                                                                       | SLG 21-OVA A 144A 2.5854% 07-15-41/31                                                              | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21946000 | PA      | $19277015.26    | 0.01%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| REG14_18-3A                                                                      | REG14 18-3A CR CLO 144A FRN (TSFR3M+180) 10-25-31                                                  | CUSIP: 75888MAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3857000 | PA      | $3871969.02     | 0.00%             | 2031-10-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| REG14_18-3A                                                                      | REG14 18-3A AR CLO 144A FRN (TSFR3M+110) 10-25-31                                                  | CUSIP: 75888MAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    24090606 | PA      | $24096652.90    | 0.01%             | 2031-10-25      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SREIT TRUST SREIT_21-MFP                                                         | SREIT 2021-MFP A 144A FRN 11-15-38                                                                 | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21778842 | PA      | $21771829.07    | 0.01%             | 2038-11-15      | Variable      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI                               | SMRT 2022-MINI A 144A FRN 01-15-39                                                                 | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    54009000 | PA      | $53831310.39    | 0.02%             | 2039-01-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY & CO SR UNSEC 4.95% 02-27-63                                                             | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      330000 | PA      | $300079.23      | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.203% 07-23-29/28                                                    | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12599000 | PA      | $12548024.45    | 0.00%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA2                                      | STACR 2022-DNA2 M1A 144A FRN 02-25-42                                                              | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3081576 | PA      | $3084060.21     | 0.00%             | 2042-02-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| SEASONED LOANS STRUCTURED TRANSACTION TRUST SLST_22-1                            | SLST 22-1 A1 3.5% 05-25-32                                                                         | CUSIP: 35564CLZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    10181223 | PA      | $9792952.00     | 0.00%             | 2032-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REACH 2024-2A                                                                    | REACH 24-2 A 144A 5.88% 07-15-31/06-15-26                                                          | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1568509 | PA      | $1572621.25     | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RACE POINT CLO LTD RACEP_15-9A                                                   | RACEP 2015-9A A1A2 CLO 144A FRN 10-15-30                                                           | CUSIP: 74982WAA4<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-O            | CORP              | KY        |     9542133 | PA      | $9541932.77     | 0.00%             | 2030-10-15      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                      | STACR 2022-DNA5 M1A 144A FRN 06-25-42                                                              | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |     5812307 | PA      | $5944432.26     | 0.00%             | 2042-06-25      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6                                      | STACR 2022-DNA6 M1A 144A FRN 09-25-42                                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |     1758979 | PA      | $1772634.05     | 0.00%             | 2042-09-25      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA1                                                                  | STACR 2024-DNA1 A1 144A FRN 02-25-44                                                               | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-CBDO         | CORP              | US        |     5981529 | PA      | $6014894.17     | 0.00%             | 2044-02-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| SDR 2024-DSNY                                                                    | SDR 2024-DSNY A 144A FRN 05-15-39                                                                  | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23537000 | PA      | $23536811.70    | 0.01%             | 2039-05-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA TOWER TRUST 144A LIFE 1.631% 11-15-26                                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    99657000 | PA      | $95643214.67    | 0.04%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 21-2A A 144A 1.95% 08-17-41                                                                  | CUSIP: 37959PAG2<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |    64279570 | PA      | $59958761.29    | 0.02%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                  | STACR 2024-DNA2 M1 144A FRN 05-25-44                                                               | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |     5512249 | PA      | $5523935.25     | 0.00%             | 2044-05-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA2                                                                  | STACR 2024-DNA2 A1 144A FRN 05-25-44                                                               | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |    46681412 | PA      | $46909543.62    | 0.02%             | 2044-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.522% 04-22-31/30                                                    | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      102000 | PA      | $93282.16       | 0.00%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 1.764% 11-19-31/30                                                    | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1805000 | PA      | $1564435.02     | 0.00%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| SCRT 2024-2                                                                      | SCRT 24-2 MT 144A 3.5% 05-25-64                                                                    | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    13798493 | PA      | $11956808.27    | 0.00%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STAR 2024-SFR4                                                                   | STAR 2024-SFR4 A 144A FRN 10-17-41                                                                 | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    40259800 | PA      | $40526077.89    | 0.02%             | 2041-10-17      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_21-2                                                 | SEACO 21-2A B 144A 2.49% 08-17-41                                                                  | CUSIP: 37959PAH0<br>LEI: 549300JZYOMTAKV6RT73 | Long             | ABS-O            | CORP              | US        |     4162021 | PA      | $3855138.98     | 0.00%             | 2041-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                | SDART 21-2 D 1.35% 07-15-27/04-15-25                                                               | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1188156 | PA      | $1186502.02     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 1.04% 02-04-27/26                                                     | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13649000 | PA      | $13369304.69    | 0.01%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL POWER & LIGHT CO 144A LIFE SR UNSEC 2.75% 03-01-32                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2632176.00     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL A                                                                                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    12437895 | NS      | $2191930235.85  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC                                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      275000 | NS      | $194631250.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 21-1 A 144A 2.434% 06-15-46/28                                                                | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17246250 | PA      | $16179069.30    | 0.01%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| SLAM LTD SLAM_21-1                                                               | SLAM 21-1 B 144A 3.422% 06-15-46/28                                                                | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3174750 | PA      | $2957565.35     | 0.00%             | 2046-06-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | HALLIBURTON CO                                                                                     | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     4980000 | NS      | $101492400.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     3637190 | NS      | $1333539341.60  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC BANK LTD                                                                    | HDFC BANK LTD                                                                                      | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |    16751459 | NS      | $390952019.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                                    | HILTON WORLDWIDE HOLDINGS INC                                                                      | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |      536000 | NS      | $142758240.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LELAND STANFORD JUNIOR UNIVERSITY/THE                                            | LELAND STANFORD JUNIOR UNIVERSITY SR UNSEC 1.289% 06-01-27                                         | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3815360.00     | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SDART 2021-3                                                                     | SDART 21-3 D 1.33% 09-15-27/06-16-25                                                               | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2169973 | PA      | $2161323.88     | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| TRITON INTERNAL FINANCE TIF_21-1A                                                | TIF 21-1A A 144A 1.65% 02-20-46                                                                    | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10776789 | PA      | $9698657.20     | 0.00%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                      | HONEYWELL INTERNATIONAL INC                                                                        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     2210341 | NS      | $514744212.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY CO (THE)                                                                 | HERSHEY CO (THE)                                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     2531584 | NS      | $420116364.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 2.947% 02-24-28/27                                                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6992000 | PA      | $6834505.20     | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.323% 04-26-28/27                                                    | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9810000 | PA      | $9804388.68     | 0.00%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                              | TMCL 21-1A B 144A 2.52% 02-20-46/08-21-28                                                          | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |     1060088 | PA      | $977355.76      | 0.00%             | 2046-02-20      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                              | TMCL 21-1A A 144A 1.68% 02-20-46/08-21-28                                                          | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |    24635893 | PA      | $22683523.31    | 0.01%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 4.851% 07-25-28/27                                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    27207000 | PA      | $27495883.93    | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.299% 07-24-29/28                                                    | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    21519000 | PA      | $22098097.81    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                         | JBS USA HOLDING LUX SARL SR UNSEC 3.0% 02-02-29                                                    | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |     5387000 | PA      | $5121243.13     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                         | JBS USA HOLDING LUX SARL SR UNSEC 3.625% 01-15-32                                                  | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |     2104000 | PA      | $1926380.32     | 0.00%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                         | JBS USA HOLDING LUX SARL SR UNSEC 5.5% 01-15-30                                                    | CUSIP: 46590XAL0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |       50000 | PA      | $51211.60       | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 5.9% 11-15-28                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     8870000 | PA      | $9324756.03     | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.2% 11-15-33                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     6195000 | PA      | $6652314.90     | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.5% 11-15-43                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      958000 | PA      | $1017008.97     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO (THE)                                                              | J M SMUCKER CO SR UNSEC 6.5% 11-15-53                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     3599000 | PA      | $3848849.78     | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 6.07% 10-22-27/26                                                     | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20440000.00    | 0.01%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 21-1A B 144A 2.58% 03-20-46/12-20-30                                                           | CUSIP: 89680HAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1039885 | PA      | $943928.57      | 0.00%             | 2046-03-20      | Fixed         | 2.58%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE LLC TCF_21-1                                            | TCF 21-1A A 144A 1.86% 03-20-46/12-20-30                                                           | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    28493999 | PA      | $26054428.06    | 0.01%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 6.087% 10-23-29/28                                                    | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    18342000 | PA      | $19281605.63    | 0.01%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO SR UNSEC 5.04% 01-23-28/27                                                     | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    21182000 | PA      | $21389668.33    | 0.01%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| KEB HANA BANK                                                                    | KEB HANA BANK 144A LIFE SR UNSEC 5.375% 04-23-27                                                   | CUSIP: 48723RAE5<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |     8750000 | PA      | $8925840.00     | 0.00%             | 2027-04-23      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KOOKMIN BANK                                                                     | KOOKMIN BANK 144A LIFE SR UNSEC 5.375% 05-08-27                                                    | CUSIP: 50050GAW8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    19600000 | PA      | $20002348.80    | 0.01%             | 2027-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2                                    | TMCL 21-2A A 144A 2.23% 04-20-46                                                                   | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    50557334 | PA      | $47215038.82    | 0.02%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                                | USRE 21-1 B1 144A 2.41% 10-20-61/26                                                                | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3958000 | PA      | $3634773.89     | 0.00%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| KOREA GAS CORP                                                                   | KOREA GAS CORPORATION 144A LIFE SR UNSEC 5.0% 07-08-29                                             | CUSIP: 50066AAV5<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | USGA              | KR        |     4334000 | PA      | $4448226.90     | 0.00%             | 2029-07-08      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO                                                                        | KROGER CO SR UNSEC 5.0% 09-15-34                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    17278000 | PA      | $17165140.10    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS - PHASE I ISSUER LLC USRE_21-1                                | USRE 21-1 A1 144A 1.91% 10-20-61/26                                                                | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   230961000 | PA      | $217633626.46   | 0.09%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                               | UACST 25-1 A 144A 4.80% 06-10-27/04-10-26                                                          | CUSIP: 90945JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3937322 | PA      | $3937636.90     | 0.00%             | 2027-06-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_25-1                               | UACST 25-1 B 144A 5.05% 02-10-28/10-13-26                                                          | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6450000 | PA      | $6457327.20     | 0.00%             | 2028-02-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1                                 | WLAKE 23-1 C 144A 5.74% 08-15-28/10-15-25                                                          | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5491000 | PA      | $5525977.67     | 0.00%             | 2028-08-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO                                                                        | KROGER CO SR UNSEC 5.5% 09-15-54                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     7826000 | PA      | $7434081.75     | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                     | KBC GROUP NV 144A LIFE SR UNSEC 4.932% 10-16-30/29                                                 | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    18322000 | PA      | $18537778.19    | 0.01%             | 2030-10-16      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 23-3 C 144A 6.02% 09-15-28                                                                   | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9545000 | PA      | $9684051.56     | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 23-3 A3 144A 5.82% 05-17-27                                                                  | CUSIP: 96041CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    31426035 | PA      | $31494418.11    | 0.01%             | 2027-05-17      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC SR UNSEC 3.2% 05-01-30                                                        | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $2367577.58     | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.071% 05-20-31/30                                                  | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    17154000 | PA      | $17419818.38    | 0.01%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 23-3 B 144A 5.92% 09-15-28                                                                   | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10243000 | PA      | $10301292.91    | 0.00%             | 2028-09-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-3                                 | WLAKE 23-3 D 144A 6.47% 03-15-29                                                                   | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5314000 | PA      | $5448922.46     | 0.00%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR ELECTRIC CO SR UNSEC 2.7% 06-01-26                                                           | CUSIP: 67021CAL1<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     4085000 | PA      | $4016776.42     | 0.00%             | 2026-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 2.35% 07-14-26                          | CUSIP: 64952WCH4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2910920.76     | 0.00%             | 2026-07-14      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-4                                 | WLAKE 23-4 A2 144A 6.23% 01-15-27/04-15-25                                                         | CUSIP: 96041AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1019769 | PA      | $1021203.23     | 0.00%             | 2027-01-15      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| WFLOOR 2024-1A                                                                   | WFLOOR 24-1 A 144A 5.43% 02-15-28/02-17-26                                                         | CUSIP: 96043GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5364000 | PA      | $5385702.74     | 0.00%             | 2028-02-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                    | WLAKE 24-1 D 144A 6.02% 10-15-29                                                                   | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5627000 | PA      | $5744289.19     | 0.00%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                    | WLAKE 24-1 C 144A 5.65% 02-15-29                                                                   | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4187000 | PA      | $4232035.37     | 0.00%             | 2029-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.375% 01-01-32                                                 | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    73000000 | PA      | $72452938.00    | 0.03%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                        | OCCIDENTAL PETROLEUM CORP SR UNSEC 5.2% 08-01-29                                                   | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    47294000 | PA      | $47480858.59    | 0.02%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | ORACLE CORP SR UNSEC 5.25% 02-03-32                                                                | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    19750000 | PA      | $20266956.25    | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 1.65% 03-15-26                                             | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    13055000 | PA      | $12802007.16    | 0.01%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | SUMMA HEALTH SR SEC 1ST LIEN 3.511% 11-15-51                                                       | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    17193000 | PA      | $14176402.19    | 0.01%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                                     | SUN COMMUNITIES OPERATING LP SR UNSEC 2.7% 07-15-31                                                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     1753000 | PA      | $1554569.17     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      402000 | PA      | $339891.80      | 0.00%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 1.402% 09-17-26                                       | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $9658260.00     | 0.00%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSEC 2.875% 10-28-31                                                       | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $18230457.00    | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 3.25% 11-01-51                                             | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       19000 | PA      | $12294.63       | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-1A                                                                    | WLAKE 24-1 A3 144A 5.44% 05-17-27                                                                  | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3469000 | PA      | $3475872.09     | 0.00%             | 2027-05-17      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2015-1A                                                                    | WINDR 2015-1A BR3 CLO 144A FRN 10-20-30                                                            | CUSIP: 97316XAE2<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-O            | CORP              | KY        |    17000000 | PA      | $17019720.00    | 0.01%             | 2030-10-20      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| WINDR 2015-1A                                                                    | WINDR 2015-1A A1R3 CLO 144A FRN 10-20-30                                                           | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-O            | CORP              | KY        |     4077055 | PA      | $4077136.48     | 0.00%             | 2030-10-20      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                 | WFLF 24-1 A1 144A 5.49% 02-18-39/08-18-27                                                          | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    21166950 | PA      | $21380482.55    | 0.01%             | 2039-02-18      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A                 | WFNMT 24-A A 5.47% 02-17-31/04-15-27                                                               | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8090000 | PA      | $8269136.87     | 0.00%             | 2031-02-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-2A                                                                    | WLAKE 24-2 B 144A 5.62% 03-15-30                                                                   | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7827000 | PA      | $7908291.22     | 0.00%             | 2030-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                          | BANK OF NOVA SCOTIA SR UNSEC 4.932% 02-14-29/28                                                    | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    25000000 | PA      | $25328000.00    | 0.01%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.942% 02-11-31/30                                           | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    14393000 | PA      | $14701254.88    | 0.01%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | SHERWIN-WILLIAMS CO SR UNSEC 2.2% 03-15-32                                                         | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     3123000 | PA      | $2685155.40     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                       | SYSCO CORP SR UNSEC 3.15% 12-14-51                                                                 | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      535000 | PA      | $342047.44      | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSEC 5.367% 02-25-31/30                                                           | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    20000000 | PA      | $20434820.00    | 0.01%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.35% 08-15-32                                                           | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20469800.00    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 2.49% 01-06-28/27                                              | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    19181000 | PA      | $18573384.28    | 0.01%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINANCIAL GROUP INC SR UNSEC 2.174% 01-14-27                                       | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      426000 | PA      | $413070.90      | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.625% 08-15-35                                                          | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    25553000 | PA      | $26012954.00    | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC FRN 06-06-36                                                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    14993000 | PA      | $15310971.54    | 0.01%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52                                       | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      721000 | PA      | $453619.31      | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.75% 02-01-32                                       | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    21619000 | PA      | $18647619.78    | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 5.55% 06-23-35                                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    32872000 | PA      | $33533318.90    | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC SR UNSEC 6.25% 06-23-55                                                          | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    27334000 | PA      | $28202346.51    | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SUB 4.375% 09-28-25                                                       | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5700000 | PA      | $5689027.50     | 0.00%             | 2025-09-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SUB 4.375% 05-12-26                                                       | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     6350000 | PA      | $6336715.80     | 0.00%             | 2026-05-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP SR UNSEC 4.164% 08-04-33/32                                                      | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2139753.58     | 0.00%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSEC 2.3% 03-08-27                                                             | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | MO        |     8630000 | PA      | $8292446.18     | 0.00%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORPORATION                                                             | BROADCOM CORP SR UNSEC 3.875% 01-15-27                                                             | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11921.80       | 0.00%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.25% 03-01-28                                                                  | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    22113000 | PA      | $21381568.30    | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | SYNCHRONY BANK SR UNSEC 5.4% 08-22-25                                                              | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $20996430.00    | 0.01%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | SYNCHRONY BANK SR UNSEC 5.625% 08-23-27                                                            | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $21421575.00    | 0.01%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 3.419% 12-20-28/27                                                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    42684000 | PA      | $41731165.07    | 0.02%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC 144A LIFE SR UNSEC 4.25% 12-15-25                                          | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     2251000 | PA      | $2244938.06     | 0.00%             | 2025-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP SR UNSEC 5.82% 11-04-28/27                                                       | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1026421.11     | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.95% 11-01-32                                       | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6718000 | PA      | $6901414.84     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                     | SK HYNIX INC 144A LIFE SR UNSEC 6.375% 01-17-28                                                    | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    10000000 | PA      | $10433650.00    | 0.00%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | STATE STREET CORP SR UNSEC 4.821% 01-26-34/33                                                      | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     2856000 | PA      | $2846772.26     | 0.00%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27                                                          | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     6636000 | PA      | $6531609.08     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.54% 08-15-47                                                           | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      826000 | PA      | $667821.83      | 0.00%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.39% 08-15-37                                                           | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4744000 | PA      | $4244537.45     | 0.00%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.5% 03-01-39                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      116000 | PA      | $90675.81       | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.1% 05-01-26                                                                   | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4822000 | PA      | $4759140.41     | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.9% 05-01-49                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      342000 | PA      | $245599.09      | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.6% 05-01-34                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3180000 | PA      | $2804197.14     | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.75% 02-01-50                                                                  | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      229000 | PA      | $161872.54      | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.25% 02-01-35                                                                  | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      133000 | PA      | $112092.80      | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30                                                        | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    47006000 | PA      | $43212145.74    | 0.02%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29                                                          | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2406030.00     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.496% 02-13-31/30                                                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2315000 | PA      | $2114951.59     | 0.00%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                    | SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.3% 03-01-28                                        | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     7981000 | PA      | $8085471.29     | 0.00%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA INC SR UNSEC 6.499% 03-09-29/28                                             | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    24006000 | PA      | $25035713.36    | 0.01%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.7% 04-02-27                                                            | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5241000 | PA      | $5268137.90     | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.906% 04-02-30                                                          | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6082.66        | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.592% 04-29-31/30                                                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    20400000 | PA      | $18655167.60    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                        | BAKER HUGHES HOLDINGS LLC SR UNSEC 4.486% 05-01-30                                                 | CUSIP: 05724BAA7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     6120000 | PA      | $6136009.92     | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.05% 05-09-33                                                 | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     8462000 | PA      | $8583776.64     | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 6.45% 11-16-30                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    11240000 | PA      | $11966295.08    | 0.00%             | 2030-11-16      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.705% 05-01-40                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      183000 | PA      | $180918.01      | 0.00%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.04% 05-01-27                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    17340000 | PA      | $17476639.20    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.93% 05-01-60                                                                  | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    12115000 | PA      | $11526707.72    | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.805% 05-01-50                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    39286000 | PA      | $37711534.98    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 5.15% 05-01-30                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     9820000 | PA      | $10002278.84    | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31                                                       | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    20599000 | PA      | $18888520.84    | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 3.4% 07-26-29                                                     | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24228525.00    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30                                                   | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2614751.30     | 0.00%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 2.259% 03-25-28                                                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    17837000 | PA      | $16880116.30    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 2.726% 03-25-31                                                          | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4625000 | PA      | $4166916.88     | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC SR UNSEC 1.668% 03-25-26                                             | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     7024000 | PA      | $6879495.25     | 0.00%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 1.652% 10-06-26/25                                                   | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    12975000 | PA      | $12870200.93    | 0.01%             | 2026-10-06      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 1.197% 10-24-26/25                                                   | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2713000 | PA      | $2684879.76     | 0.00%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SUB 6.02% 01-24-36/35                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6076000 | PA      | $6242755.82     | 0.00%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | CISCO SYSTEMS INC SR UNSEC 5.1% 02-24-35                                                           | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    40612000 | PA      | $41586241.27    | 0.02%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | CHEVRON USA INC SR UNSEC 4.687% 04-15-30                                                           | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    59068000 | PA      | $60266666.92    | 0.02%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.786% 03-04-29/28                                                          | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    55250000 | PA      | $55653932.75    | 0.02%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                            | CHEVRON PHILLIPS CHEMICAL CO LLC 144A LIFE SR UNSEC 4.75% 05-15-30                                 | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7829000 | PA      | $7936539.14     | 0.00%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 5.05% 06-15-35                                                                   | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    26813000 | PA      | $26977497.76    | 0.01%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                      | CANADIAN PACIFIC RAILWAY CO SR UNSEC 5.2% 03-30-35                                                 | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    11531000 | PA      | $11696735.06    | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.707% 04-22-28/27                                                       | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    28680000 | PA      | $29312508.72    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.244% 01-24-31/30                                                       | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    15100000 | PA      | $15494336.50    | 0.01%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.333% 03-27-36/35                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7064000 | PA      | $7122115.53     | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 4.857% 03-30-29/03-31-28                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    25000000 | PA      | $25273725.00    | 0.01%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 5.05% 05-15-35                                                 | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    10875000 | PA      | $10956432.00    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSEC 4.8% 05-01-30                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     4561000 | PA      | $4600133.38     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2845 11-01-54                                                                      | CUSIP: 3142GTET9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    44413742 | PA      | $45238372.07    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RJ2850 11-01-54                                                                      | CUSIP: 3142GTEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22194911 | PA      | $21262946.65    | 0.01%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.643% 05-07-28/27                                                          | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    39000000 | PA      | $39108537.00    | 0.02%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.952% 05-07-31/30                                                          | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    41158000 | PA      | $41638355.02    | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 5.3% 05-15-35                                                                | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3374000 | PA      | $3439124.95     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | CITIBANK NA SR UNSEC 4.914% 05-29-30                                                               | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    22800000 | PA      | $23243300.40    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 5.581% 07-03-36/35                                              | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    40096000 | PA      | $40522661.54    | 0.02%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 4.885% 07-03-31/30                                              | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    20250000 | PA      | $20337885.00    | 0.01%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 4.634% 07-03-29/28                                              | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    30000000 | PA      | $30081360.00    | 0.01%             | 2029-07-03      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSEC 3.45% 02-13-26                                                        | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1616000 | PA      | $1606956.86     | 0.00%             | 2026-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.97% 04-23-29/28                                                        | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    20284000 | PA      | $20570511.50    | 0.01%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.15% 04-23-31/30                                                        | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    36971000 | PA      | $37875236.72    | 0.02%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.908% 07-23-25                               | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      577000 | PA      | $576967.11      | 0.00%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 3.887% 01-10-28/27                                                          | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    10649000 | PA      | $10555427.24    | 0.00%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | WESTLAKE CORP SR UNSEC 4.375% 11-15-47                                                             | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1173555.00     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27                                                       | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4473000 | PA      | $4311233.96     | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 4.95% 06-01-47                                             | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      971000 | PA      | $830941.99      | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 3.85% 06-01-27                                             | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     7410000 | PA      | $7340168.16     | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.963% 11-16-40                                                           | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     9686000 | PA      | $7176812.64     | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | WESTPAC BANKING CORP SUB 2.668% 11-15-35/30                                                        | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    28300000 | PA      | $24973787.80    | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                               | CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28                                | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4363000 | PA      | $4245836.00     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.2% 03-15-28                                 | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9914340.00     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP                               | WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP SR SEC 1ST LIEN 3.129% 06-01-50                 | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4165000 | PA      | $2626648.92     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC ENERGY GROUP INC SR UNSEC 2.2% 12-15-28                                                        | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6698923.20     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 3.8% 03-01-28                                                                    | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     3590000 | PA      | $3558364.92     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.075% 04-23-29/28                                                          | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $29707140.00    | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27                                                       | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    57696000 | PA      | $56903026.18    | 0.02%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 4.808% 07-25-28/27                                                       | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    19177000 | PA      | $19342056.44    | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.389% 04-24-34/33                                                       | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    23561000 | PA      | $24117440.14    | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 3.755% 03-15-27                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     8326000 | PA      | $7769914.79     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME GROUP INC SR UNSEC 3.75% 06-15-28                                                              | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2216361.32     | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX CORP SR UNSEC 4.25% 03-15-29                                                                   | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3652000.20     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2913 11-01-54                                                                      | CUSIP: 3142GTGX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    48002613 | PA      | $48123147.64    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2922 11-01-54                                                                      | CUSIP: 3142GTG83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11483789 | PA      | $11679220.55    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.1% 08-15-50                                                  | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     5325000 | PA      | $3594071.48     | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 4.8% 03-01-50                                 | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    32976000 | PA      | $26402893.92    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.666% 01-29-31/30                                                          | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    17290000 | PA      | $15856901.06    | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    76868000 | PA      | $75288977.54    | 0.03%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.7% 04-01-51                                 | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    40326000 | PA      | $26882884.31    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | COSTCO WHOLESALE CORP SR UNSEC 1.375% 06-20-27                                                     | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     6670000 | PA      | $6364000.41     | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8493 12-01-54                                                                      | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2581501 | PA      | $2583398.72     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8432 05-01-54                                                                      | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12482452 | PA      | $12702168.30    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | CENTENE CORP SR UNSEC 4.25% 12-15-27                                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    57781000 | PA      | $56941557.63    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 1.95% 01-15-31                                                               | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8768310.00     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 2.572% 06-03-31/30                                                          | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    81231000 | PA      | $73690001.35    | 0.03%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                   | CANADIAN NATURAL RESOURCES LTD SR UNSEC 2.05% 07-15-25                                             | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     4810000 | PA      | $4804487.74     | 0.00%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FARM 2024-2                                                                      | FARM 2024-2 A1 144A FRN 08-01-54                                                                   | CUSIP: 307910AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    10927183 | PA      | $10919381.24    | 0.00%             | 2054-08-01      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FARM 2024-2                                                                      | FARM 2024-2 A 144A FRN 08-01-54                                                                    | CUSIP: 307910AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     7170652 | PA      | $7101046.92     | 0.00%             | 2054-08-01      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSEC 5.375% 07-15-25                                                        | CUSIP: 15135UAS8<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    18304000 | PA      | $18304439.30    | 0.01%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO SR UNSEC 1.0% 03-15-28                                                                | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     4324000 | PA      | $4014686.98     | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8484 11-01-54                                                                      | CUSIP: 3132DWM91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2394885 | PA      | $2229036.87     | 0.00%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA4206 12-01-50                                                                      | CUSIP: 3133KKU72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7716892 | PA      | $6413077.09     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27                                                        | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $5950826.63     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.3% 02-01-32                                 | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    30000000 | PA      | $25324320.00    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7514 11-01-50                                                                      | CUSIP: 3140KTK46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      156959 | PA      | $132006.41      | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2270 06-01-54                                                                      | CUSIP: 3142GSQY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    45977360 | PA      | $47520084.21    | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CA8645 01-01-51                                                                      | CUSIP: 3140QGTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       19962 | PA      | $18696.54       | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD1288 06-01-52                                                                      | CUSIP: 3132DNND1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      258440 | PA      | $240870.88      | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS7058 01-01-54                                                                      | CUSIP: 3140XNZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       31988 | PA      | $26578.42       | 0.00%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6221 04-01-52                                                                      | CUSIP: 3140XM4F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      107874 | PA      | $89918.21       | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP SR UNSEC 3.377% 04-05-40                                                       | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $857783.52      | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27                                                       | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29209.02       | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8044 12-01-50                                                                      | CUSIP: 3140QF5E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14531365 | PA      | $12185770.21    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8130 12-01-50                                                                      | CUSIP: 3140QGA80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23688570 | PA      | $19864855.73    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT2176 02-01-52                                                                      | CUSIP: 3140LQM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1782312 | PA      | $1486492.39     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD2880 10-01-51                                                                      | CUSIP: 3132DQFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    47837927 | PA      | $41789060.10    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS4628 10-01-51                                                                      | CUSIP: 3140XLEA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23275952 | PA      | $20339341.25    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCT UMBS 2.0 SC0148 07-01-41                                                                      | CUSIP: 3132D9EV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2069723 | PA      | $1786549.38     | 0.00%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS1057 08-01-51                                                                      | CUSIP: 3140XGE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      888978 | PA      | $743733.81      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52                                                  | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    36202000 | PA      | $25431905.00    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO SR UNSEC 5.574% 07-25-29/28                                                       | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    48636000 | PA      | $50226591.74    | 0.02%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA5                                      | STACR 2022-DNA5 M1B 144A FRN 06-25-42                                                              | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |     7690000 | PA      | $8179553.09     | 0.00%             | 2042-06-25      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5038 06-01-53                                                                      | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    43022712 | PA      | $42279538.13    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5039 06-01-53                                                                      | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3836158 | PA      | $3843915.11     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8601 01-01-51                                                                      | CUSIP: 3140QGRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    42848141 | PA      | $35858580.70    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7737 11-01-50                                                                      | CUSIP: 3140QFS34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8415697 | PA      | $7083340.72     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5173 12-01-50                                                                      | CUSIP: 3140X8XB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1756251 | PA      | $1481740.46     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM5778 02-01-51                                                                      | CUSIP: 3140X9M44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1853565 | PA      | $1564974.02     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8862 01-01-51                                                                      | CUSIP: 3140QGZ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3475905 | PA      | $2935766.61     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6491 06-01-53                                                                      | CUSIP: 3140QSF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5841623 | PA      | $6087508.66     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6468 06-01-53                                                                      | CUSIP: 3140QSFJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1520378 | PA      | $1582050.23     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB6490 06-01-53                                                                      | CUSIP: 3140QSF89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2079634 | PA      | $2155994.05     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RA9287 06-01-53                                                                      | CUSIP: 3133KRJ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1581302 | PA      | $1653519.60     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 4.875% 03-01-53                                                                 | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     7808000 | PA      | $6824215.42     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25                                                | CUSIP: 00135TAC8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    41000000 | PA      | $41343088.00    | 0.02%             | 2026-10-14      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK INC                                                                    | BLACKROCK INC                                                                                      | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      318394 | NS      | $334074904.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO                                                                            | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    11006468 | NS      | $509489403.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD CORP                                                                  | BROOKFIELD CORP A (USD)                                                                            | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    10924548 | NS      | $675683293.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN & BROWN INC                                                                                  | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Long             | EC               | CORP              | US        |     2076140 | NS      | $230181641.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC ADR                                                                   | CUSIP: 110448107<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |    10954538 | NS      | $518478283.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE INC                                                                   | BLACKSTONE INC                                                                                     | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     3980183 | NS      | $595355773.14   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC                                                                                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     4600000 | NS      | $391552000.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA (BEARER)                                                                              | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |    12246769 | NS      | $106089403.35   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | CARRIER GLOBAL CORP                                                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |    11104310 | NS      | $812724448.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                                                                  | CATERPILLAR INC                                                                                    | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     1000000 | NS      | $388210000.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUBB LTD                                                                        | CHUBB LTD                                                                                          | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |     2794830 | NS      | $809718147.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND                                        | CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M)                                         | CUSIP: 14020L100<br>LEI: N/A                  | Long             | EC               | RF                | US        |   770914078 | NS      | $6506514814.85  | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                 | CROWN CASTLE INC (REIT)                                                                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |      802672 | NS      | $82458494.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORP                                                        | CONSTELLATION ENERGY CORP                                                                          | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |     5115876 | NS      | $1651200137.76  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPAGNIE FINANCIERE RICHEMONT SA                                                | COMPAGNIE FINANCIERE RICHEMONT SA CL A                                                             | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |      886941 | NS      | $167059464.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | CHURCH & DWIGHT CO INC                                                                             | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     1525759 | NS      | $146640697.49   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS INC                                                       | CHARTER COMMUNICATIONS INC CL A                                                                    | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |     3213954 | NS      | $1313896534.74  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP/THE                                                                                    | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      941627 | NS      | $311283053.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1                                        | AESOP 24-1 A 144A 5.36% 06-20-30/29                                                                | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15860000 | PA      | $16303398.02    | 0.01%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-1                                        | AESOP 2025-1A A 144A 4.8% 08-20-29                                                                 | CUSIP: 05377RKL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3763000 | PA      | $3809627.33     | 0.00%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AASET 2025-2A                                                                    | AASET 2025-2A A 144A 5.522% 02-16-50                                                               | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    45581000 | PA      | $46134262.18    | 0.02%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST AFRMT_25-2-A                                                 | AFRMT 2025-2A A 144A 4.67% 07-15-33                                                                | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12687000 | PA      | $12767727.38    | 0.01%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-1A                                       | AESOP 2020-1A A 144A 2.33% 08-20-26                                                                | CUSIP: 05377RDU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16723667 | PA      | $16683229.17    | 0.01%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 2020-2A B 144A 2.96% 02-20-27                                                                | CUSIP: 05377REA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3873000 | PA      | $3838561.28     | 0.00%             | 2027-02-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_20-2                                        | AESOP 2020-2A A 144A 2.02% 02-20-27                                                                | CUSIP: 05377RDY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    54855000 | PA      | $54234535.10    | 0.02%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                                | BHG 21-A A 144A 1.42% 11-17-33                                                                     | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100035 | PA      | $1081262.15     | 0.00%             | 2033-11-17      | Fixed         | 1.42%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST BHG_21-A                                                | BHG 21-A B 144A 2.79% 11-17-33                                                                     | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1715000 | PA      | $1657792.75     | 0.00%             | 2033-11-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 21-1 B 144A 3.446% 07-15-46/07-17-28                                                         | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2469763 | PA      | $2319440.96     | 0.00%             | 2046-07-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE BBIRD_21-1                                      | BBIRD 21-1 A 144A 2.443% 07-15-46/07-17-28                                                         | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16287930 | PA      | $15293910.03    | 0.01%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD BSP_15-8A                                        | BSP 2015-8A A1AR CLO 144A FRN 01-20-31                                                             | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-O            | CORP              | KY        |      180640 | PA      | $180716.30      | 0.00%             | 2031-01-20      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A2                                    | BACCT 2022-A2 A2 5.0% 04-17-28                                                                     | CUSIP: 05522RDF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10702000 | PA      | $10723414.70    | 0.00%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO LTD BGCLO_23-6                                                   | BGCLO 23-6 A1 CLO 144A FRN (TSFR3M+220) 07-20-35                                                   | CUSIP: 09077FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39490000 | PA      | $39490000.00    | 0.02%             | 2035-07-20      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_23-1                         | BLAST 23-1 A3  6.51% 11-15-27/08-15-25                                                             | CUSIP: 108056AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3792036 | PA      | $3800837.40     | 0.00%             | 2027-11-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                         | BLAST 24-1 B 5.43% 08-15-28/04-15-26                                                               | CUSIP: 107933AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2847000 | PA      | $2854436.36     | 0.00%             | 2028-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1                         | BLAST 24-1 C 5.65% 04-16-29/01-15-27                                                               | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2220000 | PA      | $2234874.00     | 0.00%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BALLYROCK LTD BALLY_19-2A                                                        | BALLY 19-2A A1RR CLO 144A FRN (TSFR3M+140) 02-20-36                                                | CUSIP: 05875MAX0<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-O            | CORP              | US        |    55356000 | PA      | $55495607.83    | 0.02%             | 2036-02-20      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| BREX COMMERCIAL CHARGE CARD MASTER TRUST BREX_24-1                               | BREX 24-1 A1 144A 6.05% 07-15-27/03-16-26                                                          | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3023000 | PA      | $3046893.79     | 0.00%             | 2027-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BAAT 2024-1A                                                                     | BAAT 24-1 A3 144A 5.35% 11-15-28                                                                   | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11358000 | PA      | $11470807.66    | 0.00%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 24-3 D 5.83% 05-15-30/4-17-28                                                                | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9797000 | PA      | $10005627.12    | 0.00%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N3                                       | CRVNA 23-N3 A 144A 6.41% 09-10-27/08-11-25                                                         | CUSIP: 14686RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      770510 | PA      | $771890.98      | 0.00%             | 2027-09-10      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_23-2                                              | CFII 23-2 A1 144A 6.16% 10-15-35/11-16-26                                                          | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     3526327 | PA      | $3574415.61     | 0.00%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P5                                       | CRVNA 23-P5 A3 144A 5.62% 01-10-29/04-12-27                                                        | CUSIP: 14687RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5408000 | PA      | $5452221.22     | 0.00%             | 2029-01-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 24-A B 144A 5.65% 05-15-28/01-15-26                                                            | CUSIP: 22411CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      743000 | PA      | $745203.00      | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 24-A C 144A 5.74% 04-15-30/11-16-26                                                            | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13097000 | PA      | $13212358.38    | 0.01%             | 2030-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 24-A A 144A 5.71% 09-15-27/06-16-25                                                            | CUSIP: 22411CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      705746 | PA      | $706456.13      | 0.00%             | 2027-09-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                | CPS 24-A D 144A 6.13% 04-15-30/10-15-27                                                            | CUSIP: 22411CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      394000 | PA      | $402137.28      | 0.00%             | 2030-04-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CRVNA 2024-N1                                                                    | CRVNA 24-N1 A3 144A 5.6% 03-10-28/26                                                               | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8430000 | PA      | $8457928.59     | 0.00%             | 2028-03-10      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC CFII_24-1                                              | CFII 24-1 A1 144A 5.52% 05-15-36/09-15-27                                                          | CUSIP: 165183DE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9907184 | PA      | $10010545.60    | 0.00%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2                                                    | CHAOT 24-2 A3 144A 5.52% 06-25-29/01-25-28                                                         | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29108000 | PA      | $29570467.90    | 0.01%             | 2029-06-25      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2                                                    | CHAOT 24-2 A2 144A 5.66% 05-26-27/12-26-25                                                         | CUSIP: 16144CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5521225 | PA      | $5533791.22     | 0.00%             | 2027-05-26      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_24-2                                               | CARMX 24-2 A2A 5.65% 05-17-27/02-17-26                                                             | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7679100 | PA      | $7698996.66     | 0.00%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CNH 2024-B                                                                       | CNH 24-B A2A 5.42% 10-15-27/03-16-26                                                               | CUSIP: 18978JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6467128 | PA      | $6485708.50     | 0.00%             | 2027-10-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                                           | CRVNA 24-N2 A2 5.9% 08-10-27/10-10-25                                                              | CUSIP: 14687VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1684534 | PA      | $1688200.80     | 0.00%             | 2027-08-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 24-A A2A 5.78% 09-15-27/02-17-26                                                              | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3795750 | PA      | $3809419.00     | 0.00%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CMXS 2024-A                                                                      | CMXS 24-A D 6.27% 12-16-30/03-15-28                                                                | CUSIP: 14319FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4489000 | PA      | $4627211.82     | 0.00%             | 2030-12-16      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-3                                                | CHAOT 24-3 A2 144A 5.53% 09-27-27/03-25-26                                                         | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10116328 | PA      | $10142964.18    | 0.00%             | 2027-09-27      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_24-3                                                | CHAOT 24-3 A3 144A 5.22% 07-25-29/01-25-28                                                         | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19285000 | PA      | $19516381.43    | 0.01%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 24-C C 144A 5.76% 10-15-30/05-17-27                                                            | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5048000 | PA      | $5116541.74     | 0.00%             | 2030-10-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CPS 2024-C                                                                       | CPS 24-C A 144A 5.88% 02-15-28/11-17-25                                                            | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3667954 | PA      | $3680894.45     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                     | GOST 2024-1A AR CLO 144A FRN 07-20-35                                                              | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |     9928000 | PA      | $9935446.00     | 0.00%             | 2035-07-20      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                     | GOST 2024-1A CR CLO 144A FRN 07-20-35                                                              | CUSIP: 381929AS7<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |     5252000 | PA      | $5265130.00     | 0.00%             | 2035-07-20      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GSAR_25-3                                             | GSAR 2025-3A A2 144A 4.46% 10-15-30                                                                | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6560000 | PA      | $6563476.80     | 0.00%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                       | GCI 20-1 A 144A 2.82% 10-18-45/30                                                                  | CUSIP: 36166VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12723503 | PA      | $11998021.95    | 0.00%             | 2045-10-18      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| GCI 2020-1                                                                       | GCI 20-1 B 144A 3.81% 10-18-45/30                                                                  | CUSIP: 36166VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1752612 | PA      | $1655128.22     | 0.00%             | 2045-10-18      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A A 144A 1.68% 12-27-27/12-28-26                                                         | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   111172000 | PA      | $106963028.08   | 0.04%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A B 144A 2.12% 12-27-27/12-28-26                                                         | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14511000 | PA      | $13884835.84    | 0.01%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_21-2                                           | HERTZ 21-2A C 144A 2.52% 12-27-27/12-28-26                                                         | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7776000 | PA      | $7460589.89     | 0.00%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 22-2A B 144A 2.65% 06-26-28/06-25-27                                                         | CUSIP: 42806MAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8792000 | PA      | $8391928.83     | 0.00%             | 2028-06-26      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 22-2A A 144A 2.33% 06-26-28/06-25-27                                                         | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    49550000 | PA      | $47625577.10    | 0.02%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-2                                       | HERTZ 22-2A C 144A 2.95% 06-26-28/06-25-27                                                         | CUSIP: 42806MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5075000 | PA      | $4815992.30     | 0.00%             | 2028-06-26      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-4                                       | HERTZ 22-4A A 144A 3.73% 09-25-26/25                                                               | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21454973 | PA      | $21424442.54    | 0.01%             | 2026-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_22-5                                       | HERTZ 22-5A A 144A 3.89% 09-25-28/09-27-27                                                         | CUSIP: 42806MBJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22138000 | PA      | $21843918.81    | 0.01%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-1                                       | HERTZ 23-1 A 144A 5.49% 06-25-27/26                                                                | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9146000 | PA      | $9196165.81     | 0.00%             | 2027-06-25      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1                                    | HAROT 23-1 A3 5.04% 04-21-27/26                                                                    | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3016034 | PA      | $3023610.06     | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-4                                       | HERTZ 23-4 A 144A 6.15% 03-25-30/03-26-29                                                          | CUSIP: 42806MCE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18253000 | PA      | $19066773.50    | 0.01%             | 2030-03-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A                               | HALST 24-A A4 144A 5.07% 02-15-28/06-15-26                                                         | CUSIP: 448988AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3028000 | PA      | $3048157.40     | 0.00%             | 2028-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-A                                            | HART 24-A A3 4.99% 02-15-29                                                                        | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13551000 | PA      | $13677945.77    | 0.01%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HARBOR PARK CLO LTD HARB_18-1A                                                   | HARB 2018-1A CR CLO 144A FRN 01-20-31                                                              | CUSIP: 41154XAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6140000 | PA      | $6148104.80     | 0.00%             | 2031-01-20      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2024-2A                                                                    | HPEFS 24-2 B 144A 5.35% 10-20-31                                                                   | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2565000 | PA      | $2594559.06     | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HPEFS 2024-2A                                                                    | HPEFS 24-2 A3 144A 5.36% 10-20-31                                                                  | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7453000 | PA      | $7513063.73     | 0.00%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 5.85% 11-05-27                                                        | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $4043231.40     | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                                        | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 144A LIFE SUB 6.742% 12-08-32                            | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     4676000 | PA      | $5098490.63     | 0.00%             | 2032-12-08      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC HERTZ_24-1                                           | HERTZ 24-1 A 144A 5.44% 01-25-29/28                                                                | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    30334000 | PA      | $30834207.66    | 0.01%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HORZN 2024-1                                                                     | HORZN 24-1 A 144A 5.375% 09-15-49/31                                                               | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    30274475 | PA      | $30344499.86    | 0.01%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV3674 02-01-52                                                                      | CUSIP: 3140MHCL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       56212 | PA      | $46842.88       | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD9323 04-01-52                                                                      | CUSIP: 3133B7LC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      208873 | PA      | $174204.31      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0407 04-01-52                                                                      | CUSIP: 3133B9NY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      369338 | PA      | $309149.08      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BW0002 07-01-52                                                                      | CUSIP: 3140MRAC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      475942 | PA      | $395943.11      | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RA7399 05-01-52                                                                      | CUSIP: 3133KPGG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    31831862 | PA      | $29807036.99    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QE2335 05-01-52                                                                      | CUSIP: 3133BBSY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    28849730 | PA      | $27013184.71    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 3.0 MA7988 04-20-52                                                                           | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27664713 | PA      | $24496245.35    | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL                                                               | G2SF 4.0 MA8488 12-20-52                                                                           | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19669212 | PA      | $18471298.14    | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HHT 2025-MAUI                                                                    | HHT 2025-MAUI B 144A FRN 03-15-42                                                                  | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8085000 | PA      | $8094297.75     | 0.00%             | 2042-03-15      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| MSRM 2024-NQM2                                                                   | MSRM 2024-NQM2 A1 144A 6.386% 05-25-69/05-01-28                                                    | CUSIP: 61776HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15664752 | PA      | $15839021.89    | 0.01%             | 2069-05-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST MSRM_24-INV2                      | MSRM 2024-INV2 A1 144A FRN 02-25-54/08-25-45                                                       | CUSIP: 617939AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16928954 | PA      | $17257595.44    | 0.01%             | 2054-02-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MFRA 2024-NQM3                                                                   | MFRA 2024-NQM3 A1 144A 5.722% 12-25-69                                                             | CUSIP: 55287GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16535210 | PA      | $16647847.97    | 0.01%             | 2069-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM8                                                                    | OBX 2025-NQM8 A1 144A 5.472% 03-25-65                                                              | CUSIP: 67449AAA3<br>LEI: 2549006UJL1L84XG2C80 | Long             | ABS-CBDO         | CORP              | US        |    21228018 | PA      | $21316199.60    | 0.01%             | 2065-03-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| PRKCM_21-AFC2 TRUST                                                              | PRKCM 2021-AFC2 A1 144A FRN 11-25-56                                                               | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14329906 | PA      | $12715412.41    | 0.01%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                                   | PROG 22-SFR3 A 144A 3.2% 04-17-39                                                                  | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7433553 | PA      | $7255905.47     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR1                                          | PROG 24-SFR1 A 144A 3.35% 02-17-41/02-20-29                                                        | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17190193 | PA      | $16475149.49    | 0.01%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR6                                          | PROG 21-SFR6 A 144A 1.524% 07-17-38/26                                                             | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18835761 | PA      | $18362173.56    | 0.01%             | 2038-07-17      | Fixed         | 1.52%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 24-SFR2 D 144A FRN 04-17-41/04-19-29                                                          | CUSIP: 74290XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5757000 | PA      | $5350141.30     | 0.00%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 2024-SFR2 B 144A FRN 04-17-41                                                                 | CUSIP: 74290XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3551000 | PA      | $3369827.98     | 0.00%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR2                                                                   | PROG 24-SFR2 A 144A 3.3% 04-17-41/04-19-29                                                         | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    14468441 | PA      | $13826765.92    | 0.01%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| PROG 2024-SFR3                                                                   | PROG 24-SFR3 A 144A 3.0% 06-17-41/06-18-29                                                         | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21705991 | PA      | $20488111.18    | 0.01%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                          | PROG 2024-SFR5 B 144A 3.25% 08-09-29                                                               | CUSIP: 74332HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8057000 | PA      | $7559593.05     | 0.00%             | 2029-08-09      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_24-SFR5                                          | PROG 2024-SFR5 A 144A 3.0% 08-09-29                                                                | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12820000 | PA      | $12065850.68    | 0.00%             | 2029-08-09      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| PMTLT 2024-INV1                                                                  | PMTLT 2024-INV1 A2 144A FRN 10-25-59                                                               | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7849180 | PA      | $7916415.68     | 0.00%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_25-SFR1                                          | PROG 25-SFR1 B 144A 3.65% 02-17-42                                                                 | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8757000 | PA      | $8283456.47     | 0.00%             | 2042-02-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_25-SFR1                                          | PROG 2025-SFR1 C 144A 3.65% 02-17-42                                                               | CUSIP: 74334NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6360000 | PA      | $5938611.84     | 0.00%             | 2042-02-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| PROG 2025-SFR3                                                                   | PROG 25-SFR3 A 144A 3.39% 07-17-30                                                                 | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17465000 | PA      | $16457269.50    | 0.01%             | 2030-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RPL3                                                                   | PRPM 2025-RPL3 A1 144A 3.25% 04-25-55                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19981701 | PA      | $19133277.76    | 0.01%             | 2055-04-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 2017-1 HA FRN 01-25-56                                                                        | CUSIP: 35563PAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    12055127 | PA      | $11326756.53    | 0.00%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-1                                          | SCRT 17-1 MA 3.0% 01-25-56                                                                         | CUSIP: 35563PAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     4297534 | PA      | $4002130.05     | 0.00%             | 2056-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 2017-2 HA FRN 08-25-56                                                                        | CUSIP: 35563PBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    27098370 | PA      | $25414775.27    | 0.01%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-2                                          | SCRT 17-2 MA 3.0% 08-25-56                                                                         | CUSIP: 35563PBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    27969897 | PA      | $26130876.44    | 0.01%             | 2056-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT SCRT_17-3                                                     | SCRT 2017-3 HA FRN 07-25-56                                                                        | CUSIP: 35563PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     7372321 | PA      | $7000203.42     | 0.00%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 17-4 MT 3.5% 06-25-57                                                                         | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     5158050 | PA      | $4630639.24     | 0.00%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_17-4                                          | SCRT 2017-4 HT FRN 06-25-57                                                                        | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     6173239 | PA      | $5569545.32     | 0.00%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 2024-DNA3 M1 144A FRN 10-25-44                                                               | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |     6160579 | PA      | $6160536.20     | 0.00%             | 2044-10-25      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 2024-DNA3 A1 144A FRN 10-25-44                                                               | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |     7241788 | PA      | $7245698.07     | 0.00%             | 2044-10-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| STACR 2024-DNA3                                                                  | STACR 2024-DNA3 M2 144A FRN 10-25-44                                                               | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-CBDO         | CORP              | US        |     2570000 | PA      | $2576545.79     | 0.00%             | 2044-10-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                                         | STATE OF NEW YORK PERSONAL INCOME TAX REVENUE 1.748% 03-15-28                                      | CUSIP: 64990FD76<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     5635000 | PA      | $5327892.50     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DORMITORY AUTHORITY OF STATE OF NEW YORK                                         | STATE OF NEW YORK PERSONAL INCOME TAX REVENUE 1.187% 03-15-26                                      | CUSIP: 64990FD50<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     8915000 | PA      | $8728070.28     | 0.00%             | 2026-03-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP SR UNSEC 2.891% 04-06-36                                                        | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     7377000 | PA      | $6103892.09     | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                     | CITY OF NEW YORK NY 6.291% 02-01-45                                                                | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     7980000 | PA      | $8368873.38     | 0.00%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                     | CITY OF NEW YORK NY 6.385% 02-01-55                                                                | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    15960000 | PA      | $16608678.24    | 0.01%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC FINANCE AUTHORITY WISCONSIN                                               | UNITED STATES OF AMERICA 4.95% 03-01-34                                                            | CUSIP: 74447CAA7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    93750000 | PA      | $91690125.00    | 0.04%             | 2034-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| QUEBEC (PROVINCE OF)                                                             | PROVINCE OF QUEBEC CANADA 2.75% 04-12-27                                                           | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    23200000 | PA      | $22692810.88    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                        | SD HDA SFM PAC (100-400) PSA 15D SF 4.0% 11-01-45                                                  | CUSIP: 83756CLL7<br>LEI: 549300G853EK61667C18 | Long             | DBT              | MUN               | US        |       20000 | PA      | $19999.04       | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIVERSITY OF CALIFORNIA 1.316% 05-15-27                                                           | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5400000 | PA      | $5154688.80     | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIVERSITY OF CALIFORNIA 1.614% 05-15-30                                                           | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6450000 | PA      | $5764971.30     | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIVERSITY OF CALIFORNIA 2.847% 05-15-41                                                           | CUSIP: 91412HKC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2690000 | PA      | $1971299.25     | 0.00%             | 2041-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIVERSITY OF CALIFORNIA 3.146% 05-15-51                                                           | CUSIP: 91412HKD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    11320000 | PA      | $7988410.80     | 0.00%             | 2051-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MICHIGAN                                                           | UNIVERSITY OF MICHIGAN 3.504% 04-01-52                                                             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6660000 | PA      | $4910984.10     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIVERSITY OF CALIFORNIA 5.1% 05-15-33                                                             | CUSIP: 91412HQB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    13795000 | PA      | $14313719.59    | 0.01%             | 2033-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO AKA GE AEROSPACE                                             | GENERAL ELECTRIC CO AKA GE AEROSPACE                                                               | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     7359004 | NS      | $1894134039.56  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| GE VERNOVA INC                                                                   | GE VERNOVA INC                                                                                     | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     1364781 | NS      | $722173866.15   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC                                                                                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     9877878 | NS      | $1095160333.86  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC                                                                                  | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     1922252 | NS      | $99591876.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GLENCORE PLC                                                                     | GLENCORE PLC                                                                                       | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | CH        |    43710146 | NS      | $170156403.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GRUPO MEXICO SAB DE CV                                                           | GRUPO MEXICO SAB DE CV SER B                                                                       | CUSIP: N/A<br>LEI: 529900JWLZAYET2ZGW20       | Long             | EC               | CORP              | MX        |    37571000 | NS      | $227574401.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC CL C                                                                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    22239795 | NS      | $3945117235.05  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | SOUTHWEST AIRLINES CO                                                                              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     3933208 | NS      | $127593267.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LYONDELLBASELL INDUSTRIES NV                                                     | LYONDELLBASELL INDUSTRIES NV                                                                       | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | US        |     2175129 | NS      | $125852963.94   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                                                   | MASTERCARD INC CL A                                                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     4395400 | NS      | $2469951076.00  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | MICROCHIP TECHNOLOGY INC CV PFD SER A CUMULATIVE DEP SHARES (1/20TH 7.5% SER A PFD) 03-15-28       | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     2916000 | NS      | $194322240.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL INC CL A                                                                    | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     3595730 | NS      | $242496031.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                                    | MEDTRONIC PLC                                                                                      | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |      975000 | NS      | $84990750.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC CL A                                                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     6792563 | NS      | $5013522824.67  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | STIV             | RF                | US        |   107497618 | NS      | $10749761782.00 | 4.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CDX HIGH GRADE ISSUER                                                            | CDX NA IG S44 1.0% 03-20-25/06-20-30 ICE                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |           1 | NC      | $-26288608.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH & MCLENNAN COMPANIES INC                                                                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     2022645 | NS      | $442231102.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC                                                                                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     5289162 | NS      | $310103568.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                            | MOLINA HEALTHCARE INC                                                                              | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     1119283 | NS      | $333434405.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY                                                                                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     1843572 | NS      | $259685551.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                   | MICROSOFT CORP                                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    18191293 | NS      | $9048531051.13  | 3.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC                                                                 | VAIL RESORTS INC                                                                                   | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      874413 | NS      | $137396514.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | MICRON TECHNOLOGY INC                                                                              | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    19158813 | NS      | $2361323702.25  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS RECFIX USD 3.16% 06-20-23/06-20-28 LCH                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1079355.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS PAYFIX USD 3.1% 06-20-23/06-20-33 LCH                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $2897593.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-611745.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS PAYFIX USD 3.529% 01-29-25/01-29-30 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1090173.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-882846.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $2970981.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $1457466.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $7749895.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | FSWP: OIS PAYFIX USD 3.39981% 06-02-25/03-31-27 LCH                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $2503940.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 0.10625% 07-08-20/07-08-25 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $279177.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 0.666% 11-19-20/11-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $10524094.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.01413% 01-12-23/01-12-53 LCH                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $10887173.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.02% 01-12-23/01-12-53 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $10824919.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.27% 02-16-23/02-16-26 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $405201.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.265% 02-16-23/02-16-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $193746.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.3035% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $150262.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.2515% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $103371.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.2675% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $114389.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.3005% 02-17-23/02-17-26 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $102373.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 4.288% 02-17-23/02-17-26 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $96227.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                    | ALPHA BANK SA EUR REG S SR UNSEC (B) 7.5% 06-16-27/26                                              | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |     5663000 | PA      | $6986036.26     | 0.00%             | 2027-06-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.15% 03-02-28                                                                  | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3249000 | PA      | $3320702.18     | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.25% 03-02-30                                                                  | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    24985000 | PA      | $25751339.92    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.507% 03-02-26                                                                 | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      418000 | PA      | $418063.95      | 0.00%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.25% 03-02-33                                                                  | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    27070000 | PA      | $27729777.11    | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.6% 03-02-43                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     7101000 | PA      | $7048665.63     | 0.00%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.65% 03-02-53                                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    53668000 | PA      | $52437285.42    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSEC 5.75% 03-02-63                                                                  | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2631000 | PA      | $2559797.25     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC SR UNSEC 4.875% 03-03-28                                                   | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    34531000 | PA      | $35268789.35    | 0.01%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33                                          | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    19135000 | PA      | $19465652.80    | 0.01%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC SR UNSEC 5.4% 02-15-34                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2781000 | PA      | $2861471.02     | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALPHA BANK SA                                                                    | ALPHA BANK SA EUR REG S SR UNSEC (B) 6.875% 06-27-29/28                                            | CUSIP: N/A<br>LEI: 213800DBQIB6VBNU5C64       | Long             | DBT              | CORP              | GR        |    11265000 | PA      | $14708960.95    | 0.01%             | 2029-06-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                    | AIB GROUP PLC 144A LIFE SR UNSEC 6.608% 09-13-29/28                                                | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    23775000 | PA      | $25165908.83    | 0.01%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 6.338% 10-30-26/25                                                    | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    18805000 | PA      | $18916607.68    | 0.01%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO SR UNSEC 6.489% 10-30-31/30                                                    | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    18496000 | PA      | $20158549.95    | 0.01%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 5.497% 05-20-30/29                                            | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    83320000 | PA      | $85579555.08    | 0.03%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34                                                     | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2228402.78     | 0.00%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.1% 02-22-31                                                     | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $7614644.10     | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 4.9% 02-22-29                                                     | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15362145.00    | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | BRISTOL-MYERS SQUIBB CO SR UNSEC 5.65% 02-22-64                                                    | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14090694.00    | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.834% 02-20-31                                                          | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2643000 | PA      | $2782259.67     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 6.0% 02-20-34                                                            | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10546320.00    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 4.975% 03-14-30/29                                           | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    27889000 | PA      | $28560957.57    | 0.01%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.125% 03-26-29                                                 | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    19331000 | PA      | $19821021.52    | 0.01%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31                                                  | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    10863000 | PA      | $11233080.68    | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54                                                   | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     2445000 | PA      | $2416004.75     | 0.00%             | 2054-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34                                                   | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    11308000 | PA      | $11565901.56    | 0.00%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                          | BANK OF NOVA SCOTIA SR UNSEC 5.4% 06-04-27                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    10000000 | PA      | $10236210.00    | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 5.06% 07-22-32/31                                            | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20478620.00    | 0.01%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 5.75% 01-15-35                                                       | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    42473000 | PA      | $42769419.07    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO SOCIAL COOPERATIVO SA                                           | BANCO DE CREDITO SOCIAL COOPERATIVO SA EUR REG S SR UNSEC 4.125% 09-03-30/29                       | CUSIP: N/A<br>LEI: 95980020140005881190       | Long             | DBT              | CORP              | ES        |    23800000 | PA      | $28992388.05    | 0.01%             | 2030-09-03      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.469% 04-15-34                                                         | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      304000 | PA      | $271674.46      | 0.00%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31                                            | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     5501000 | PA      | $4931057.89     | 0.00%             | 2032-04-19      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.087% 06-14-29/28                                                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    38230000 | PA      | $35840051.55    | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31                                                   | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    92260000 | PA      | $80421934.88    | 0.03%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR NON PREF 1.722% 09-14-27/26                                                  | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    20600000 | PA      | $19903802.40    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28                                            | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    41588000 | PA      | $38561766.00    | 0.02%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33                                                       | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   111428000 | PA      | $89099054.51    | 0.04%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 3.187% 11-15-36                                                         | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      588000 | PA      | $487690.14      | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 2.591% 01-20-28/27                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    36352000 | PA      | $35294992.90    | 0.01%             | 2028-01-20      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                    | BAT INTERNATIONAL FINANCE PLC SR UNSEC 4.448% 03-16-28                                             | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    38911000 | PA      | $38982129.31    | 0.02%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 4.742% 03-16-32                                                          | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     3753000 | PA      | $3733064.06     | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.18% 04-17-23/04-17-30 LCH                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1293725.