# EDGAR Filing Document

**Accession Number:** 0000731890
**File Stem:** 0000731890-23-000016
**Filing Date:** 2023-1
**Character Count:** 417862
**Document Hash:** 8159a56eccc416c6d910828559d04f9c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000731890-23-000016.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0000731890-23-000016

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Short-Term Bond Fund, Inc.
- **CENTRAL INDEX KEY:** 0000731890
- **IRS NUMBER:** 521332477
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03894
- **FILM NUMBER:** 23561226

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE SHORT TERM BOND FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### T. Rowe Price Short-Term Bond Fund, Inc. (Series ID: S000002141)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000005536 | T. Rowe Price Short-Term Bond Fund, Inc.         | PRWBX           |
| C000005537 | T. Rowe Price Short-Term Bond Fund-Advisor Class | PASHX           |
| C000166333 | T. Rowe Price Short-Term Bond Fund-I Class       | TBSIX           |
| C000225824 | T. Rowe Price Short-Term Bond Fund-Z Class       | TRZOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE SHORT-TERM BOND FUND, INC.

- **b. Investment Company Act file number:** 811-03894

- **c. CIK number of Registrant:** 0000731890

- **d. LEI of Registrant:** 549300C2B2KYI619RG43

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Short-Term Bond Fund, Inc.

- **b. EDGAR series identifier (if any):** S000002141

- **c. LEI of Series:** O3EF15Z749ITOPZMGX97

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $4899866020.67

**Total Liabilities:** $20309068.10

**Net Assets:** $4879556952.57

**Stand-by Commitments:** $4462148.30

**Cash Not Reported:** $6451740.74

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -20676.458061 | **1-Year:** -394954.182433 | **5-Year:** -390191.066765 | **10-Year:** -52848.480390 | **30-Year:** -332.038681

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

- **3-Month:** 0.000000 | **1-Year:** -5212.230522 | **5-Year:** -1681.796217 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166333 | -1.55%               | -0.25%               | 0.90%                |
| Class ID C000005537 | -1.58%               | -0.51%               | 0.86%                |
| Class ID C000225824 | -1.52%               | -0.45%               | 0.93%                |
| Class ID C000005536 | -1.56%               | -0.49%               | 0.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1963736.18             | $-79405779.34                              |
| Month 2  | $-2082788.36             | $-28325037.29                              |
| Month 3  | $-7508501.10             | $48633770.18                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                              | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       -44 | NC      | $-99062.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -644 | NC      | $-775723.76   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -605 | NC      | $-544409.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      4819 | NC      | $2636901.86   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                                                                  | GENERAL MILLS INC CDS 12/20/2024                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-88191.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | GENERAL MILLS INC  CDS 12/20/2024                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-126013.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                                                         | GENERAL MILLS INC CDS 12/20/2024                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-125977.39   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | GENERAL MILLS INC CDS 12/20/2024                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-124833.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                         | OMNICOM GROUP INC / OMNICOM CAPITAL INC CDS 12/20/2024                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-118598.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                         | OMNICOM GROUP INC / OMNICOM CAPITAL INC CDS 12/20/2024                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-118598.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                         | ENBRIDGE INC CDS 06/20/2023                                                      | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $114463.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                         | AT&T INC CDS 12/20/2022                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $31801.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     -1732 | NC      | $-1139084.44  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison International 17 II Ltd                                             | CK HUTCHISON INTERNATIONAL 17 II LTD                                             | CUSIP: AP3061573<br>LEI: 254900F7C0PB6TKONV55 | Long             | DBT              | CORP              | KY        |  10400000 | PA      | $10328240.00  | 0.21%             | 2023-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                                  | QNB FINANCE LTD                                                                  | CUSIP: BJ2959366<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |   4765000 | PA      | $4474787.68   | 0.09%             | 2025-05-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                            | CUSIP: BY0800403<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   7200000 | PA      | $6993446.18   | 0.14%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND | CUSIP: BH8025505<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   8000000 | PA      | $7949880.00   | 0.16%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HPHT Finance 19 Ltd                                                              | HPHT FINANCE 19 LTD                                                              | CUSIP: ZQ3747594<br>LEI: 254900U58MWSWY66P584 | Long             | DBT              | CORP              | KY        |   9234000 | PA      | $8805819.42   | 0.18%             | 2024-11-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                                  | QNB FINANCE LTD                                                                  | CUSIP: AX8006402<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |   8635000 | PA      | $8453112.36   | 0.17%             | 2024-03-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Bank of India/London                                                       | STATE BANK OF INDIA/LONDON                                                       | CUSIP: AU5885655<br>LEI: 5493001JZ37UBBZF6L49 | Long             | DBT              | CORP              | IN        |   4000000 | PA      | $3968004.00   | 0.08%             | 2023-09-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                                       | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   5765000 | PA      | $5842556.55   | 0.12%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                                         | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                                         | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4240000 | PA      | $3935261.02   | 0.08%             | 2028-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2020-A                                         | WORLD OMNI AUTO RECEIVABLES TRUST 2020-A                                         | CUSIP: 98163MAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3390000 | PA      | $3204842.61   | 0.07%             | 2026-08-17      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2020-A                                              | WORLD OMNI SELECT AUTO TRUST 2020-A                                              | CUSIP: 98163DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4660000 | PA      | $4382394.95   | 0.09%             | 2026-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2020-A                                              | WORLD OMNI SELECT AUTO TRUST 2020-A                                              | CUSIP: 98163DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4085000 | PA      | $3934619.71   | 0.08%             | 2026-06-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2019-C                                         | WORLD OMNI AUTO RECEIVABLES TRUST 2019-C                                         | CUSIP: 98162RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5370000 | PA      | $5222107.52   | 0.11%             | 2026-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3262130.25   | 0.07%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC/THE                                                             | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $2096296.91   | 0.04%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-LC14                                        | WFRBS COMMERCIAL MORTGAGE TRUST 2014-LC14                                        | CUSIP: 96221TAE7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |   7525000 | PA      | $7350800.01   | 0.15%             | 2047-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CORP                                                                    | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1392766.50   | 0.03%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO/THE                                                             | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |  14455000 | PA      | $13720180.08  | 0.28%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2021-RR1 Trust                            | WELLS FARGO MORTGAGE BACKED SECURITIES 2021-RR1 TRUST                            | CUSIP: 95003JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9292456 | PA      | $8155365.98   | 0.17%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7470000 | PA      | $7297891.20   | 0.15%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7870000 | PA      | $7630437.20   | 0.16%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4488995.10   | 0.09%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6089336.20   | 0.12%             | 2024-06-02      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5935000 | PA      | $5528583.07   | 0.11%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2                                  | CUSIP: 94989MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646180 | PA      | $1587779.95   | 0.03%             | 2058-07-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2020-RR1 Trust                            | WELLS FARGO MORTGAGE BACKED SECURITIES 2020-RR1 TRUST                            | CUSIP: 949796AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569246 | PA      | $469106.13    | 0.01%             | 