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 2.974% 04-17-23/04-17-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $6371187.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.044% 04-18-23/04-18-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $5951994.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.1035% 04-19-23/04-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $5554154.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.353% 04-19-23/04-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-343972.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.0895% 04-20-23/04-20-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $5662142.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.344% 04-20-23/04-20-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-396078.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.128% 04-28-23/04-28-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1595050.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 2.9405% 04-28-23/04-28-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $6628793.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.259% 05-01-23/05-01-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-871989.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.0535% 05-01-23/05-01-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $11779113.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.285% 05-01-23/05-01-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-728073.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.085% 05-09-23/05-09-53 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $5708204.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.186% 05-09-23/05-09-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1284983.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX CORP                                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     5456143 | NS      | $796706000.86   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SAMPO OYJ                                                                        | SAMPO OYJ CL A                                                                                     | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |    14184224 | NS      | $152546839.35   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                                                   | STARBUCKS CORP                                                                                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    13190197 | NS      | $1208617751.11  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                                        | SHELL PLC (LONDON)                                                                                 | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | NL        |     5987204 | NS      | $209855198.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                                                                      | SHOPIFY INC CL A                                                                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     2745685 | NS      | $316714764.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHLUMBERGER NV                                                                  | SCHLUMBERGER NV                                                                                    | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     4561492 | NS      | $154178429.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO/THE                                                                  | SOUTHERN CO/THE                                                                                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      550782 | NS      | $50578311.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                                         | SIMON PROPERTY GROUP INC (REIT)                                                                    | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     1386409 | NS      | $222879110.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P GLOBAL INC                                                                                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      218432 | NS      | $115177009.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                                           | SEMPRA                                                                                             | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     6876783 | NS      | $521053847.91   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSTRATEGY INC                                                                | MICROSTRATEGY INC CL A PFD 10.00% PRP                                                              | CUSIP: 594972879<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |     1345700 | NS      | $152265955.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC CL A                                                                      | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |     4969554 | NS      | $808447044.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL                                                                                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |    20737712 | NS      | $1384034898.88  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                         | AT&T INC                                                                                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     9887394 | NS      | $286141182.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM GROUP INC                                                              | TRANSDIGM GROUP INC                                                                                | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     1458279 | NS      | $2217517378.56  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| TE CONNECTIVITY PLC                                                              | TE CONNECTIVITY PLC                                                                                | CUSIP: N/A<br>LEI: 6367003TB6K484NFHE54       | Long             | EC               | CORP              | IE        |     1000000 | NS      | $168670000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP                                                                              | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     4175699 | NS      | $179513300.01   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                                      | TARGET CORP                                                                                        | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     1189429 | NS      | $117337170.85   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIESS INC/THE                                                           | TJX COMPANIESS INC/THE                                                                             | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     2923198 | NS      | $360985721.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | THERMO FISHER SCIENTIFIC INC                                                                       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     1134686 | NS      | $460069785.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                                  | T-MOBILE US INC                                                                                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     1883669 | NS      | $448802975.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                                   | TC ENERGY CORP                                                                                     | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |     1150737 | NS      | $56178443.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TRACTOR SUPPLY CO                                                                | TRACTOR SUPPLY CO                                                                                  | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     3500000 | NS      | $184695000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | TAIWAN SEMICONDUCTOR MFG CO ADR                                                                    | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    23778008 | NS      | $5385481031.92  | 2.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC                                                | TAKE-TWO INTERACTIVE SOFTWARE INC                                                                  | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      458797 | NS      | $111418851.45   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | TEXAS INSTRUMENTS INC                                                                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      648358 | NS      | $134612087.96   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                     | UNITED AIRLINES HOLDINGS INC                                                                       | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |     3990267 | NS      | $317744961.21   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AG                                                                | EURO-BUND 10YR FUT RXU5 09-08-25                                                                   | CUSIP: N/A<br>LEI: 529900LN3S50JPU47S06       | N/A              | DIR              | CORP              | DE        |        3000 | NC      | $2383358.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN EXCHANGE GROUP INC                                                         | JPN GB 10YR FUT JBU5 09-12-25                                                                      | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | N/A              | DIR              | CORP              | JP        |         414 | NC      | $-1356541.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | SOFR 90DAY FUT SFRH6 06-16-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        2904 | NC      | $668507.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | SOFR 90DAY FUT SFRM5 09-16-25                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       73143 | NC      | $-22681085.76   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | SOFR 90DAY FUT SFRZ5 03-17-26                                                                      | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       50202 | NC      | $-19126037.93   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 30YR FUT ULTRA WNU5 09-19-25                                                                   | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       23334 | NC      | $103648605.25   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT ULTRA UXYU5 09-19-25                                                                  | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        1240 | NC      | $-776835.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 20YR FUT USU5 09-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        9506 | NC      | $39046202.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC                                                                             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     6530911 | NS      | $2037448304.67  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                               | UNION PACIFIC CORP                                                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     1904230 | NS      | $438125238.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                        | UNITED PARCEL SERVICE INC CL B                                                                     | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      904000 | NS      | $91249760.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT CAPITAL CORP SR UNSEC 5.65% 03-16-52                                                           | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     8087000 | PA      | $7541378.20     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 4.0% 04-15-29                                                           | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      219000 | PA      | $216083.80      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC 144A SR UNSEC 4.15% 04-15-32                                                          | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2471000 | PA      | $2382459.13     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.376% 04-27-28/27                                                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4654000 | PA      | $4654749.29     | 0.00%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 3.4% 10-15-52                                                            | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1653000 | PA      | $1105215.64     | 0.00%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.4% 03-15-29                                                            | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      401000 | PA      | $373488.59      | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 2.7% 03-15-32                                                            | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $2636169.38     | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                  | TSMC GLOBAL LTD 144A LIFE SR UNSEC 4.375% 07-22-27                                                 | CUSIP: 872882AM7<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |      332000 | PA      | $332536.51      | 0.00%             | 2027-07-22      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 5.156% 01-10-28                                                     | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     4872000 | PA      | $4973561.71     | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.122% 01-26-34/33                                                  | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4819000 | PA      | $4823857.55     | 0.00%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 4.873% 01-26-29/28                                                  | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4444000 | PA      | $4496528.08     | 0.00%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 4.95% 03-15-28                                                           | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9232000 | PA      | $9389811.81     | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.05% 07-15-33                                                           | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2124000 | PA      | $2139282.18     | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 4.8% 07-15-28                                                            | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    19250000 | PA      | $19512319.75    | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 5.75% 01-15-54                                                           | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      506000 | PA      | $496049.51      | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                          | THE BANK OF NOVA SCOTIA SR UNSEC 5.25% 06-12-28                                                    | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    20000000 | PA      | $20614160.00    | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33                                                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     6586000 | PA      | $6882771.75     | 0.00%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                        | TORONTO-DOMINION BANK SR UNSEC 5.523% 07-17-28                                                     | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    15000000 | PA      | $15519825.00    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 7.161% 10-30-29/28                                                  | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     6607000 | PA      | $7147981.16     | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-MOBILE USA INC SR UNSEC 4.85% 01-15-29                                                           | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15212265.00    | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | TRUIST FINANCIAL CORP SR UNSEC 5.435% 01-24-30/29                                                  | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4343000 | PA      | $4474058.71     | 0.00%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 5.617% 09-13-30/29                                                 | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     8521000 | PA      | $8849961.73     | 0.00%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.625% 07-15-54                                                    | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11690000 | PA      | $11347728.49    | 0.00%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.95% 01-15-32                                                     | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    42546000 | PA      | $43106713.73    | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.15% 07-15-34                                                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    13690000 | PA      | $13834785.44    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.8% 01-15-30                                                      | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20313700.00    | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.424% 02-12-36/35                                                             | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17839325.00    | 0.01%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 4.751% 05-12-28/27                                                 | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    23979000 | PA      | $24127334.09    | 0.01%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32                                                      | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1074872.94     | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 4.548% 07-22-28/27                                                             | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4444000 | PA      | $4454727.82     | 0.00%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UNITEDHEALTH GROUP INC SR UNSEC 5.3% 02-15-30                                                      | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2899000 | PA      | $3003207.45     | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 5.711% 01-12-27/26                                                 | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5000000 | PA      | $5030515.00     | 0.00%             | 2027-01-12      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 4.653% 02-01-29/28                                                             | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    31449000 | PA      | $31660431.63    | 0.01%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 4.839% 02-01-34/33                                                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     5309000 | PA      | $5244150.57     | 0.00%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.836% 06-12-34/06-10-33                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1529000 | PA      | $1606638.03     | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 6.246% 09-22-29/28                                                 | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6800000 | PA      | $7144902.80     | 0.00%             | 2029-09-22      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29                                                 | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    27266000 | PA      | $28008780.37    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSEC 5.384% 01-23-30/29                                                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    24233000 | PA      | $24955119.17    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.95% 08-15-29                          | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    10262000 | PA      | $10308343.19    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | VERALTO CORP SR UNSEC 5.35% 09-18-28                                                               | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $36091720.00    | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD                                         | VARANASI AURANGABAD NH-2 TOLLWAY PVT LTD 144A LIFE SR SEC 1ST LIEN SF 5.9% 02-28-34                | CUSIP: 92213HAA0<br>LEI: 335800WU93PC1E28MY29 | Long             | DBT              | CORP              | IN        |     2440000 | PA      | $2501305.00     | 0.00%             | 2034-02-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 5.35% 03-27-30                          | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    14450000 | PA      | $14705403.75    | 0.01%             | 2030-03-27      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 5.65% 03-25-32                          | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30508530.00    | 0.01%             | 2032-03-25      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 5.8% 03-27-35                           | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20154900.00    | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS INC SR UNSEC 5.25% 04-02-35                                                 | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    42768000 | PA      | $43140509.28    | 0.02%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSEC 4.75% 04-01-28                                                         | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    10834000 | PA      | $10925113.94    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS INC                                                               | UNITED RENTALS INC                                                                                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     1038936 | NS      | $782734382.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                                                            | US FOODS HOLDING CORP                                                                              | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     7453207 | NS      | $573971471.07   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSEC 3.15% 12-14-25                                                                   | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5967924.00     | 0.00%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.625% 11-13-25                         | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     2830000 | PA      | $2828004.85     | 0.00%             | 2025-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC CL A                                                                                      | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     5785354 | NS      | $2054089937.70  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| VALE SA                                                                          | VALE SA ON ADR                                                                                     | CUSIP: 91912E105<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |    11220511 | NS      | $108951161.81   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| VIGOROUS CHAMPION INTERNATIONAL LTD                                              | VIGOROUS CHAMPION INTERNATIONAL LTD REG S SR UNSEC 4.25% 05-28-29                                  | CUSIP: N/A<br>LEI: 254900LCCR122N588062       | Long             | DBT              | CORP              | VG        |     3162000 | PA      | $3114785.02     | 0.00%             | 2029-05-28      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMA 0.375% 08-25-25                                                                               | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    16060000 | PA      | $15961671.04    | 0.01%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                              | VICI PROPERTIES INC (REIT)                                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    15599355 | NS      | $508538973.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                       | VERTEX PHARMACEUTICALS INC                                                                         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |     4925687 | NS      | $2192915852.40  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                                      | MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53                                               | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     6235000 | PA      | $5736823.50     | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                                  | PANAMA GOVERNMENT INTERNATIONAL BOND 2.252% 09-29-32                                               | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    19671000 | PA      | $15062478.12    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | WASTE CONNECTIONS INC (USD)                                                                        | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |      415398 | NS      | $77563114.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                                                    | WELLTOWER INC (REIT)                                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     6355229 | NS      | $976989354.17   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU (REPUBLIC OF)                                                               | PERUVIAN GOVERNMENT INTERNATIONAL BOND 1.862% 12-01-32                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    40334000 | PA      | $32226502.99    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.625% 05-31-28                                                        | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    74841000 | PA      | $74683040.59    | 0.03%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                                 | WELLS FARGO & CO                                                                                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     2909400 | NS      | $233101128.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WHEATON PRECIOUS METALS CORP                                                     | WHEATON PRECIOUS METALS CORP (USD)                                                                 | CUSIP: 962879102<br>LEI: 549300XSFG5ZCGVYD886 | Long             | EC               | CORP              | CA        |    14733244 | NS      | $1323045311.20  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO INC                                                                       | WATSCO INC                                                                                         | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       91679 | NS      | $40487279.98    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | HYDRO-QUEBEC SR UNSEC 9.5% 11-15-30                                                                | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | CORP              | CA        |    22230000 | PA      | $27699091.29    | 0.01%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 4.0% 06-30-28                                                          | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    77091000 | PA      | $77750783.32    | 0.03%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                                           | UNITED STATES TREASURY NOTE 3.75% 06-30-30                                                         | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4675000 | PA      | $4662880.53     | 0.00%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                 | EXXON MOBIL CORP                                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     4453756 | NS      | $480114896.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 7/1/2025                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-888687.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 7/14/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-9499080.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 7/15/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-2273162.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 2.272% 12-01-28                                                  | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    10377000 | PA      | $9662502.04     | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSEC 1.915% 02-01-27                                                  | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    23217000 | PA      | $22361314.25    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | ALBEMARLE CORP                                                                                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     3000000 | NS      | $188010000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                                                   | ALBEMARLE CORP CV PFD SER A CUMULATIVE DEP SHS (1/20TH 7.25% SER A CV PFD) 03-01-27                | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     3824692 | NS      | $122772613.20   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY INC                                                             | ALIGN TECHNOLOGY INC                                                                               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      307039 | NS      | $58131693.87    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | APPLIED MATERIALS INC                                                                              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     2094386 | NS      | $383419245.02   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                       | ADVANCED MICRO DEVICES INC                                                                         | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      153939 | NS      | $21843944.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK INC                                                                       | AMETEK INC                                                                                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     2221470 | NS      | $401997211.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC                                                                                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     4719168 | NS      | $1317638897.28  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | AMERICAN TOWER CORP (REIT)                                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     1104972 | NS      | $244220911.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                   | AMAZON.COM INC                                                                                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    16602042 | NS      | $3642321994.38  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AON PLC                                                                          | AON PLC CL A                                                                                       | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | GB        |     3112470 | NS      | $1110404797.20  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS INC                                                     | AIR PRODUCTS & CHEMICALS INC                                                                       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     1334891 | NS      | $376519355.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                     | APOLLO GLOBAL MANAGEMENT INC                                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     4693552 | NS      | $665874222.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE EQUITIES INC (REIT)                                                         | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     1604333 | NS      | $116522705.79   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK                                                                          | ARAMARK                                                                                            | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    14370578 | NS      | $601696100.86   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                                                  | ASML HOLDING NV ADR                                                                                | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |     1294264 | NS      | $1037210226.96  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML HOLDING NV                                                                  | ASML HOLDING NV                                                                                    | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      419984 | NS      | $335222374.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI INC                                                                          | ATI INC                                                                                            | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     2270000 | NS      | $195991800.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | ATMOS ENERGY CORP                                                                                  | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     1212301 | NS      | $186827707.11   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC                                                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    43313907 | NS      | $11939478464.55 | 4.75%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | AMERICAN EXPRESS CO                                                                                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     1085029 | NS      | $346102550.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC (GBP)                                                                              | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |     4469892 | NS      | $620922442.49   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE                                                                                      | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     4351946 | NS      | $911863245.38   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP                                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    16218126 | NS      | $767441722.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SER A CV PFD CUMULATIVE DEP SHS (1/20TH 6.00% SER A CV PFD) 10-15-27                 | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     7521221 | NS      | $511443028.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                                     | BRITISH AMERICAN TOBACCO PLC                                                                       | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |    37765556 | NS      | $1795180777.22  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | BOOKING HOLDINGS INC                                                                               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      115161 | NS      | $666694667.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES CO                                                                  | BAKER HUGHES CO CL A                                                                               | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    18907506 | NS      | $724913780.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFRM 2024-A                                                                     | AFFRM 24-A A 144A 5.61% 02-15-29/09-15-26                                                          | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12111000 | PA      | $12168648.36    | 0.00%             | 2029-02-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ARES 2015-2A                                                                     | ARES 2015-2A AR3 CLO 144A FRN 04-17-33                                                             | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-O            | CORP              | KY        |    25462500 | PA      | $25502476.13    | 0.01%             | 2033-04-17      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                        | AESOP 24-3 B 144A 5.58% 12-20-30/29                                                                | CUSIP: 05377RJL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3342000 | PA      | $3429627.24     | 0.00%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6593 08-01-50                                                                      | CUSIP: 3140QEKF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    34009586 | PA      | $28704703.10    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS0182 01-01-52                                                                      | CUSIP: 3140XFFY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    30253974 | PA      | $26436829.94    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3                                        | AESOP 2024-3A A 144A 5.23% 12-20-30                                                                | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16000000 | PA      | $16379312.00    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ALLEG 2019-2A                                                                    | ALLEG 2019-2A CR CLO 144A FRN 01-19-33                                                             | CUSIP: 01750HAW2<br>LEI: 2549008FHFGEJOVBP855 | Long             | ABS-O            | CORP              | US        |     5520000 | PA      | $5530377.60     | 0.00%             | 2033-01-19      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 CB2078 11-01-51                                                                      | CUSIP: 3140QMJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    23994096 | PA      | $20959850.19    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 FS0965 11-01-51                                                                      | CUSIP: 3140XGCB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     6673789 | PA      | $5316287.01     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-2                                                                      | ACAR 2024-2 C 144A 6.24% 04-12-30                                                                  | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12578000 | PA      | $12730608.87    | 0.01%             | 2030-04-12      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-2                                                                      | ACAR 24-2 D 144A 6.53% 04-12-30/09-13-27                                                           | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14562000 | PA      | $14918827.25    | 0.01%             | 2030-04-12      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BR1035 05-01-51                                                                      | CUSIP: 3140KYEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      878165 | PA      | $697199.86      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BP6715 09-01-50                                                                      | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       47205 | PA      | $37654.39       | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD1766 08-01-52                                                                      | CUSIP: 3132DN6B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12434188 | PA      | $11647763.36    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD1729 02-01-51                                                                      | CUSIP: 3132DN4N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    42948999 | PA      | $36004360.54    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-X1                                                                    | AFFRM 2024-X1 A 144A 6.27% 05-15-29                                                                | CUSIP: 00834XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      831143 | PA      | $831846.61      | 0.00%             | 2029-05-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| APID 2019-32A                                                                    | APID 2019-32A A1R CLO 144A FRN 01-20-33                                                            | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-O            | CORP              | KY        |    12436429 | PA      | $12441751.83    | 0.00%             | 2033-01-20      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 A 144A 5.76% 11-12-27                                                                    | CUSIP: 02490BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3300479 | PA      | $3306978.05     | 0.00%             | 2027-11-12      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 C 144A 5.73% 07-12-30                                                                    | CUSIP: 02490BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    29744000 | PA      | $30099232.59    | 0.01%             | 2030-07-12      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 B 144A 5.66% 08-14-28                                                                    | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5925000 | PA      | $5954370.23     | 0.00%             | 2028-08-14      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-3                                                                      | ACAR 24-3 D 144A 6.04% 07-12-30                                                                    | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9497000 | PA      | $9712002.58     | 0.00%             | 2030-07-12      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| ALLEG 2019-1A                                                                    | ALLEG 2019-1A ARR CLO 144A FRN 04-20-32                                                            | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-O            | CORP              | KY        |    17910560 | PA      | $17921217.26    | 0.01%             | 2032-04-20      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AXIS 2024-2A                                                                     | AXIS 24-2 A2 144 5.19% 07-21-31/04-20-28                                                           | CUSIP: 03238BAB9<br>LEI: 254900VBZK8DVZNJFJ70 | Long             | ABS-O            | CORP              | US        |    11083353 | PA      | $11189376.41    | 0.00%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-B                                                                     | AFFRM 24-B A 144A 4.62% 09-15-29/03-15-27                                                          | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    40547000 | PA      | $40568368.27    | 0.02%             | 2029-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AVCCT 2024-2A                                                                    | AVCCT 24-2 A 144A 5.38% 05-15-29/11-16-26                                                          | CUSIP: 05351KAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    33250000 | PA      | $33166442.75    | 0.01%             | 2029-05-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 24-4 D 144A 5.34% 08-12-31                                                                    | CUSIP: 024945AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12883000 | PA      | $12926647.60    | 0.01%             | 2031-08-12      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 24-4 B 144A 4.8% 11-13-28                                                                     | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1664000 | PA      | $1666181.50     | 0.00%             | 2028-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2024-4                                                                      | ACAR 24-4 C 144A 4.91% 08-12-31                                                                    | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6144000 | PA      | $6161934.34     | 0.00%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| AFFRM 2024-X2                                                                    | AFFRM 24-X2 A 144A 5.22% 12-17-29                                                                  | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5770487 | PA      | $5773874.51     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST AASET_25-1                           | AASET 25-1 A 144A 5.943% 02-16-50/02-17-32                                                         | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7483116 | PA      | $7635479.68     | 0.00%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-1                                                                      | ACAR 25-1 B 144A 4.9% 03-12-29                                                                     | CUSIP: 02528DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2196000 | PA      | $2204702.75     | 0.00%             | 2029-03-12      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ACHV 2025-1PL                                                                    | ACHV 25-1PL A 144A 4.76% 04-26-32                                                                  | CUSIP: 00112MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1870636 | PA      | $1870965.23     | 0.00%             | 2032-04-26      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_22-4A                                       | AESOP 22-4A A 144A 4.77% 02-20-29/02-22-28                                                         | CUSIP: 05377RFP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $10085050.00    | 0.00%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| ACAR 2025-2                                                                      | ACAR 25-2 B 144A 4.85% 05-14-29/02-12-27                                                           | CUSIP: 024938AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4632000 | PA      | $4647114.22     | 0.00%             | 2029-05-14      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 24-3 B 5.37% 10-16-28/07-15-26                                                               | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6126000 | PA      | $6159215.17     | 0.00%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 24-3 A3 5.34% 04-17-28/02-17-26                                                              | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9605000 | PA      | $9632489.51     | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-3                                                                     | BLAST 24-3 A2 5.54% 02-16-27/06-16-25                                                              | CUSIP: 10805NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1459407 | PA      | $1460226.99     | 0.00%             | 2027-02-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 7/16/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-2394879.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 7/16/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-577604.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_23-P3                                       | CRVNA 23-P3 A3 144A 5.82% 08-10-28/11-10-26                                                        | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3973008 | PA      | $4001112.62     | 0.00%             | 2028-08-10      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_23-3                                     | CAALT 23-3 A 144A 6.39% 08-15-33/07-15-26                                                          | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7777000 | PA      | $7846899.68     | 0.00%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST CITZN_23-2                                       | CITZN 23-2 A3 144A 5.83% 02-15-28/08-17-26                                                         | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21753505 | PA      | $21919462.51    | 0.01%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1                                   | GFORT 24-1 A1 144A 5.13% 03-15-29/27                                                               | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8150000 | PA      | $8275347.00     | 0.00%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                     | GOST 24-1 A2 CLO 144A FRN (TSFR3M+155) 04-20-33                                                    | CUSIP: 381929AC2<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |     9610000 | PA      | $9610480.50     | 0.00%             | 2033-04-20      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| GOST 2024-1A                                                                     | GOST 24-1 C CLO 144A FRN (TSFR3M+230) 04-20-33                                                     | CUSIP: 381929AJ7<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-O            | CORP              | US        |     6983000 | PA      | $6983349.15     | 0.00%             | 2033-04-20      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2024-2A                                                                     | GSAR 24-2 A2 144A 5.58% 06-17-30                                                                   | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7300199 | PA      | $7371529.27     | 0.00%             | 2030-06-17      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR_24-2 A3 144A 5.64% 01-15-28/02-17-26                                                          | CUSIP: 37964VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2976000 | PA      | $2986564.80     | 0.00%             | 2028-01-18      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR_24-2 B 144A 5.77% 11-15-28/10-15-26                                                           | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8588000 | PA      | $8674189.17     | 0.00%             | 2028-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-2A                                                                     | GCAR 24-2 C 144A 6.03% 02-15-30/07-15-27                                                           | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11932000 | PA      | $12159328.46    | 0.00%             | 2030-02-15      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 24-2 A3 144A 5.0% 09-15-28/03-15-28                                                           | CUSIP: 39154GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20434000 | PA      | $20686768.58    | 0.01%             | 2028-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GALC 2024-2                                                                      | GALC 24-2 A4 144A 5.02% 05-15-31/10-16-2028                                                        | CUSIP: 39154GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17190000 | PA      | $17511384.24    | 0.01%             | 2031-05-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 7/24/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-909995.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 8/6/2025                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1148005.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                     | GCAR 24-3 C 144A 5.21% 02-18-31                                                                    | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5987000 | PA      | $6053880.78     | 0.00%             | 2031-02-18      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                     | GCAR 24-3 A2 144A 5.35% 08-16-27                                                                   | CUSIP: 37989AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2836407 | PA      | $2839674.89     | 0.00%             | 2027-08-16      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-3A                                                                     | GCAR 24-3 B 144A 5.08% 01-16-29                                                                    | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6394000 | PA      | $6424454.62     | 0.00%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GMREV 2024-2                                                                     | GMREV 24-2 A 144A 4.52% 03-11-37/09-11-29                                                          | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    61215000 | PA      | $61656788.66    | 0.02%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNMDI4 4.5 BM6736 11-01-59                                                                         | CUSIP: 3140JBPW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2818816 | PA      | $2725839.92     | 0.00%             | 2059-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7740 06-01-51                                                                      | CUSIP: 3140XBS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    20185570 | PA      | $16758827.58    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 CB0496 05-01-51                                                                      | CUSIP: 3140QKRS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    42516417 | PA      | $33913857.38    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8266 11-01-52                                                                      | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19241204 | PA      | $18451526.12    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-4A                                                                     | GSAR 24-4 A2 144A 4.43% 12-17-29/01-18-28                                                          | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6771228 | PA      | $6769068.01     | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 C 144A 5.1% 06-17-30/02-15-28                                                            | CUSIP: 36270YAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11421000 | PA      | $11525513.57    | 0.00%             | 2030-06-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 D 144A 5.65% 07-15-30/01-16-29                                                           | CUSIP: 36270YAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13143000 | PA      | $13368993.89    | 0.01%             | 2030-07-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 B 144A 4.89% 04-16-29/05-17-27                                                           | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8920000 | PA      | $8957847.56     | 0.00%             | 2029-04-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2024-4A                                                                     | GCAR 24-4 A3 144A 4.75% 07-17-28/08-17-26                                                          | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2763000 | PA      | $2770051.18     | 0.00%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                     | GSAR 25-1 C 144A 5.26% 03-15-31/04-16-29                                                           | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1021000 | PA      | $1040294.86     | 0.00%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV9644 05-01-52                                                                      | CUSIP: 3140MPWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    11490665 | PA      | $9572149.08     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4623 06-01-52                                                                      | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      463673 | PA      | $385748.96      | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-1A                                                                     | GSAR 25-1 A2 144A 4.71% 04-15-30/4-17-28                                                           | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9755326 | PA      | $9781373.06     | 0.00%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-1A                                                                     | GCAR 25-1 B 144A 4.98% 07-16-29                                                                    | CUSIP: 36271KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9026000 | PA      | $9093740.13     | 0.00%             | 2029-07-16      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2805 09-01-52                                                                      | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      647471 | PA      | $538183.86      | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9672 12-01-51                                                                      | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    36333776 | PA      | $30174655.88    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GALC 2025-1                                                                      | GALC 25-1 A2 144A 4.52% 10-15-27/04-15-27                                                          | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |     3582000 | PA      | $3588232.68     | 0.00%             | 2027-10-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GCAR 2025-2A                                                                     | GCAR 25-2 B 144A 4.97% 10-15-29/11-15-27                                                           | CUSIP: 37989BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    16572000 | PA      | $16727975.66    | 0.01%             | 2029-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8262 09-01-52                                                                      | CUSIP: 3132DWFB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      297436 | PA      | $246922.43      | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7478 04-01-52                                                                      | CUSIP: 3140KTJY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2082668 | PA      | $1735485.03     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_23-3                                       | HERTZ 23-3A A 144A 5.94% 02-25-28/02-25-27                                                         | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14231000 | PA      | $14470137.72    | 0.01%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC HERTZ_25-1                                       | HERTZ 25-1 A 144A 4.91% 09-25-29/28                                                                | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     6543000 | PA      | $6575374.76     | 0.00%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BU7552 01-01-52                                                                      | CUSIP: 3140M9MA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       24418 | PA      | $20354.07       | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0327 04-01-52                                                                      | CUSIP: 3133B9LG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2125780 | PA      | $1764410.36     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB0520 05-01-51                                                                      | CUSIP: 3140QKSJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17487837 | PA      | $14519556.67    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8271 10-01-52                                                                      | CUSIP: 3132DWFL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    18045032 | PA      | $14981147.96    | 0.01%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HACLN 2025-1                                                                     | HACLN 25-1 B 144A 4.957% 03-21-33/4-20-29                                                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17595263 | PA      | $17675937.08    | 0.01%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| JDOT 2024-A                                                                      | JDOT 24-A A3 4.96% 11-15-28/10-15-27                                                               | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12300000 | PA      | $12419556.00    | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD8224 07-01-52                                                                      | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       34134 | PA      | $28386.01       | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB3031 03-01-52                                                                      | CUSIP: 3140QNLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       92800 | PA      | $77353.99       | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD JTWN_19-1A                                                     | JTWN 2019-1A A2BR CLO 144A FRN 04-20-32                                                            | CUSIP: 47047JAN4<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-O            | CORP              | US        |     7652000 | PA      | $7674137.24     | 0.00%             | 2032-04-20      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD JTWN_19-1A                                                     | JTWN 2019-1A A1R CLO 144A FRN 04-20-32                                                             | CUSIP: 47047JAJ3<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-O            | CORP              | US        |    11047690 | PA      | $11054749.89    | 0.00%             | 2032-04-20      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CB4274 07-01-52                                                                      | CUSIP: 3140QPXC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14485815 | PA      | $12022168.64    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA4768 09-01-52                                                                      | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      494254 | PA      | $410758.99      | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD JTWN_19-1A                                                     | JTWN 2019-1A A2AR CLO 144A FRN 04-20-32                                                            | CUSIP: 47047JAL8<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-O            | CORP              | US        |    15000000 | PA      | $15010050.00    | 0.01%             | 2032-04-20      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| JNPPK 2023-1A                                                                    | JNPPK 2023-1A AR CLO 144A FRN 07-20-36                                                             | CUSIP: 48206KAQ9<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-O            | CORP              | JE        |    14946000 | PA      | $14969450.27    | 0.01%             | 2036-07-20      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV5370 04-01-52                                                                      | CUSIP: 3140MJ6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       68806 | PA      | $57116.41       | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE4044 06-01-52                                                                      | CUSIP: 3133BDP58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10482220 | PA      | $8719885.89     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KKR CLO 11 LLC                                                                   | KKR 11 AR CLO 144A FRN 01-15-31                                                                    | CUSIP: 48250MAK3<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-O            | CORP              | US        |      879430 | PA      | $880084.34      | 0.00%             | 2031-01-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD KKR_38                                                     | KKR 38A A1 CLO 144A FRN 04-15-33                                                                   | CUSIP: 48259BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    16000000 | PA      | $16039344.00    | 0.01%             | 2033-04-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE2352 05-01-52                                                                      | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      138848 | PA      | $115274.67      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BV5577 05-01-52                                                                      | CUSIP: 3140MKFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      668330 | PA      | $556627.88      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_22-1                                            | LADAR 22-1 A 144A 5.21% 06-15-27/06-16-25                                                          | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300388 | PA      | $300619.18      | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| LCM_27-A                                                                         | LCM 27A A1 CLO 144A FRN 07-16-31                                                                   | CUSIP: 50200JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8705350 | PA      | $8709546.01     | 0.00%             | 2031-07-16      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE1859 05-01-52                                                                      | CUSIP: 3133BBB40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      365329 | PA      | $304341.10      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE8522 08-01-52                                                                      | CUSIP: 3133BJPF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      698855 | PA      | $581879.64      | 0.00%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                                | LADAR 23-2 A3 144A 5.42% 02-15-28/11-17-25                                                         | CUSIP: 505713AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13430129 | PA      | $13457015.89    | 0.01%             | 2028-02-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_23-4                                            | LADAR 23-4 A3 144A 6.1% 12-15-27/01-15-26                                                          | CUSIP: 50571AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10152739 | PA      | $10197888.47    | 0.00%             | 2027-12-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD0813 01-01-52                                                                      | CUSIP: 3132DM3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9086849 | PA      | $7992628.47     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4                                      | STACR 2022-DNA4 M1B 144A FRN 05-25-42                                                              | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |    13523000 | PA      | $14062838.16    | 0.01%             | 2042-05-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-1A                                                                    | LADAR 24-1 A3 144A 5.23% 01-18-28/06-15-26                                                         | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1497757 | PA      | $1501253.21     | 0.00%             | 2028-01-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST LADAR_24-2                                            | LADAR 24-2 A3 144A 5.61% 08-15-28/12-16-26                                                         | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19645000 | PA      | $19799645.44    | 0.01%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 A2 144A 4.64% 11-15-27/06-15-26                                                         | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6971537 | PA      | $6970526.13     | 0.00%             | 2027-11-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 A4 144A 4.6% 12-17-29/01-18-28                                                          | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2219000 | PA      | $2235249.74     | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LADAR 2024-3A                                                                    | LADAR 24-3 A3 144A 4.52% 03-15-29/08-16-27                                                         | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7194000 | PA      | $7213301.50     | 0.00%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LBZZ 2025-1X                                                                     | LBZZ 25-1 A2 144A 5.10% 10-15-30/10-15-27                                                          | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3695000 | PA      | $3708553.26     | 0.00%             | 2030-10-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC                                         | MHC 2021-MHC A 144A FRN 04-15-38                                                                   | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1990083 | PA      | $1990874.84     | 0.00%             | 2038-04-15      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD MDPK_17-23A                                             | MDPK 2017-23A AR CLO 144A FRN 07-27-31                                                             | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      822529 | PA      | $822768.00      | 0.00%             | 2031-07-27      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3                                      | STACR 2022-DNA3 M1B 144A FRN 04-25-42                                                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |     4587000 | PA      | $4728077.77     | 0.00%             | 2042-04-25      | Variable      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV3080 02-01-52                                                                      | CUSIP: 3140MGM65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    72789132 | PA      | $57735248.03    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BV3076 02-01-52                                                                      | CUSIP: 3140MGM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    39234174 | PA      | $31124940.98    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BV3316 03-01-52                                                                      | CUSIP: 3140MGVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      373420 | PA      | $337029.52      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC MFF_23-1                                             | MFF 23-1 A 144A 7.21% 05-20-36/26                                                                  | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |     9969869 | PA      | $10052808.16    | 0.00%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| OWLEF 2024-1A                                                                    | OLWEF 24-1 A2 144A 5.05% 03-15-29/01-15-27                                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3453636 | PA      | $3460505.75     | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                     | ONDK 25-1 B 144A 5.52% 04-19-32/04-17-28                                                           | CUSIP: 68237DAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2030000 | PA      | $2025349.27     | 0.00%             | 2032-04-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A                                                                     | ONDK 25-1 A 144A 5.08% 04-19-32/4-17-28                                                            | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8928000 | PA      | $8917268.54     | 0.00%             | 2032-04-19      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 BU7427 01-01-52                                                                      | CUSIP: 3140M9HD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      804175 | PA      | $735357.67      | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4962 03-01-53                                                                      | CUSIP: 31418EQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      655263 | PA      | $610638.45      | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_21-4                                        | PSTAT 2021-4A A1 CLO 144A FRN 10-15-29                                                             | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6710292 | PA      | $6709466.23     | 0.00%             | 2029-10-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SUTTONPARK STRUCTURED SETTLEMENTS SPSS_2021-1                                    | SPSS 21-1 A 144A 1.95% 09-15-75                                                                    | CUSIP: 78472VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12082177 | PA      | $11675587.48    | 0.00%             | 2075-09-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 21-1A A 144A 2.675% 02-28-33/02-15-28                                                        | CUSIP: 78433XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6637529 | PA      | $6350542.03     | 0.00%             | 2033-02-28      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS SALTT_21-1A                                                 | SALTT 21-1A AA 144A 2.301% 02-28-33/12-15-27                                                       | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9748988 | PA      | $9341285.63     | 0.00%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8305 03-01-53                                                                      | CUSIP: 3132DWGN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1596583 | PA      | $1486039.19     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA4919 02-01-53                                                                      | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13418495 | PA      | $13459462.14    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STELLAR JAY US LLC STELLAR_21-1                                                  | STELR 21-1 A 144A 3.967% 10-15-41/03-15-28                                                         | CUSIP: 858558AA7<br>LEI: 254900N0ZJ7Y0Q6V4A92 | Long             | ABS-O            | CORP              | US        |    19777065 | PA      | $19399105.24    | 0.01%             | 2041-10-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| SPRITE LIMITED SPRTE_21-1                                                        | SPRTE 21-1 A 144A 3.75% 11-15-46/10-16-28                                                          | CUSIP: 85208UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22989923 | PA      | $22240933.84    | 0.01%             | 2046-11-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT SOLRR_21-1 LIMITED                                                | SOLRR 21-1 A 144A 2.636% 10-15-46/09-15-28                                                         | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    29307138 | PA      | $27344995.88    | 0.01%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 22-1 A1 144A 5.97% 08-15-62/02-16-27                                                          | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    53197914 | PA      | $53374583.90    | 0.02%             | 2062-08-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 BX7384 02-01-53                                                                      | CUSIP: 3140NCF20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1069586 | PA      | $1071005.63     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 MA4916 02-01-53                                                                      | CUSIP: 31418EPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      401095 | PA      | $373407.78      | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC SORT_22-1                                                | SORT 22-1 A2 144A 6.11% 08-15-62/28                                                                | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    43495985 | PA      | $43800805.16    | 0.02%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 22-5 C 4.74% 10-16-28/02-17-26                                                               | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4051162 | PA      | $4050437.12     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF8936 03-01-53                                                                      | CUSIP: 3133BW4V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      164438 | PA      | $157566.17      | 0.00%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QF8926 03-01-53                                                                      | CUSIP: 3133BW4K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3438087 | PA      | $3308532.69     | 0.00%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-7                                | SDART 22-7 B 5.95% 01-17-28/01-15-26                                                               | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1881878 | PA      | $1887537.20     | 0.00%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 23-1 B 144A 5.71% 01-22-30/09-20-27                                                          | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2222000 | PA      | $2275365.77     | 0.00%             | 2030-01-22      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 BT8308 08-01-52                                                                      | CUSIP: 3140LXGS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      130105 | PA      | $124742.38      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD2465 10-01-52                                                                      | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     3444560 | PA      | $3302822.84     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QE9497 09-01-52                                                                      | CUSIP: 3133BKRS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8885555 | PA      | $8517106.32     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QE8579 08-01-52                                                                      | CUSIP: 3133BJQ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7711820 | PA      | $7391609.64     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS2654 08-01-52                                                                      | CUSIP: 3140XH5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3108567 | PA      | $2898481.01     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS4919 05-01-53                                                                      | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       63552 | PA      | $52797.27       | 0.00%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.0 RA6114 02-01-52                                                                      | CUSIP: 3133KMYK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      774524 | PA      | $614339.99      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8363 09-01-53                                                                      | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6197369 | PA      | $6307874.79     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 23-1 C 144A 5.97% 02-20-31/10-20-27                                                          | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3535000 | PA      | $3635249.07     | 0.00%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_23-1                             | SFAST 23-1 A3 144A 5.47% 10-20-28/12-21-26                                                         | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17207350 | PA      | $17324635.36    | 0.01%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3                                | SDART 23-3 C 5.77% 11-15-30/08-16-27                                                               | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10034000 | PA      | $10199069.33    | 0.00%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-3                                | SDART 23-3 A3 5.61% 10-15-27/25                                                                    | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3796824 | PA      | $3801513.33     | 0.00%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BM1653 06-01-47                                                                      | CUSIP: 3140J5ZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    73382402 | PA      | $69566957.29    | 0.03%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BD7156 04-01-47                                                                      | CUSIP: 3140FE5S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    35861784 | PA      | $33995286.18    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BJ1515 11-01-47                                                                      | CUSIP: 3140H2VH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2369151 | PA      | $2245844.10     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD3825 09-01-53                                                                      | CUSIP: 3132E0HA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   137182622 | PA      | $141785648.15   | 0.06%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BM5148 10-01-46                                                                      | CUSIP: 3140J9WJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    43336499 | PA      | $41191385.23    | 0.02%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QF8056 02-01-53                                                                      | CUSIP: 3133BV5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    20891862 | PA      | $21298605.40    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QF8050 02-01-53                                                                      | CUSIP: 3133BV5K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7860839 | PA      | $8013874.25     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 QG8374 08-01-53                                                                      | CUSIP: 3133C9JT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    29264717 | PA      | $29354325.73    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8338 06-01-53                                                                      | CUSIP: 3132DWHP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5785762 | PA      | $5386353.43     | 0.00%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8321 05-01-53                                                                      | CUSIP: 3132DWG64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19800559 | PA      | $18452062.02    | 0.01%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1                                        | SYNIT 23-A A 5.54% 07-15-29/26                                                                     | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    33163000 | PA      | $33553494.33    | 0.01%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-5                                | SDART 23-5 A3 6.02% 09-15-28/05-15-26                                                              | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12224078 | PA      | $12276079.70    | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 BW4940 05-01-53                                                                      | CUSIP: 3140MWP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1493685 | PA      | $1391808.41     | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8353 07-01-53                                                                      | CUSIP: 3132DWH63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    17626440 | PA      | $16413247.55    | 0.01%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6                                | SDART 23-6 A3 5.93% 07-17-28/07-15-26                                                              | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6363707 | PA      | $6396537.62     | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                     | SDART 24-1 A3 5.25% 04-17-28/04-15-26                                                              | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3656647 | PA      | $3662973.01     | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 SD8379 10-01-53                                                                      | CUSIP: 3132DWJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       58177 | PA      | $54172.71       | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 QG2977 05-01-53                                                                      | CUSIP: 3133C3JW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      589407 | PA      | $548952.76      | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SDART 2024-1                                                                     | SDART 24-1 C 5.45% 03-15-30/07-15-27                                                               | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1407000 | PA      | $1423944.50     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-A                                                 | SBALT 24-A A3 144A 5.39% 11-20-26/03-20-26                                                         | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20118776 | PA      | $20169133.73    | 0.01%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD2571 01-01-53                                                                      | CUSIP: 3132DP2C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11809639 | PA      | $11666565.66    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD3314 04-01-53                                                                      | CUSIP: 3132DQVF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    52470480 | PA      | $52671179.33    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO LTD STCP_24-5A                                                 | STCP 2024-5A A1 CLO 144A FRN 04-20-36                                                              | CUSIP: 87122YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    20000000 | PA      | $20044380.00    | 0.01%             | 2036-04-20      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-2                                                                     | SDART 24-2 A2 5.8% 09-15-27/25                                                                     | CUSIP: 80286YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3133300 | PA      | $3135268.10     | 0.00%             | 2027-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5191 11-01-53                                                                      | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     9876434 | PA      | $10057093.82    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 CB7344 10-01-53                                                                      | CUSIP: 3140QTES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    80575213 | PA      | $82097439.96    | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2                                                                     | SDART 24-2 B 5.78% 07-16-29/04-15-27                                                               | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12138000 | PA      | $12332535.73    | 0.00%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2                                                                     | SDART 24-2 A3 5.63% 11-15-28/08-17-26                                                              | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    22393000 | PA      | $22514728.35    | 0.01%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-B                                                                     | SBALT 24-B A2 144A 5.67% 11-20-26/10-20-25                                                         | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1113248 | PA      | $1114663.20     | 0.00%             | 2026-11-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SBALT 2024-B                                                                     | SBALT 24-B A3 144A 5.56% 11-22-27/09-21-26                                                         | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10635000 | PA      | $10724972.10    | 0.00%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF5672 01-01-53                                                                      | CUSIP: 3133BTJR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   124601121 | PA      | $122747804.34   | 0.05%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 MA5063 06-01-53                                                                      | CUSIP: 31418ETV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3392494 | PA      | $2818589.08     | 0.00%             | 2053-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8368 10-01-53                                                                      | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   167873786 | PA      | $170892156.31   | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL TRUST FS_23-4SZN                                                   | FS 23-4SZN A 144A 7.06626% 11-10-39/11-15-27                                                       | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12117000 | PA      | $12417622.77    | 0.00%             | 2039-11-10      | Fixed         | 7.07%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RA8534 02-01-53                                                                      | CUSIP: 3133KQPT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   154719987 | PA      | $152438486.43   | 0.06%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BT8033 01-01-53                                                                      | CUSIP: 3140LW4T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    17824392 | PA      | $17566152.13    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF5717 01-01-53                                                                      | CUSIP: 3133BTK66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1210790 | PA      | $1191873.08     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF5340 12-01-52                                                                      | CUSIP: 3133BS4Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    23181499 | PA      | $22848056.03    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BX5583 12-01-52                                                                      | CUSIP: 3140NAFZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1838987 | PA      | $1817088.08     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 QF5830 12-01-52                                                                      | CUSIP: 3133BTPP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1134023 | PA      | $1118412.93     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 BX2812 11-01-52                                                                      | CUSIP: 3140N7DS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15872001 | PA      | $15642888.75    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 CB5266 11-01-52                                                                      | CUSIP: 3140QQZ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   119907346 | PA      | $114923157.33   | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 QE7976 08-01-52                                                                      | CUSIP: 3133BH2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    35492941 | PA      | $34156844.69    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4119 07-01-52                                                                      | CUSIP: 3140QPSH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   125666634 | PA      | $117141409.34   | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 FS5851 07-01-52                                                                      | CUSIP: 3140XMQD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    15076437 | PA      | $14055973.23    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5166 10-01-53                                                                      | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8347696 | PA      | $8500392.02     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                   | SUBWAY 24-1 A2I 144A 6.028% 07-30-54/07-30-29                                                      | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    37205040 | PA      | $37909703.46    | 0.02%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY 2024-1A                                                                   | SUBWAY 24-1 A2II 144A 6.268% 07-30-54/34                                                           | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    37205040 | PA      | $38221667.72    | 0.02%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2024-1A                                                                    | SCFET 24-1A A2 144A 5.88% 11-20-29/05-20-26                                                        | CUSIP: 783896AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4363845 | PA      | $4394710.15     | 0.00%             | 2029-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SDART 2024-3                                                                     | SDART 24-3 A3 5.63% 01-16-29/10-15-26                                                              | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6102000 | PA      | $6133626.67     | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RA7668 07-01-52                                                                      | CUSIP: 3133KPQV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    12525452 | PA      | $11679607.90    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 FS4611 09-01-52                                                                      | CUSIP: 3140XLDR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    19098220 | PA      | $18819558.14    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SARATOGA INVESTMENT CORP CLO 2013-1 LTD                                          | SARAT 2013-1A A1R4 CLO 144A FRN 04-20-33                                                           | CUSIP: 80349BCD7<br>LEI: 549300471O2DE0Y4L506 | Long             | ABS-O            | CORP              | US        |    21267626 | PA      | $21275707.96    | 0.01%             | 2033-04-20      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SCCU 2024-1A                                                                     | SCCU 24-1 A3 144A 5.11% 06-15-29/08-16-27                                                          | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6614000 | PA      | $6654523.98     | 0.00%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RA7468 06-01-52                                                                      | CUSIP: 3133KPJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6060890 | PA      | $5650337.35     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.0 FS5081 08-01-51                                                                      | CUSIP: 3140XLUF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14072096 | PA      | $12382459.71    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 24-4 A2 5.41% 07-15-27/11-17-25                                                              | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7882161 | PA      | $7890476.98     | 0.00%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 24-4 A3 4.85% 01-16-29/12-15-26                                                              | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    44712000 | PA      | $44850115.37    | 0.02%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5190 11-01-53                                                                      | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    73089737 | PA      | $73209311.75    | 0.03%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 3.5 FS1180 04-01-52                                                                      | CUSIP: 3140XGJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    72053542 | PA      | $65732645.25    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4                                                                     | SDART 24-4 B 4.93% 09-17-29/09-15-27                                                               | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8547000 | PA      | $8610837.54     | 0.00%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8372 11-01-53                                                                      | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    37168796 | PA      | $37264468.64    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 SD8362 09-01-53                                                                      | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    35617098 | PA      | $35675367.74    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 QI3333 04-01-54                                                                      | CUSIP: 3133W9V24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6162902 | PA      | $6300291.91     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5692 05-01-54                                                                      | CUSIP: 3132DTKD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7739084 | PA      | $7941167.38     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8219 06-01-54                                                                      | CUSIP: 3140XQDZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12256108 | PA      | $12570796.32    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD3432 07-01-53                                                                      | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      622221 | PA      | $638928.63      | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD5896 07-01-54                                                                      | CUSIP: 3132DTRR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    11691687 | PA      | $11919276.92    | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 FS8223 06-01-54                                                                      | CUSIP: 3140XQD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14221920 | PA      | $14490628.59    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS 2024-HULA                                                                     | FS 2024-HULA A 144A FRN 08-15-39                                                                   | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18000000 | PA      | $18083466.00    | 0.01%             | 2039-08-15      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2193 08-01-54                                                                      | CUSIP: 3142GSNK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    10876358 | PA      | $10702324.90    | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2206 08-01-54                                                                      | CUSIP: 3142GSNY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    24825229 | PA      | $24912564.39    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2210 08-01-54                                                                      | CUSIP: 3142GSN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   100003976 | PA      | $101922852.30   | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2247 08-01-54                                                                      | CUSIP: 3142GSP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7555407 | PA      | $7863630.09     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2241 08-01-54                                                                      | CUSIP: 3142GSP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5690601 | PA      | $5589211.88     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD SALE TO USD 8/11/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-100927.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR FWD PUR FROM USD 7/1/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $96784.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2195 08-01-54                                                                      | CUSIP: 3142GSNM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6958540 | PA      | $6835095.40     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2200 08-01-54                                                                      | CUSIP: 3142GSNS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    38754010 | PA      | $38878333.03    | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2243 08-01-54                                                                      | CUSIP: 3142GSP51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22245906 | PA      | $22289752.98    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ2203 08-01-54                                                                      | CUSIP: 3142GSNV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4073281 | PA      | $4098942.59     | 0.00%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2216 08-01-54                                                                      | CUSIP: 3142GSPA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    57866636 | PA      | $58957884.64    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2228 08-01-54                                                                      | CUSIP: 3142GSPN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     4497037 | PA      | $4658520.90     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 RJ2222 08-01-54                                                                      | CUSIP: 3142GSPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    19293142 | PA      | $20093055.34    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9071 08-01-54                                                                      | CUSIP: 3140QVCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    12550745 | PA      | $13074450.26    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 RJ2212 08-01-54                                                                      | CUSIP: 3142GSN61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   124181307 | PA      | $127442805.04   | 0.05%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 CB8977 08-01-54                                                                      | CUSIP: 3140QU6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10782985 | PA      | $10590777.83    | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2194 08-01-54                                                                      | CUSIP: 3142GSNL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     7998503 | PA      | $7902656.67     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA6614 01-01-52                                                                      | CUSIP: 3133KNK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2949165 | PA      | $2451847.52     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM9086 10-01-51                                                                      | CUSIP: 3140XDCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      361389 | PA      | $300034.80      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QB4072 10-01-50                                                                      | CUSIP: 3133AAQZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1943191 | PA      | $1613926.93     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RJ0147 09-01-53                                                                      | CUSIP: 3142GQEV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       49255 | PA      | $40915.98       | 0.00%             | 2053-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA9735 08-01-53                                                                      | CUSIP: 3133KRY81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1439513 | PA      | $1196271.63     | 0.00%             | 2053-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA3611 09-01-50                                                                      | CUSIP: 3133KKAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       46393 | PA      | $38554.73       | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8962 02-01-51                                                                      | CUSIP: 3140QG5Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      120567 | PA      | $100158.53      | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 4.948% 07-22-28/27                                                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    18200000 | PA      | $18413376.80    | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25                                                     | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     9200000 | PA      | $9207534.80     | 0.00%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25                                    | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     5000000 | PA      | $5016425.00     | 0.00%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 7/17/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $32579.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY FWD SALE TO USD 7/28/2025                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | NUSS              | N/A       |           1 | NC      | $-1572363.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7392 05-01-51                                                                      | CUSIP: 3140XBGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7617882 | PA      | $6325630.25     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR9622 05-01-51                                                                      | CUSIP: 3140L8VQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      258593 | PA      | $214695.88      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR9082 04-01-51                                                                      | CUSIP: 3140L8CU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      381777 | PA      | $316968.41      | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7195 09-01-50                                                                      | CUSIP: 3140XA7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      313774 | PA      | $260746.10      | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QE0521 04-01-52                                                                      | CUSIP: 3133B9SJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       24165 | PA      | $20101.97       | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7278 10-01-50                                                                      | CUSIP: 3140QFCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      779085 | PA      | $648301.58      | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD2962 02-01-52                                                                      | CUSIP: 3132DQJF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1192352 | PA      | $991965.17      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7093 04-01-51                                                                      | CUSIP: 3140XA3B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    13415808 | PA      | $11138501.65    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM7527 05-01-51                                                                      | CUSIP: 3140XBLH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      301200 | PA      | $250068.63      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5613 01-01-52                                                                      | CUSIP: 3140XMGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      101920 | PA      | $84617.47       | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT6607 02-01-52                                                                      | CUSIP: 3140LVKV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3360959 | PA      | $2790180.44     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS2660 02-01-52                                                                      | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2691672 | PA      | $2238248.92     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BT1335 07-01-51                                                                      | CUSIP: 3140LPPV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1579517 | PA      | $1311372.18     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6918 08-01-50                                                                      | CUSIP: 3140QEVL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     8518841 | PA      | $7085869.73     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA5275 05-01-51                                                                      | CUSIP: 3133KL2G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      815101 | PA      | $676563.36      | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM4883 03-01-50                                                                      | CUSIP: 3140X8M95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1101510 | PA      | $916243.74      | 0.00%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP6439 07-01-50                                                                      | CUSIP: 3140KEEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2629464 | PA      | $2187190.73     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BN7443 03-01-50                                                                      | CUSIP: 3140JQHV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      776315 | PA      | $651822.20      | 0.00%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BQ7428 09-01-51                                                                      | CUSIP: 3140KTHE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1738810 | PA      | $1449181.38     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR7725 04-01-51                                                                      | CUSIP: 3140L6SP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       32134 | PA      | $26679.75       | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BR8793 05-01-51                                                                      | CUSIP: 3140L7XX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    16356762 | PA      | $13580103.35    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS5125 10-01-51                                                                      | CUSIP: 3140XLVT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3847848 | PA      | $3194679.43     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FM6764 03-01-51                                                                      | CUSIP: 3140XAQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    28321954 | PA      | $23514642.21    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS6479 01-01-52                                                                      | CUSIP: 3140XNFV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2317798 | PA      | $1927237.86     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 SD3478 04-01-52                                                                      | CUSIP: 3132DQ2K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1910576 | PA      | $1586251.70     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.0 RA8666 03-01-53                                                                      | CUSIP: 3133KQTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     9588248 | PA      | $8936735.71     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA8676 03-01-53                                                                      | CUSIP: 3133KQT97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      664766 | PA      | $552646.20      | 0.00%             | 2053-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 RA9021 04-01-53                                                                      | CUSIP: 3133KRAW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      594984 | PA      | $494696.70      | 0.00%             | 2053-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6996 09-01-50                                                                      | CUSIP: 3140QEX23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1775352 | PA      | $1477969.74     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FP0074 11-01-50                                                                      | CUSIP: 3140XTCL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     5101012 | PA      | $4270388.43     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA7248 10-01-50                                                                      | CUSIP: 3140QFBS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      195542 | PA      | $162658.63      | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA6289 07-01-50                                                                      | CUSIP: 3140QD7B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      503352 | PA      | $420100.36      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 FS3207 02-01-51                                                                      | CUSIP: 3140XJR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4867849 | PA      | $4073182.30     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 CA8607 01-01-51                                                                      | CUSIP: 3140QGR58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      269512 | PA      | $224953.22      | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QD3540 12-01-51                                                                      | CUSIP: 3133B04Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     2569889 | PA      | $2143963.11     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 2.5 QC8618 10-01-51                                                                      | CUSIP: 3133ATSF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     6215255 | PA      | $5187395.16     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.5 BP5843 05-01-50                                                                      | CUSIP: 3140KDP53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       73499 | PA      | $61455.01       | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3017 12-01-54                                                                      | CUSIP: 3142GTK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   103859445 | PA      | $101968683.68   | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RJ3078 12-01-54                                                                      | CUSIP: 3142GTM45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    14445242 | PA      | $14518406.76    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FS9025 09-01-54                                                                      | CUSIP: 3140XRA39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    40932260 | PA      | $41165819.36    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5552 12-01-54                                                                      | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   111939000 | PA      | $109805890.50   | 0.04%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.5 FS9508 03-01-54                                                                      | CUSIP: 3140XRR64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     7740396 | PA      | $7419223.73     | 0.00%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD6706 01-01-54                                                                      | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    59879987 | PA      | $57395386.61    | 0.02%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMBT 2024-FBLU                                                                   | FMBT 2024-FBLU A 144A FRN 12-15-29                                                                 | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16204000 | PA      | $16227349.96    | 0.01%             | 2029-12-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 SD8489 12-01-54                                                                      | CUSIP: 3132DWNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   177617022 | PA      | $170007197.83   | 0.07%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5531 11-01-54                                                                      | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    59623343 | PA      | $59667166.48    | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ3163 12-01-54                                                                      | CUSIP: 3142GTQR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    44410502 | PA      | $43584733.04    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 CB9616 12-01-54                                                                      | CUSIP: 3140QVVJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    24206246 | PA      | $24240836.50    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BT1897 02-01-52                                                                      | CUSIP: 3140LQDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      776290 | PA      | $615347.33      | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 2.0 BU7817 12-01-51                                                                      | CUSIP: 3140M9VK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     2188670 | PA      | $1734904.36     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5587 01-01-55                                                                      | CUSIP: 31418FF51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    27699853 | PA      | $28169614.67    | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD4553 09-01-53                                                                      | CUSIP: 3132DSBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       58812 | PA      | $50996.71       | 0.00%             | 2053-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 4.5 RJ3264 02-01-55                                                                      | CUSIP: 3142GTTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    13196633 | PA      | $12636726.49    | 0.01%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 MA5631 02-01-55                                                                      | CUSIP: 31418FHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4819005 | PA      | $4979949.97     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8508 02-01-55                                                                      | CUSIP: 3132DWNZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1003447 | PA      | $1036960.28     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8507 02-01-55                                                                      | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    20361988 | PA      | $20705210.14    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5615 02-01-55                                                                      | CUSIP: 31418FGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   142040567 | PA      | $144439348.37   | 0.06%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5647 03-01-55                                                                      | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    26488457 | PA      | $26933118.69    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.5 SD8526 04-01-55                                                                      | CUSIP: 3132DWPK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      462254 | PA      | $477692.22      | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.5 CB9418 11-01-54                                                                      | CUSIP: 3140QVPC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14486228 | PA      | $14972298.79    | 0.01%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8491 12-01-54                                                                      | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    31540824 | PA      | $30939782.50    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5674 04-01-55                                                                      | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    14781369 | PA      | $15031602.74    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2664 10-01-54                                                                      | CUSIP: 3142GS6A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     5699706 | PA      | $5596968.31     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 RJ2836 11-01-54                                                                      | CUSIP: 3142GTEJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     8339507 | PA      | $8180589.75     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 6.0 SD8525 04-01-55                                                                      | CUSIP: 3132DWPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    46296222 | PA      | $47074229.93    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 DC7823 12-01-54                                                                      | CUSIP: 3140AVVR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      199386 | PA      | $202833.63      | 0.00%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 3.0 SD4122 10-01-53                                                                      | CUSIP: 3132E0SK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      411842 | PA      | $356929.83      | 0.00%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 7.0 FS9819 07-01-54                                                                      | CUSIP: 3140XR4D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      313856 | PA      | $331121.17      | 0.00%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 BW0516 05-01-37                                                                      | CUSIP: 3140MRSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1496743 | PA      | $1398125.47     | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCI UMBS 2.5 SB1388 01-01-38                                                                      | CUSIP: 3132CXRH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1082243 | PA      | $1011220.04     | 0.00%             | 2038-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCI UMBS 2.5 MA4665 07-01-37                                                                      | CUSIP: 31418EFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     1374416 | PA      | $1283862.89     | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB4021 06-01-52                                                                      | CUSIP: 3140QPPF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    10244442 | PA      | $9559037.64     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 4.0 CB3379 04-01-52                                                                      | CUSIP: 3140QNXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     4942123 | PA      | $4611460.18     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 FA0608 02-01-55                                                                      | CUSIP: 3140W0VA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     3650690 | PA      | $3653373.44     | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.0 MA5699 05-01-55                                                                      | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    25596535 | PA      | $25102752.15    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.0 SD8532 05-01-55                                                                      | CUSIP: 3132DWPR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    22693774 | PA      | $22257758.46    | 0.01%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 5.5 MA5735 06-01-55                                                                      | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    69659411 | PA      | $69694310.14    | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                  | FNCL UMBS 5.5 RQ0013 06-01-55                                                                      | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    93304856 | PA      | $93351601.51    | 0.04%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | FNCL UMBS 6.0 MA5701 05-01-55                                                                      | CUSIP: 31418FKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    38414332 | PA      | $39059846.87    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C2                                                                    | WFCM 2024-5C2 AS FRN 11-15-57                                                                      | CUSIP: 95003UAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    15633000 | PA      | $16388746.12    | 0.01%             | 2057-11-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| WFCM 2015-SG1                                                                    | WFCM 15-SG1 A4 3.789% 09-15-48/08-15-25                                                            | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-CBDO         | CORP              | US        |     4454937 | PA      | $4442347.02     | 0.00%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                                                               | FRANCO-NEVADA CORP                                                                                 | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |     5321146 | NS      | $873617485.75   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI AVIATION LTD                                                                | FTAI AVIATION LTD                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     2375617 | NS      | $273290979.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SA                                                                   | BNP PARIBAS SA 144A LIFE SR NON PREF 5.283% 11-19-30/29                                            | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3708000 | PA      | $3780027.90     | 0.00%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO LLC                                                    | BLACKSTONE REG FINANCE CO LLC SR UNSEC 5.0% 12-06-34                                               | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     7252000 | PA      | $7223419.87     | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 7.008% 05-01-64                                                                 | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    20378000 | PA      | $22403838.11    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.528% 05-01-34                                                                 | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    36722000 | PA      | $39923534.13    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.388% 05-01-31                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3696000 | PA      | $3973717.44     | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.858% 05-01-54                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    15237000 | PA      | $16695028.53    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 6.298% 05-01-29                                                                 | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    51926000 | PA      | $54910498.78    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.293% 01-14-36/35                                                   | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    40000000 | PA      | $42026720.00    | 0.02%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 5.876% 01-14-31/30                                                   | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    57500000 | PA      | $59663207.50    | 0.02%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR NON PREF 5.565% 01-17-30                                                     | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    59800000 | PA      | $62104034.20    | 0.02%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.511% 01-24-36/35                                                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2097000 | PA      | $2156963.72     | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 5.162% 01-24-31/30                                                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      208000 | PA      | $213242.43      | 0.00%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | BANK OF AMERICA CORP SR UNSEC 1.922% 10-24-31/30                                                   | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    19327000 | PA      | $16859483.26    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | BANNER HEALTH SR UNSEC 2.913% 01-01-51                                                             | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $3822242.55     | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | BANNER HEALTH SR UNSEC 1.897% 01-01-31                                                             | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4390335.00     | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 2.75% 02-01-26                                                                  | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    20502000 | PA      | $20271496.01    | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.25% 02-01-28                                                                  | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1130222.42     | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 3.625% 02-01-31                                                                 | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4420000 | PA      | $4166146.14     | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR UNSEC 1.0% 01-20-26                                                           | CUSIP: 05578AAP3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     8345000 | PA      | $8186194.65     | 0.00%             | 2026-01-20      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                                    | BAYLOR SCOTT & WHITE HOLDINGS SR UNSEC 0.827% 11-15-25                                             | CUSIP: 072863AG8<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     5462000 | PA      | $5368233.85     | 0.00%             | 2025-11-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.275% 04-18-23/04-18-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-772865.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOLDINGS                                                    | BAYLOR SCOTT & WHITE HOLDINGS SR UNSEC 1.777% 11-15-30                                             | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    21418000 | PA      | $18772855.58    | 0.01%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSEC 2.196% 02-04-26                                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    19842000 | PA      | $19535123.63    | 0.01%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32                                                       | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    49079000 | PA      | $41429547.06    | 0.02%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP                                                     | BANK OF NEW YORK MELLON CORP SR UNSEC 5.802% 10-25-28/27                                           | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    18829000 | PA      | $19507164.09    | 0.01%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS RECFIX USD 3.342% 04-19-23/04-19-30 LCH                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $-404464.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RISKLESS ISSUER                                                                  | OIS PAYFIX USD 3.0875% 04-19-23/04-19-53 LCH                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |           1 | NC      | $5675523.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSEC 7.437% 11-02-33/32                                                           | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    25000000 | PA      | $28382975.00    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 5.9% 11-03-27                                | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7239673.00     | 0.00%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28                                                   | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    28000000 | PA      | $29662192.00    | 0.01%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                            | BANQUE FEDERATIVE DU CREDIT MUTUEL SA JPY SR UNSEC 0.82% 10-16-26                                  | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |  1700000000 | PA      | $11754218.26    | 0.00%             | 2026-10-16      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 5YR FUT FVU5 09-30-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       78480 | NC      | $91598041.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 10YR FUT TYU5 09-19-25                                                                         | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       21635 | NC      | $43430869.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC 144A LIFE SR UNSEC 6.125% 11-21-26                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    23901000 | PA      | $24298425.83    | 0.01%             | 2026-11-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP INC SR UNSEC 5.718% 07-23-32/31                                           | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    45156000 | PA      | $46731673.46    | 0.02%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CME CHICAGO MERCANTILE EXCHANGE                                                  | UST 2YR FUT TUU5 09-30-25                                                                          | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |       60510 | NC      | $27518808.73    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.463% 07-26-30/29                                             | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    35961000 | PA      | $37013434.63    | 0.01%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 5.884% 07-26-35/34                                             | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    15796000 | PA      | $16293210.69    | 0.01%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER COMPANY (THE)                                        | CONNECTICUT LIGHT AND POWER CO SR SEC 1ST LIEN 4.95% 08-15-34                                      | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $8078262.30     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                                     | COCA-COLA CO SR UNSEC 4.65% 08-14-34                                                               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     7076000 | PA      | $7115745.89     | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.65% 08-20-27                             | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    15470000 | PA      | $15585622.78    | 0.01%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A LIFE SR NON PREF 4.631% 09-11-28/27                                        | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    10125000 | PA      | $10141493.63    | 0.00%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 4.631% 09-11-30/29                                     | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     8481000 | PA      | $8485477.97     | 0.00%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 4.542% 09-19-30/29                                                          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    59267000 | PA      | $59010670.23    | 0.02%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD CFE                                             | COMISION FEDERAL DE ELECTRICIDAD 144A LIFE SR UNSEC 6.45% 01-24-35                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    18000000 | PA      | $17789256.00    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                           | THE CAMPBELL'S COMPANY SR UNSEC 4.75% 03-23-35                                                     | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     3736000 | PA      | $3591136.60     | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR UNSEC 4.9% 12-03-29                                     | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15225495.00    | 0.01%             | 2029-12-03      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                                | CONOCOPHILLIPS CO SR UNSEC 5.5% 01-15-55                                                           | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    15792000 | PA      | $14999225.81    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 4.9% 01-07-28                              | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    14090000 | PA      | $14308944.51    | 0.01%             | 2028-01-07      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 5.245% 01-13-31/30                                     | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    20000000 | PA      | $20494180.00    | 0.01%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A LIFE SR UNSEC 1.247% 01-26-27/26                                           | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    13656000 | PA      | $13397164.18    | 0.01%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 1.122% 01-28-27/26                                                          | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4902020.00     | 0.00%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 1.305% 02-02-27/26                                                 | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    53787000 | PA      | $52777848.31    | 0.02%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.9% 06-01-52                                 | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    65481000 | PA      | $44977982.17    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP SR UNSEC 1.25% 03-15-26                                                                | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     9398000 | PA      | $9199110.13     | 0.00%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                       | COPT DEFENSE PROPERTIES LP SR UNSEC 2.75% 04-15-31                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1256763.90     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CORP INMOBILIARIA VESTA SAB DE CV                                                | CORP INMOBILIARIA VESTA SAB DE CV 144A LIFE SR UNSEC 3.625% 05-13-31                               | CUSIP: 21989DAA0<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     7150000 | PA      | $6327635.60     | 0.00%             | 2031-05-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 3.091% 05-14-32/31                                                 | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   137091000 | PA      | $124482192.37   | 0.05%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                       | CAPITAL ONE FINANCIAL CORP SR UNSEC 4.985% 07-24-26/25                                             | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    22000000 | PA      | $21999340.00    | 0.01%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A LIFE SR UNSEC 6.442% 08-11-28/27                                                 | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    15952000 | PA      | $16578084.10    | 0.01%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSEC 5.61% 09-29-26/25                                                           | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    48294000 | PA      | $48404738.14    | 0.02%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG 144A SR UNSEC 9.016% 11-15-33/32                                                      | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    12700000 | PA      | $15707004.40    | 0.01%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/STAMFORD CT                                                               | UBS AG SR UNSEC 7.5% 02-15-28                                                                      | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $21580340.00    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | CROWN CASTLE INC SR UNSEC 5.0% 01-11-28                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1652000 | PA      | $1668881.79     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                     | CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28                                              | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     3600000 | PA      | $3742617.60     | 0.00%             | 2029-01-18      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE                                                 | CORP NACIONAL DEL COBRE DE CHILE 144A LIFE SR UNSEC 5.125% 02-02-33                                | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      299000 | PA      | $291442.48      | 0.00%             | 2033-02-02      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP SR UNSEC 4.8% 05-15-33                                                                | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9983800.00     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                                | CONOCOPHILLIPS CO SR UNSEC 5.3% 05-15-53                                                           | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      270000 | PA      | $249271.56      | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSEC 5.643% 05-19-29/28                                                    | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12441432.00    | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.85% 04-05-29                                                   | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    10219000 | PA      | $10017103.22    | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 4.35% 04-05-42                                                   | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1622000 | PA      | $1364979.50     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 4.4% 04-05-52                                                    | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2907000 | PA      | $2327169.78     | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.65% 04-05-27                                                   | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    15044000 | PA      | $14850910.26    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32                                                    | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     1707000 | PA      | $1603405.58     | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.0% 01-30-29                                                             | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    18658000 | PA      | $18946284.76    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.25% 01-30-31                                                            | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10231500.00    | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS HEALTH CORP SR UNSEC 5.875% 06-01-53                                                           | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      333000 | PA      | $318402.28      | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | COREBRIDGE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.75% 07-02-26                             | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     5569000 | PA      | $5640996.03     | 0.00%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC 144A LIFE SR SEC 1ST LIEN 6.625% 07-15-30                                                 | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    16375000 | PA      | $16763922.63    | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                         | COLUMBIA PIPELINES OPERATING CO LLC 144A LIFE SR UNSEC 5.927% 08-15-30                             | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27000000 | PA      | $28517697.00    | 0.01%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                         | CELANESE US HOLDINGS LLC SR UNSEC 7.2% 11-15-33                                                    | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     7724000 | PA      | $8204316.94     | 0.00%             | 2033-11-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                         | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5139000 | PA      | $5123233.55     | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 4.1% 01-13-26                                                         | CUSIP: 251526BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21547000 | PA      | $21477338.55    | 0.01%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     4641000 | PA      | $3820712.53     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                                       | DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     7611000 | PA      | $5155973.01     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.5% 08-15-50                                             | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1026000 | PA      | $594551.61      | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP SR UNSEC 0.9% 09-15-25                                                            | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4538075.18     | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 3.547% 09-18-31/30                                                    | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    29035000 | PA      | $27169298.01    | 0.01%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25                                                    | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6876000 | PA      | $6807019.97     | 0.00%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | DUKE ENERGY CORP SR UNSEC 3.5% 06-15-51                                                            | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      399000 | PA      | $274422.23      | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | DUKE ENERGY PROGRESS LLC SR SEC 1ST LIEN 2.9% 08-15-51                                             | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      449000 | PA      | $279485.44      | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR UNSEC 1.549% 09-10-27/26                                              | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    37800000 | PA      | $36524514.60    | 0.01%             | 2027-09-10      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26                                                    | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    78004000 | PA      | $75706314.18    | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.375% 12-14-28                        | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     3792000 | PA      | $3540131.57     | 0.00%             | 2028-12-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.0% 12-14-26                          | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     4791000 | PA      | $4631886.10     | 0.00%             | 2026-12-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 2.552% 01-07-28/27                                                    | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   150778000 | PA      | $146492738.46   | 0.06%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC SR UNSEC 4.25% 03-15-52                                                     | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     7466000 | PA      | $5624443.91     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK AS                                                                   | DANSKE BANK A/S 144A LIFE SR NON PREF 4.298% 04-01-28/27                                           | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    14225000 | PA      | $14178754.53    | 0.01%             | 2028-04-01      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANCH)                                               | DEUTSCHE BANK AG SR NON PREF 6.119% 07-14-26/25                                                    | CUSIP: 25160PAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8105000 | PA      | $8108477.05     | 0.00%             | 2026-07-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | DIGITAL REALTY TRUST LP SR UNSEC 5.55% 01-15-28                                                    | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5130020.00     | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.9% 01-07-35                                             | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    44748000 | PA      | $45011968.45    | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST GIC 144A LIFE SR SEC 1ST LIEN 5.5% 04-01-32                                | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30511770.00    | 0.01%             | 2032-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 5.218% 04-23-31/30                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    53415000 | PA      | $54773450.28    | 0.02%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 4.937% 04-23-28/27                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    39000000 | PA      | $39319098.00    | 0.02%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 5.35% 04-15-28                                                          | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    21962000 | PA      | $22299797.52    | 0.01%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | GENERAL MOTORS CO SR UNSEC 5.625% 04-15-30                                                         | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    39000000 | PA      | $39875238.00    | 0.02%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 5.45% 07-15-30                                            | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    69775000 | PA      | $70783318.53    | 0.03%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                                   | GLP CAPITAL LP SR UNSEC 4.0% 01-15-30                                                              | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4808730.00     | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FINANCE SRL SEACO_19-1A                                                | SEACO 19-1A B 144A 4.81% 09-17-39                                                                  | CUSIP: 37891TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7693750 | PA      | $7472924.05     | 0.00%             | 2039-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 1.65% 10-01-30                                                        | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     5826000 | PA      | $5094685.52     | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 1.25% 01-08-26                                            | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      387000 | PA      | $379935.32      | 0.00%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.992% 01-27-32/31                                                | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6895000 | PA      | $5973972.80     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.431% 03-09-27/26                                                | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14678145.00    | 0.01%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26                                                | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9437000 | PA      | $9113650.63     | 0.00%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.7% 06-10-31                                             | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    36867000 | PA      | $32308764.12    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.65% 10-21-32/31                                                 | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    29795000 | PA      | $26335979.27    | 0.01%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 1.948% 10-21-27/26                                                | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    33244000 | PA      | $32197445.64    | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32                                                | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    47338000 | PA      | $42618922.12    | 0.02%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    50192000 | PA      | $48762933.38    | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSEC 3.615% 03-15-28/27                                                | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    17830000 | PA      | $17587155.40    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                  | GENERAL MOTORS FINANCIAL CO INC SR UNSEC 6.4% 01-09-33                                             | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     5833000 | PA      | $6140043.29     | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | GEORGIA POWER CO SR UNSEC 4.95% 05-17-33                                                           | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    11075000 | PA      | $11165615.65    | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                   | GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.65% 11-15-27                                             | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5152640.00     | 0.00%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33                                                        | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     9872000 | PA      | $10216315.62    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.75% 04-15-54                                                                 | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6066000 | PA      | $5655313.60     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.375% 04-15-31                                                                | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    27962000 | PA      | $28612256.31    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 03-19-27                                           | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     9990000 | PA      | $10103156.73    | 0.00%             | 2027-03-19      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.597% 05-17-28/27                                                      | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    18878000 | PA      | $19238362.14    | 0.01%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 5.3% 06-25-54                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11530212.00    | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.275% 06-24-27                                              | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    42500000 | PA      | $43056112.50    | 0.02%             | 2027-06-24      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.45% 06-24-26                                               | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    17742000 | PA      | $17888690.86    | 0.01%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.3% 06-24-29                                                | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    22385000 | PA      | $22803420.42    | 0.01%             | 2029-06-24      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.4% 06-24-31                                                | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    41000000 | PA      | $41965468.00    | 0.02%             | 2031-06-24      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.55% 09-26-29                                          | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    35837000 | PA      | $35526364.88    | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                        | HUNTINGTON BANCSHARES INC SR UNSEC 5.272% 01-15-31/30                                              | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20498060.00    | 0.01%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.13% 11-19-28/27                                                       | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    54000000 | PA      | $54697842.00    | 0.02%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | COMCAST CORP CL A                                                                                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    26132986 | NS      | $932686270.