2050-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C23                                         | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23                                         | CUSIP: 92939HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8820000 | PA      | $8524199.25   | 0.17%             | 2057-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                                                                     | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   8290000 | PA      | $8220894.56   | 0.17%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | CUSIP: 928668BR2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5185000 | PA      | $5037823.78   | 0.10%             | 2025-06-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5066743.14   | 0.10%             | 2023-11-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2377588.80   | 0.05%             | 2023-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMWARE INC                                                                       | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5488201.70   | 0.11%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   8015000 | PA      | $7839279.14   | 0.16%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  30800000 | PA      | $29414000.00  | 0.60%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                                          | VISTA POINT SECURITIZATION TRUST 2020-2                                          | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860459 | PA      | $719346.33    | 0.01%             | 2065-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | VIATRIS INC                                                                      | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $3569404.44   | 0.07%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-6                                                | VERUS SECURITIZATION TRUST 2022-6                                                | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5409708 | PA      | $5123221.70   | 0.10%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-1                                                | VERUS SECURITIZATION TRUST 2022-1                                                | CUSIP: 92538WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8993918 | PA      | $7309666.64   | 0.15%             | 2067-01-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                                | VERUS SECURITIZATION TRUST 2021-5                                                | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3409966 | PA      | $2587101.95   | 0.05%             | 2066-09-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-2                                                | VERUS SECURITIZATION TRUST 2021-2                                                | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2805383 | PA      | $2316943.22   | 0.05%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                               | VERUS SECURITIZATION TRUST 2021-R2                                               | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2903427 | PA      | $2630885.03   | 0.05%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-5                                                | VERUS SECURITIZATION TRUST 2020-5                                                | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1295507 | PA      | $1152740.10   | 0.02%             | 2065-05-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                               | VERUS SECURITIZATION TRUST 2021-R1                                               | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891592 | PA      | $773246.58    | 0.02%             | 2063-10-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-2                                                | VERUS SECURITIZATION TRUST 2020-2                                                | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1652998 | PA      | $1582859.67   | 0.03%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-INV1                                             | VERUS SECURITIZATION TRUST 2020-INV1                                             | CUSIP: 92537TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277710 | PA      | $264901.97    | 0.01%             | 2060-03-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                                | VERUS SECURITIZATION TRUST 2021-1                                                | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1244591 | PA      | $970861.94    | 0.02%             | 2066-01-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                                | VERUS SECURITIZATION TRUST 2021-1                                                | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2106392 | PA      | $1673055.11   | 0.03%             | 2066-01-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-INV2                                             | VERUS SECURITIZATION TRUST 2019-INV2                                             | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1696231 | PA      | $1633154.36   | 0.03%             | 2059-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-1                                                | VERUS SECURITIZATION TRUST 2020-1                                                | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340050 | PA      | $1258440.38   | 0.03%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   9810000 | PA      | $8853495.57   | 0.18%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  11600000 | PA      | $10367500.00  | 0.21%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  11075000 | PA      | $10279958.98  | 0.21%             | 2026-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4961118.08   | 0.10%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   6730000 | PA      | $6832699.80   | 0.14%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $7719104.52   | 0.16%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12185000 | PA      | $12221174.22  | 0.25%             | 2024-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40220000 | PA      | $40672475.00  | 0.83%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73790000 | PA      | $73778470.31  | 1.51%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50730000 | PA      | $49699546.88  | 1.02%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12750000 | PA      | $12447187.50  | 0.26%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51465000 | PA      | $50242706.25  | 1.03%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 209545000 | PA      | $202407373.44 | 4.15%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 142330000 | PA      | $138193534.38 | 2.83%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 222545000 | PA      | $210444115.63 | 4.31%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11675000 | PA      | $10890585.94  | 0.22%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2075000 | PA      | $2020531.25   | 0.04%             | 2023-06-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4098281.46   | 0.08%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  10510000 | PA      | $10274470.90  | 0.21%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class B Pass Through Trust                                | UNITED AIRLINES 2019-2 CLASS B PASS THROUGH TRUST                                | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2134831 | PA      | $1803003.93   | 0.04%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UWM Mortgage Trust 2021-INV5                                                     | UWM MORTGAGE TRUST 2021-INV5                                                     | CUSIP: 90355DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2697470 | PA      | $2305840.42   | 0.05%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UWM Mortgage Trust 2021-INV2                                                     | UWM MORTGAGE TRUST 2021-INV2                                                     | CUSIP: 90354TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2302087 | PA      | $1952544.60   | 0.04%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG                                                                     | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6380000 | PA      | $6248616.66   | 0.13%             | 2025-08-05      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG                                                                     | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2465000 | PA      | $2399963.44   | 0.05%             | 2026-05-12      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3200000 | PA      | $2746064.00   | 0.06%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP AG                                                                     | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  12535000 | PA      | $12130081.90  | 0.25%             | 2024-07-30      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue 2017-280P Mortgage Trust                                         | 280 PARK AVENUE 2017-280P MORTGAGE TRUST                                         | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5835000 | PA      | $5670350.89   | 0.12%             | 2034-09-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL CORP                                                            | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5976517.75   | 0.12%             | 2025-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd                                               | TRITON CONTAINER INTERNATIONAL LTD                                               | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |  11395000 | PA      | $10979618.18  | 0.23%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-5                                                 | TOWD POINT MORTGAGE TRUST 2018-5                                                 | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4131247 | PA      | $3950033.43   | 0.08%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                                 | TOWD POINT MORTGAGE TRUST 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925927 | PA      | $890034.16    | 0.02%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-4                                                 | TOWD POINT MORTGAGE TRUST 2017-4                                                 | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1288268 | PA      | $1217428.28   | 0.02%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-2                                                 | TOWD POINT MORTGAGE TRUST 2017-2                                                 | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428585 | PA      | $422060.72    | 0.01%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-1                                                 | TOWD POINT MORTGAGE TRUST 2017-1                                                 | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680776 | PA      | $667902.71    | 0.01%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-3                                                 | TOWD POINT MORTGAGE TRUST 2017-3                                                 | CUSIP: 89169DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1526065 | PA      | $1482776.29   | 0.03%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO-DOMINION BANK/THE                                                        | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  12675000 | PA      | $12504039.60  | 0.26%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERACTIVE SOFTWARE INC                                                | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2018019.23   | 0.04%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERACTIVE SOFTWARE INC                                                | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   6240000 | PA      | $6065748.00   | 0.12%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                                                                 | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7685000 | PA      | $7430611.13   | 0.15%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Symphony Static CLO I Ltd                                                        | SYMPHONY STATIC CLO I LTD                                                        | CUSIP: 87190TAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11545000 | PA      | $11167919.40  | 0.23%             | 2029-10-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXVI Ltd                                                            | SYMPHONY CLO XXVI LTD                                                            | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4230000 | PA      | $4120353.11   | 0.08%             | 2033-04-20      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd                                                           | SYMPHONY CLO XXIII LTD                                                           | CUSIP: 87167NDC6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   3605000 | PA      | $3519060.59   | 0.07%             | 2034-01-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVII Ltd                                                            | SYMPHONY CLO XVII LTD                                                            | CUSIP: 87165UAN1<br>LEI: 549300X84MR2MGY6OR68 | Long             | ABS-CBDO         | CORP              | KY        |   3705070 | PA      | $3663948.26   | 0.08%             | 2028-04-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANCIAL                                                              | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  16585000 | PA      | $16193925.70  | 0.33%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                                | SYDNEY AIRPORT FINANCE CO PTY LTD                                                | CUSIP: 87124VAD1<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   9674000 | PA      | $9629393.19   | 0.20%             | 2023-03-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                         | SVENSKA HANDELSBANKEN AB                                                         | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   6100000 | PA      | $5350859.00   | 0.11%             | 2027-06-11      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    455000 | PA      | $446137.97    | 0.01%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 86765BAL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    697000 | PA      | $693520.58    | 0.01%             | 2023-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                                        | STELLANTIS FINANCE US INC                                                        | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5004667.56   | 0.10%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS INC                                                               | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $4810162.50   | 0.10%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-4                                       | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                                       | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9995203 | PA      | $7979562.26   | 0.16%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2021-2                                       | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2                                       | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2516381 | PA      | $2318354.74   | 0.05%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-1                                       | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                                       | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3199278 | PA      | $3054969.14   | 0.06%             | 2050-02-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2019-INV1                                    | STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1                                    | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2611208 | PA      | $2478172.07   | 0.05%             | 2049-09-27      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHARTERED PLC                                                           | CUSIP: 853254CL2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1865000 | PA      | $1922303.99   | 0.04%             | 2025-11-16      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHARTERED PLC                                                           | CUSIP: 853254CE8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3965000 | PA      | $3603423.72   | 0.07%             | 2025-11-23      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHARTERED PLC                                                           | CUSIP: 853254CB4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $485814.68    | 0.01%             | 2025-03-23      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHARTERED PLC                                                           | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3390000 | PA      | $3168199.08   | 0.06%             | 2025-01-12      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHARTERED PLC                                                           | CUSIP: 853254BJ8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1314565.63   | 0.03%             | 2024-03-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHARTERED PLC                                                           | CUSIP: 853254AJ9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  12570000 | PA      | $12504937.68  | 0.26%             | 2023-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CALIFORNIA GAS CO                                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $4984107.34   | 0.10%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE SA                                                              | CUSIP: 83368RAU6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1120000 | PA      | $1051257.76   | 0.02%             | 2024-10-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SLIDE 2018-FUN                                                                   | SLIDE 2018-FUN                                                                   | CUSIP: 831350AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6364055 | PA      | $6184594.95   | 0.13%             | 2031-06-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| SLIDE 2018-FUN                                                                   | SLIDE 2018-FUN                                                                   | CUSIP: 831350AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5358006 | PA      | $5279008.28   | 0.11%             | 2031-06-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                           | SKYWORKS SOLUTIONS INC                                                           | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2583609.55   | 0.05%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAVISKA ENSKILDA BANKEN AB                                                 | CUSIP: 830505AX1<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   7645000 | PA      | $7392867.90   | 0.15%             | 2025-06-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROPERTY GROUP LP                                                          | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3171522.05   | 0.06%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROPERTY GROUP LP                                                          | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $6334850.80   | 0.13%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-1 Receivables Funding LLC                                  | SIERRA TIMESHARE 2019-1 RECEIVABLES FUNDING LLC                                  | CUSIP: 82653EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790265 | PA      | $758007.74    | 0.02%             | 2036-01-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-3 Receivables Funding LLC                                  | SIERRA TIMESHARE 2019-3 RECEIVABLES FUNDING LLC                                  | CUSIP: 82652NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3789625 | PA      | $3553546.74   | 0.07%             | 2036-08-20      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-2 Receivables Funding LLC                                  | SIERRA TIMESHARE 2019-2 RECEIVABLES FUNDING LLC                                  | CUSIP: 82652MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2557563 | PA      | $2458948.12   | 0.05%             | 2036-05-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2020-2 Receivables Funding LLC                                  | SIERRA TIMESHARE 2020-2 RECEIVABLES FUNDING LLC                                  | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1281886 | PA      | $1207034.75   | 0.02%             | 2037-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                       | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                       | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   5950000 | PA      | $5836628.70   | 0.12%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2933041.16   | 0.06%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1956171.99   | 0.04%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Shelter Growth CRE Issuer Ltd                                                    | SHELTER GROWTH CRE ISSUER LTD                                                    | CUSIP: 822866AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3121166 | PA      | $3019160.66   | 0.06%             | 2036-09-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2020-2                                             | SG RESIDENTIAL MORTGAGE TRUST 2020-2                                             | CUSIP: 81882JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640571 | PA      | $1429665.01   | 0.03%             | 2065-05-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                     | 7-ELEVEN INC                                                                     | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   4890000 | PA      | $4635954.72   | 0.10%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc                                                                     | 7-ELEVEN INC                                                                     | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $2993049.52   | 0.06%             | 2023-02-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH4                                                  | SEQUOIA MORTGAGE TRUST 2018-CH4                                                  | CUSIP: 81747LAU5<br>LEI: 5493003EWUCLH0O45S72 | Long             | ABS-MBS          | CORP              | US        |     32078 | PA      | $31728.61     | 0.00%             | 2048-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH4                                                  | SEQUOIA MORTGAGE TRUST 2018-CH4                                                  | CUSIP: 81747LAB7<br>LEI: 5493003EWUCLH0O45S72 | Long             | ABS-MBS          | CORP              | US        |     49465 | PA      | $48926.15     | 0.00%             | 2048-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                                  | SEQUOIA MORTGAGE TRUST 2018-CH2                                                  | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378574 | PA      | $354472.33    | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                                                  | SEQUOIA MORTGAGE TRUST 2018-CH2                                                  | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991074 | PA      | $927977.68    | 0.02%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH3                                                  | SEQUOIA MORTGAGE TRUST 2018-CH3                                                  | CUSIP: 81746WAU2<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |     78537 | PA      | $76902.43     | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                                                                    | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   5035000 | PA      | $4849077.59   | 0.10%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB CORP/THE                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  14325000 | PA      | $13167196.20  | 0.27%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance Canada Ltd                                                  | SCHLUMBERGER FINANCE CANADA LTD                                                  | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |   2330000 | PA      | $2130186.19   | 0.04%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HOLDINGS CORP                                                       | CUSIP: 806851AJ0<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  10390000 | PA      | $10227022.46  | 0.21%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HOLDINGS CORP                                                       | CUSIP: 806851AG6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2511315.24   | 0.05%             | 2025-12-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-B                            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B                            | CUSIP: 80290CBD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3393101 | PA      | $3371818.64   | 0.07%             | 2032-08-16      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-B                            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B                            | CUSIP: 80290CAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3576003 | PA      | $3556138.78   | 0.07%             | 2032-08-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Santander Bank NA - SBCLN                                                        | SANTANDER BANK NA - SBCLN                                                        | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1179774 | PA      | $1132133.70   | 0.02%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2020-4                                    | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4                                    | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4298870 | PA      | $4246594.45   | 0.09%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-A                                         | SANTANDER RETAIL AUTO LEASE TRUST 2021-A                                         | CUSIP: 80286TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15370000 | PA      | $14426924.47  | 0.30%             | 2026-03-20      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2020-B                                         | SANTANDER RETAIL AUTO LEASE TRUST 2020-B                                         | CUSIP: 80286RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4050000 | PA      | $3799427.31   | 0.08%             | 2025-10-20      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2020-A                                         | SANTANDER RETAIL AUTO LEASE TRUST 2020-A                                         | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5280000 | PA      | $5198317.34   | 0.11%             | 2024-11-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-1                                    | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-1                                    | CUSIP: 80286EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11575000 | PA      | $11004329.35  | 0.23%             | 2028-04-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-B                                         | SANTANDER RETAIL AUTO LEASE TRUST 2021-B                                         | CUSIP: 80286DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6710000 | PA      | $6202119.43   | 0.13%             | 2025-11-20      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2021-C                                         | SANTANDER RETAIL AUTO LEASE TRUST 2021-C                                         | CUSIP: 80286CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5315000 | PA      | $4888872.53   | 0.10%             | 2026-03-20      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                    | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                    | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9480000 | PA      | $8666626.43   | 0.18%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLDINGS USA INC                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $4816730.84   | 0.10%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust 2021-B                                 | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-B                                 | CUSIP: 802824AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3105000 | PA      | $2952918.03   | 0.06%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQUEFACTION LLC                                                     | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   7490000 | PA      | $7483259.00   | 0.15%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQUEFACTION LLC                                                     | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   6930000 | PA      | $6921337.50   | 0.14%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQUEFACTION LLC                                                     | CUSIP: 785592AD8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  14467000 | PA      | $14461213.20  | 0.30%             | 2023-04-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-B                                          | SMB PRIVATE EDUCATION LOAN TRUST 2021-B                                          | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10075358 | PA      | $8994898.95   | 0.18%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB PRIVATE EDUCATION LOAN TRUST                                                 | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1970595 | PA      | $1735274.92   | 0.04%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                          | SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                          | CUSIP: 78449LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7716730 | PA      | $7517206.49   | 0.15%             | 2037-01-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2016-C                                          | SMB PRIVATE EDUCATION LOAN TRUST 2016-C                                          | CUSIP: 78449KAC4<br>LEI: 54930027GONY06ZX8P67 | Long             | ABS-O            | CORP              | US        |   3903945 | PA      | $3882887.21   | 0.08%             | 2034-09-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2016-B                                          | SMB PRIVATE EDUCATION LOAN TRUST 2016-B                                          | CUSIP: 78449GAB5<br>LEI: 5493008SQ2WS8HE83M61 | Long             | ABS-O            | CORP              | US        |   2599779 | PA      | $2454406.01   | 0.05%             | 2032-02-17      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2020-PTB                                        | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                                        | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7587237 | PA      | $6706754.48   | 0.14%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC AVIATION CAPITAL FINANCE DAC                                                | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   3845000 | PA      | $3706972.19   | 0.08%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                | SMBC AVIATION CAPITAL FINANCE DAC                                                | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   5893000 | PA      | $5810668.90   | 0.12%             | 2023-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2014-A                                          | SMB PRIVATE EDUCATION LOAN TRUST 2014-A                                          | CUSIP: 784456AD7<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   5567914 | PA      | $5556016.14   | 0.11%             | 2032-04-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2022-1                                             | SG RESIDENTIAL MORTGAGE TRUST 2022-1                                             | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3725361 | PA      | $3316271.84   | 0.07%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                           | SES SA                                                                           | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |   6410000 | PA      | $6321862.50   | 0.13%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                                                                   | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |  14680000 | PA      | $13467784.32  | 0.28%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4150000.00   | 0.09%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                                                                  | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4260000 | PA      | $3637923.62   | 0.07%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                                                                  | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2172875.36   | 0.04%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                                                                  | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8585000 | PA      | $7987635.53   | 0.16%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                                                                  | CUSIP: 78403DAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6515000 | PA      | $6483662.85   | 0.13%             | 2023-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                  | SBA TOWER TRUST                                                                  | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2440602.69   | 0.05%             | 2024-10-08      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA PLC                                                               | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   6420000 | PA      | $6199132.74   | 0.13%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                                                                  | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $3987422.98   | 0.08%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                                                                  | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |  15624000 | PA      | $15517147.46  | 0.32%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                                                                  | CUSIP: 778296AA1<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1431363.60   | 0.03%             | 2024-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1568293.32   | 0.03%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776743AE6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2185325.35   | 0.04%             | 2023-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNICATIONS INC                                                        | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   9100000 | PA      | $8507362.50   | 0.17%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                  | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral                     | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   2133670 | NS      | $2133670.