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.0% 01-07-28                                           | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25199450.00    | 0.01%             | 2028-01-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-30                                           | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    65000000 | PA      | $66417715.00    | 0.03%             | 2030-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                     | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 5.25% 01-22-28                                     | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    53000000 | PA      | $53740304.00    | 0.02%             | 2028-01-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.45% 03-03-36/35                                                       | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    68428000 | PA      | $68830835.64    | 0.03%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.13% 03-03-31/30                                                       | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6769000 | PA      | $6861173.47     | 0.00%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 5.55% 05-01-35                                                                 | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    29152000 | PA      | $29325833.38    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | HYATT HOTELS CORP SR UNSEC 5.75% 03-30-32                                                          | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    50705000 | PA      | $52074592.76    | 0.02%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | HYATT HOTELS CORP SR UNSEC 5.05% 03-30-28                                                          | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    17280000 | PA      | $17472170.88    | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.15% 03-27-30                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20247480.00    | 0.01%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.85% 03-25-27                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    39000000 | PA      | $39183885.00    | 0.02%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | HOST HOTELS & RESORTS LP SR UNSEC 5.7% 06-15-32                                                    | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $19279338.00    | 0.01%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.24% 05-13-31/30                                                       | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    74000000 | PA      | $75363524.00    | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.875% 06-23-27                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    24017000 | PA      | $24165785.32    | 0.01%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 4.9% 06-23-28                                           | CUSIP: 44891ADV6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    47802000 | PA      | $48156356.23    | 0.02%             | 2028-06-23      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.4% 06-23-32                                           | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    24489000 | PA      | $24811887.47    | 0.01%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.1% 06-24-30                                           | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    41647000 | PA      | $42117444.51    | 0.02%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | HALLIBURTON CO SR UNSEC 3.8% 11-15-25                                                              | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      107000 | PA      | $106600.78      | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 2.95% 06-15-29                                                             | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2287918.32     | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 3.0% 02-10-27                                           | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    33995000 | PA      | $33178440.10    | 0.01%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25                                           | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3247742.18     | 0.00%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    21667000 | PA      | $20611492.10    | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.3% 01-08-26                                           | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    23790000 | PA      | $23379741.45    | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                                     | HYUNDAI CAPITAL SERVICES INC 144A LIFE SR UNSEC 1.25% 02-08-26                                     | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     9245000 | PA      | $9063326.51     | 0.00%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.804% 05-24-32/31                                                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $3555020.00     | 0.00%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26                                           | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    28381000 | PA      | $27561101.29    | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28                                                      | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    33335000 | PA      | $31060352.94    | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.5% 09-15-28                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     4734000 | PA      | $4376540.39     | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSEC 1.875% 09-15-31                                                            | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     7101000 | PA      | $6115288.89     | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSEC 3.7% 03-23-29                                                                  | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     5412000 | PA      | $5248054.28     | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27                                                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    13250000 | PA      | $14074163.25    | 0.01%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 6.332% 03-09-44/43                                                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2022000 | PA      | $2171927.26     | 0.00%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSEC 5.887% 08-14-27/26                                                      | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3250000 | PA      | $3296975.50     | 0.00%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COMPANIES INC/THE                                                   | ESTEE LAUDER COMPANIES INC/THE CL A                                                                | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     1742659 | NS      | $140806847.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC                                                                                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      496712 | NS      | $193201099.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG RESOURCES INC                                                                                  | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     8283527 | NS      | $990792664.47   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                         | EQT CORP                                                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     1141267 | NS      | $66558691.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 4.375% 03-15-42                                                                   | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6276990.00     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 3.625% 03-15-32                                                                   | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4613935.00     | 0.00%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 4.625% 03-15-52                                                                   | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7121000 | PA      | $5727242.28     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC SR UNSEC 3.375% 03-15-29                                                                   | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3216000 | PA      | $3090653.18     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.4% 01-08-31                                           | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     4521000 | PA      | $4620782.99     | 0.00%             | 2031-01-08      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31                                              | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    13320000 | PA      | $13814818.02    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 4.5% 06-30-28                                       | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     8082000 | PA      | $8082444.51     | 0.00%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC (B) 6.375% 07-01-55                                 | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    12616000 | PA      | $12801379.50    | 0.01%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                      | IMPERIAL BRANDS FINANCE PLC 144A LIFE SR UNSEC 5.62% 07-01-35                                      | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    17632000 | PA      | $17698419.74    | 0.01%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 07-14-27                                             | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    70094000 | PA      | $69198408.96    | 0.03%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.875% 01-12-28                                             | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    43573000 | PA      | $42755396.23    | 0.02%             | 2028-01-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| INTUIT INC                                                                       | INTUIT INC SR UNSEC 0.95% 07-15-25                                                                 | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     1116000 | PA      | $1114360.60     | 0.00%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | INTUIT INC SR UNSEC 1.35% 07-15-27                                                                 | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     1101000 | PA      | $1044410.80     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OPERATING PARTNERSHIP LP SR UNSEC 2.0% 08-15-31                                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    10194000 | PA      | $8685410.33     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A SR PREF 7.0% 11-21-25                                                     | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2550000 | PA      | $2570310.75     | 0.00%             | 2025-11-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32                                            | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    24225000 | PA      | $28131571.95    | 0.01%             | 2033-11-21      | Variable      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53                                       | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    16555000 | PA      | $18589824.72    | 0.01%             | 2054-06-20      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV SR UNSEC 6.083% 09-11-27/26                                                           | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    45000000 | PA      | $45836325.00    | 0.02%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | JOHN DEERE CAPITAL CORP SR UNSEC 5.1% 04-11-34                                                     | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30708150.00    | 0.01%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA SA                                                              | ESSILORLUXOTTICA SA                                                                                | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |      432561 | NS      | $118670754.70   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP PLC                                                                   | EATON CORP PLC                                                                                     | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |      186259 | NS      | $66492600.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                             | INTERNATIONAL BUSINESS MACHINES CORP                                                               | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     2859169 | NS      | $842825837.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA INC                                                                     | ILLUMINA INC                                                                                       | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     2200286 | NS      | $209929287.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                                       | INTEL CORP                                                                                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    31671119 | NS      | $709433065.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL-RAND INC                                                               | INGERSOLL-RAND INC                                                                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |    13125249 | NS      | $1091758211.82  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                               | JOHNSON CONTROLS INTERNATIONAL PLC                                                                 | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | US        |     1550000 | NS      | $163711000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMORGAN CHASE & CO                                                                                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     8958023 | NS      | $2597020447.93  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC                                                                               | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    32321386 | NS      | $1068545021.16  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP INC                                                            | EAST WEST BANCORP INC                                                                              | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     2649647 | NS      | $267561354.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                          | EXTRA SPACE STORAGE INC (REIT)                                                                     | CUSIP: 30225T102<br>LEI: 529900SDJHKRQWED6A16 | Long             | EC               | CORP              | US        |     2091180 | NS      | $308323579.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & CO INC                                                                                       | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     3031428 | NS      | $403270866.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORP                                                                         | KLA CORP                                                                                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |     1415627 | NS      | $1268033728.98  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                        | L3HARRIS TECHNOLOGIES INC                                                                          | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     2460545 | NS      | $617203107.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | LENNOX INTERNATIONAL INC                                                                           | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      358675 | NS      | $205606857.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY (NEW)                                               | LINDE PUBLIC LIMITED COMPANY (NEW)                                                                 | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | US        |     1523084 | NS      | $714600551.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND CO                                                                 | ELI LILLY AND CO                                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     2682524 | NS      | $2091107933.72  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | LOCKHEED MARTIN CORP                                                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      305000 | NS      | $141257700.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LUNDIN MINING CORP                                                               | LUNDIN MINING CORP                                                                                 | CUSIP: 550372106<br>LEI: 549300FQDIM6C8HTN269 | Long             | EC               | CORP              | CA        |    14656184 | NS      | $154122676.61   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_23-A                 | WFNMT 23-A A 5.02% 03-15-30/05-15-26                                                               | CUSIP: 981464HL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    39226000 | PA      | $39432642.57    | 0.02%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 2021-1A C 144A 2.13% 08-20-27                                                                | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1542000 | PA      | $1495784.72     | 0.00%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 2021-1A A 144A 1.38% 08-20-27                                                                | CUSIP: 05377REH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    75784000 | PA      | $73627035.79    | 0.03%             | 2027-08-20      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC AESOP_21-1                            | AESOP 2021-1A B 144A 1.63% 08-20-27                                                                | CUSIP: 05377REJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13825000 | PA      | $13416554.20    | 0.01%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 21-2 C 1.01% 01-19-27/04-21-25                                                               | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      958400 | PA      | $949362.04      | 0.00%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 21-2 D 1.29% 06-18-27/04-21-25                                                               | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20192000 | PA      | $19794015.68    | 0.01%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 21-Z2                                          | AFFRM 2021-Z2 A 144A 1.17% 11-16-26                                                                | CUSIP: 00834TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      121674 | PA      | $121495.95      | 0.00%             | 2026-11-16      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3                          | AMXCA 22-3 A 3.75% 08-16-27/08-15-25                                                               | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6666000 | PA      | $6659653.97     | 0.00%             | 2027-08-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1                                        | AESOP 23-1 A 144A 5.25% 04-20-29/28                                                                | CUSIP: 05377RGC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19885000 | PA      | $20294511.69    | 0.01%             | 2029-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1                                        | AESOP 23-1 B 144A 6.08% 04-20-29/28                                                                | CUSIP: 05377RGE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9510000 | PA      | $9808870.77     | 0.00%             | 2029-04-20      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2                                        | AESOP 2023-2A A 144A 5.2% 10-20-27                                                                 | CUSIP: 05377RGJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8650000 | PA      | $8718525.30     | 0.00%             | 2027-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                     | DRIVE 24-1 C 5.43% 11-17-31/10-15-27                                                               | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6146000 | PA      | $6234828.14     | 0.00%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-1                                                                     | DRIVE 24-1 A3 5.35% 02-15-28/12-15-25                                                              | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3417649 | PA      | $3421818.30     | 0.00%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                            | DTRT 24-1 A2 5.6% 04-15-26/08-15-25                                                                | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2465279 | PA      | $2468291.43     | 0.00%             | 2026-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST DTRT_24-1                                            | DTRT 24-1 A3 5.49% 12-15-27/04-15-27                                                               | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    30293000 | PA      | $30620709.67    | 0.01%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 24-1 A3 144A 5.30% 07-20-29/06-20-28                                                         | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8835000 | PA      | $9018679.65     | 0.00%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 24-1 A4 144A 5.38% 09-22-31/12-20-28                                                         | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1929000 | PA      | $1997741.84     | 0.00%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1A                                                                    | DLLAD 24-1 A2 144A 5.50% 08-20-27/06-22-26                                                         | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3814346 | PA      | $3832471.78     | 0.00%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EART 2024-3A                                                                     | EART 24-3 D 5.98% 09-16-30                                                                         | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9492000 | PA      | $9712707.98     | 0.00%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2                                                                     | DRIVE 24-2 A3 4.5% 09-15-28/07-15-26                                                               | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7110000 | PA      | $7108378.92     | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRSLF 2016-45A                                                                   | DRSLF 2016-45A A1RR CLO 144A FRN 10-15-30                                                          | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-O            | CORP              | KY        |    11528934 | PA      | $11528657.31    | 0.00%             | 2030-10-15      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2024-2                                                                      | DEFT 24-2 A3 144A 4.59% 08-22-30                                                                   | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6096000 | PA      | $6137477.18     | 0.00%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2                                    | EART 2021-2A D 1.4% 04-15-27                                                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9530885 | PA      | $9377704.60     | 0.00%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                       | EART 22-2A D 4.56% 07-17-28                                                                        | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5159000 | PA      | $5142424.13     | 0.00%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                    | EART 22-4A C 4.92% 12-15-28                                                                        | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2257062 | PA      | $2257486.73     | 0.00%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 22-3 A2 144A 4.38% 07-20-29/03-20-26                                                           | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4561841 | PA      | $4557936.05     | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-3                                          | EFF 22-3 A3 144A 4.29% 07-20-29/03-22-27                                                           | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7766000 | PA      | $7759360.07     | 0.00%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_22-4                                          | EFF 22-4 A2 5.76% 10-22-29/05-20-26                                                                | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9762009 | PA      | $9802433.10     | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                    | EART 23-3 D 6.68% 04-16-29/05-17-27                                                                | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3884000 | PA      | $3967735.16     | 0.00%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-3                                    | EART 23-3 C 6.21% 06-15-28/05-15-26                                                                | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2138000 | PA      | $2152963.86     | 0.00%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC EFF_24-1                                          | EFF 24-1 A2 144A 5.23% 03-20-30/05-20-27                                                           | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6454041 | PA      | $6502272.52     | 0.00%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-C                                                    | PFSFC 2024-C A 144A FRN 04-17-28                                                                   | CUSIP: 69335PFG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15000000 | PA      | $15035115.00    | 0.01%             | 2028-04-17      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| PFS FINANCING CORP PFSFC_24-D                                                    | PFSFC 24-D A 144A 5.34% 04-16-29/04-15-27                                                          | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9986000 | PA      | $10165458.41    | 0.00%             | 2029-04-16      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                     | PKAIR 24-1 A1 144A 5.842% 09-15-39                                                                 | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7521695 | PA      | $7625253.26     | 0.00%             | 2039-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-1                                                                     | PKAIR 2024-1 AF 144A FRN 09-15-39                                                                  | CUSIP: 69291VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4091371 | PA      | $4097139.43     | 0.00%             | 2039-09-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-1A                                                                     | PEAC 24-1A A2 144A 5.79% 06-21-27/12-21-26                                                         | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12957779 | PA      | $13062465.06    | 0.01%             | 2027-06-21      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC PCG_24-A                                               | PG&E RECOVERY FUNDING LLC SR UNSEC SF 4.838% 06-01-33                                              | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15876420 | PA      | $15978235.86    | 0.01%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PILOT 2024-1A                                                                    | PILOT 24-1 A2A 144A 4.84% 01-20-27                                                                 | CUSIP: 73328AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9756933 | PA      | $9767382.61     | 0.00%             | 2027-01-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-1A                                                                    | PILOT 24-1 A3 144A 4.67% 11-22-27                                                                  | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12218000 | PA      | $12259370.15    | 0.00%             | 2027-11-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PART 2024-2A                                                                     | PART 24-2 B 144A 4.56% 02-15-29/02-16-27                                                           | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3815000 | PA      | $3808216.93     | 0.00%             | 2029-02-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| PKAIR 2024-2                                                                     | PKAIR 24-2 A 144A 5.052% 10-15-39/05-15-30                                                         | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10991825 | PA      | $10971028.92    | 0.00%             | 2039-10-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD PSTAT_22-4                                        | PSTAT 22-4 A1RN CLO 144A FRN (TSFR3M+100) 07-24-31                                                 | CUSIP: 69702YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3820503 | PA      | $3821534.50     | 0.00%             | 2031-07-24      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                     | PEAC 24-2 A2 144A 4.74% 04-20-27/09-21-26                                                          | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4814325 | PA      | $4816563.57     | 0.00%             | 2027-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2024-2A                                                                     | PEAC 24-2 A3 144A 4.65% 10-20-31/05-20-27                                                          | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3805000 | PA      | $3822225.24     | 0.00%             | 2031-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-2A                                                                    | PILOT 24-2 A4 144A 4.26% 09-20-30                                                                  | CUSIP: 73328NAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4938000 | PA      | $4933476.79     | 0.00%             | 2030-09-20      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| PILOT 2024-2A                                                                    | PILOT 24-2 A3 144A 4.35% 10-20-27                                                                  | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6547000 | PA      | $6549828.30     | 0.00%             | 2027-10-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A A1N CLO 144A FRN 01-15-33                                                            | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    43073436 | PA      | $43004044.57    | 0.02%             | 2033-01-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A B CLO 144A FRN 01-15-33                                                              | CUSIP: 69703RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6000000 | PA      | $5994774.00     | 0.00%             | 2033-01-15      | Variable      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| PSTAT 2024-2A                                                                    | PSTAT 2024-2A A2 CLO 144A FRN 01-15-33                                                             | CUSIP: 69703RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    21286000 | PA      | $21284297.12    | 0.01%             | 2033-01-15      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| PREF 2025-1A                                                                     | PREF 25-1 A2 144A 4.9% 05-15-31/01-18-28                                                           | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9540000 | PA      | $9599186.16     | 0.00%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PEAC 2025-1A                                                                     | PEAC 25-1 A2 144A 4.94% 10-20-28                                                                   | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8845000 | PA      | $8881078.76     | 0.00%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PIPK 2020-6A                                                                     | PIPK 20-6 ARR CLO 144A FRN (TSFR3M+94) 05-18-34                                                    | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-O            | CORP              | US        |     5125000 | PA      | $5121156.25     | 0.00%             | 2034-05-18      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                              | RPM 22-3 B 144A 6.58% 11-25-30                                                                     | CUSIP: 76088TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7591535 | PA      | $7622774.39     | 0.00%             | 2030-11-25      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_22-3                              | RPM 22-3 A 144A 5.38% 11-25-30                                                                     | CUSIP: 76088TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1356747 | PA      | $1357247.71     | 0.00%             | 2030-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| USCLN 2025-SUP1                                                                  | USCLN 25-SUP1 B 144A 5.582% 02-25-32                                                               | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9194157 | PA      | $9203443.22     | 0.00%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-1                                                   | VZMT 23-1 A 4.49% 01-22-29/01-20-26                                                                | CUSIP: 92348KBG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    77422000 | PA      | $77438490.89    | 0.03%             | 2029-01-22      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| VENTURE CDO LTD VENTR_18-32A                                                     | VENTR 2018-32A A2A CLO 144A FRN 07-18-31                                                           | CUSIP: 92325QAC1<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-O            | CORP              | KY        |     8974223 | PA      | $8980828.34     | 0.00%             | 2031-07-18      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK FEDFUND                                                                | BLACKROCK FEDFUND                                                                                  | CUSIP: 09248U700<br>LEI: N/A                  | Long             | EC               | RF                | US        |    10000000 | PA      | $10000000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT      | DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT                        | CUSIP: 261908107<br>LEI: N/A                  | Long             | EC               | RF                | US        |    10000000 | PA      | $10000000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                 | FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO                                   | CUSIP: 316175108<br>LEI: N/A                  | Long             | EC               | RF                | US        |     9200000 | PA      | $9200000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                   | GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                     | CUSIP: 38141W273<br>LEI: N/A                  | Long             | EC               | RF                | US        |     7600000 | PA      | $7600000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO | MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO                   | CUSIP: 61747C707<br>LEI: N/A                  | Long             | EC               | RF                | US        |    10700000 | PA      | $10700000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US GOVERNMENT MONEY MARKET FUND                                                  | US GOVERNMENT MONEY MARKET FUND                                                                    | CUSIP: 74926P696<br>LEI: N/A                  | Long             | EC               | RF                | US        |     4600000 | PA      | $4600000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO         | INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | EC               | RF                | US        |     7203968 | PA      | $7203968.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                       | STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND                                         | CUSIP: 857492706<br>LEI: N/A                  | Long             | EC               | RF                | US        |    10000000 | PA      | $10000000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL GROUP CENTRAL CASH FUND                                                  | CAPITAL GROUP CENTRAL CASH FUND                                                                    | CUSIP: 14020B102<br>LEI: 549300YD0SRETB6WWP29 | Long             | EC               | RF                | US        |     7648281 | PA      | $7648280.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** American Balanced Fund

**Signature:** Scott Lewis

**Name of Signer:** Scott Lewis

**Title:** Lead Analyst