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                  | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                                  | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |  17069706 | NS      | $17069705.57  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SERVICES INC                                                            | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1389652.74   | 0.03%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SERVICES INC                                                            | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   4939000 | PA      | $4733557.36   | 0.10%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RLGH Trust 2021-TROT                                                             | RLGH TRUST 2021-TROT                                                             | CUSIP: 74969CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5580000 | PA      | $5357919.91   | 0.11%             | 2036-04-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC                                                                 | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4454998.68   | 0.09%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                        | QORVO INC                                                                        | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3329725.00   | 0.07%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| QVC Inc                                                                          | QVC INC                                                                          | CUSIP: 747262AS2<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   9860000 | PA      | $9268400.00   | 0.19%             | 2024-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                                                                   | CUSIP: 74460WAB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4209218.90   | 0.09%             | 2024-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR6 Trust                                             | PROGRESS RESIDENTIAL 2022-SFR6 TRUST                                             | CUSIP: 74334DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6845000 | PA      | $6508835.89   | 0.13%             | 2039-07-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2020-SFR2 Trust                                             | PROGRESS RESIDENTIAL 2020-SFR2 TRUST                                             | CUSIP: 74333LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1872687 | PA      | $1716808.11   | 0.04%             | 2037-06-17      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | PRINCIPAL LIFE GLOBAL FUNDING II                                                 | CUSIP: 74256LEL9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $4662545.86   | 0.10%             | 2024-04-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                 | PRINCIPAL LIFE GLOBAL FUNDING II                                                 | CUSIP: 74256LEK1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   5795000 | PA      | $5137360.22   | 0.11%             | 2026-01-12      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                               | CUSIP: 72650RBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10934000 | PA      | $10885627.98  | 0.22%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL RESOURCES CO                                                     | CUSIP: 723787AU1<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5136845.36   | 0.11%             | 2023-05-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS INTERNATIONAL INC                                                  | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3766218.83   | 0.08%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS INTERNATIONAL INC                                                  | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7445000 | PA      | $7445476.48   | 0.15%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co                                                     | PERRIGO FINANCE UNLIMITED CO                                                     | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |  25290000 | PA      | $23835825.00  | 0.49%             | 2024-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                  | PERKINELMER INC                                                                  | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1009622.68   | 0.02%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                  | PERKINELMER INC                                                                  | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $5539814.80   | 0.11%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                    | CUSIP: 709599BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4905000 | PA      | $4721322.47   | 0.10%             | 2024-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLIGATED GROUP                                                      | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1392446.52   | 0.03%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN CORP                                                             | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |  11495000 | PA      | $11236580.91  | 0.23%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Ltd                                                      | PARK AEROSPACE HOLDINGS LTD                                                      | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   6408000 | PA      | $6375960.00   | 0.13%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2020-3 Ltd                                                     | PALMER SQUARE CLO 2020-3 LTD                                                     | CUSIP: 69701RAL1<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | KY        |  17285000 | PA      | $16944703.64  | 0.35%             | 2031-11-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS AND ELECTRIC CO                                                      | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8205000 | PA      | $7730266.91   | 0.16%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PSMC 2021-2 Trust                                                                | PSMC 2021-2 TRUST                                                                | CUSIP: 69376CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4929981 | PA      | $4226650.59   | 0.09%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PSMC 2021-1 Trust                                                                | PSMC 2021-1 TRUST                                                                | CUSIP: 693650AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11157632 | PA      | $9831357.71   | 0.20%             | 2051-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                            | POSCO                                                                            | CUSIP: 693483AG4<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   5205000 | PA      | $5185773.98   | 0.11%             | 2023-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL SERVICES GROUP INC/THE                                             | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   9110000 | PA      | $9167602.53   | 0.19%             | 2025-10-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE CORP                                                              | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $7468899.98   | 0.15%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                                      | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3967812.16   | 0.08%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                                                                      | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11225000 | PA      | $10993944.60  | 0.23%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                     | ONE 2021-PARK MORTGAGE TRUST                                                     | CUSIP: 682413AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6005000 | PA      | $5517227.66   | 0.11%             | 2036-03-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| ONE 2021-PARK Mortgage Trust                                                     | ONE 2021-PARK MORTGAGE TRUST                                                     | CUSIP: 682413AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11219000 | PA      | $10529335.53  | 0.22%             | 2036-03-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust 2022-INV1                                               | OCEANVIEW MORTGAGE TRUST 2022-INV1                                               | CUSIP: 67648BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6116029 | PA      | $5229302.59   | 0.11%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2021-2                                                  | OCTANE RECEIVABLES TRUST 2021-2                                                  | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3528403 | PA      | $3361758.40   | 0.07%             | 2028-09-20      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust 2022-1                                                  | OCTANE RECEIVABLES TRUST 2022-1                                                  | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5025000 | PA      | $4833115.35   | 0.10%             | 2028-05-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP3 Trust                                                              | OBX 2020-EXP3 TRUST                                                              | CUSIP: 67448WAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2577897 | PA      | $2243250.55   | 0.05%             | 2060-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                              | OBX 2020-EXP2 TRUST                                                              | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450097 | PA      | $383477.67    | 0.01%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                              | OBX 2020-EXP2 TRUST                                                              | CUSIP: 67448VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2983461 | PA      | $2556327.12   | 0.05%             | 2060-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                              | OBX 2020-EXP1 TRUST                                                              | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452051 | PA      | $419832.19    | 0.01%             | 2060-02-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                                              | OBX 2020-EXP1 TRUST                                                              | CUSIP: 67448TAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2645070 | PA      | $2338724.97   | 0.05%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 Trust                                                              | OBX 2021-NQM3 TRUST                                                              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3122496 | PA      | $2343008.36   | 0.05%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 Trust                                                              | OBX 2021-NQM1 TRUST                                                              | CUSIP: 67114BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3294468 | PA      | $2820810.70   | 0.06%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 Trust                                                              | OBX 2021-NQM1 TRUST                                                              | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4515227 | PA      | $3895957.04   | 0.08%             | 2066-02-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| OBX 2021-J1 Trust                                                                | OBX 2021-J1 TRUST                                                                | CUSIP: 67113XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7835655 | PA      | $6709091.51   | 0.14%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 Trust                                                              | OBX 2019-EXP2 TRUST                                                              | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296433 | PA      | $281804.46    | 0.01%             | 2059-06-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 Trust                                                              | OBX 2020-INV1 TRUST                                                              | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721431 | PA      | $642943.90    | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                                              | OBX 2019-EXP3 TRUST                                                              | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1386469 | PA      | $1323133.29   | 0.03%             | 2059-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2017-13 Ltd                                                              | OCP CLO 2017-13 LTD                                                              | CUSIP: 67097LAM8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |  11235000 | PA      | $10810119.60  | 0.22%             | 2030-07-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                                       | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3507366.83   | 0.07%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                                                                       | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2174507.45   | 0.04%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                               | NORTHWESTERN MUTUAL GLOBAL FUNDING                                               | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5823169.80   | 0.12%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                                                    | NORDSTROM INC                                                                    | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1193600.00   | 0.02%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2020-A Owner Trust                                       | NISSAN AUTO RECEIVABLES 2020-A OWNER TRUST                                       | CUSIP: 65479MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1068437 | PA      | $1052986.20   | 0.02%             | 2024-12-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO LTD                                                              | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  15844000 | PA      | $15467403.96  | 0.32%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                   | NISSAN MOTOR ACCEPTANCE CO LLC                                                   | CUSIP: 654740BL2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1495478.61   | 0.03%             | 2023-09-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6955000 | PA      | $6901766.43   | 0.14%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9130000 | PA      | $8085345.40   | 0.17%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-INV2                                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2                                    | CUSIP: 64831GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11660561 | PA      | $9980927.29   | 0.20%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-NQM1                                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1                                    | CUSIP: 64830VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1017940 | PA      | $904494.95    | 0.02%             | 2060-01-26      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-NQM                                     | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM                                     | CUSIP: 64830UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748984 | PA      | $682647.20    | 0.01%             | 2060-05-24      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-NQM5                                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM5                                    | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375997 | PA      | $1227830.51   | 0.03%             | 2059-11-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2021-INV1                                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV1                                    | CUSIP: 64829WAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4599512 | PA      | $3938911.71   | 0.08%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| New Orleans Hotel Trust 2019-HNLA                                                | NEW ORLEANS HOTEL TRUST 2019-HNLA                                                | CUSIP: 647622AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10215698 | PA      | $9573676.11   | 0.20%             | 2032-04-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 40 Ltd                                        | NEUBERGER BERMAN LOAN ADVISERS CLO 40 LTD                                        | CUSIP: 64134JAA1<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |   4060000 | PA      | $3977356.47   | 0.08%             | 2033-04-16      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 32 Ltd                                        | NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD                                        | CUSIP: 64132DAJ7<br>LEI: 5493007YBEOXQIHH3C54 | Long             | ABS-CBDO         | CORP              | KY        |  14325000 | PA      | $13981383.93  | 0.29%             | 2032-01-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd                                        | NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD                                        | CUSIP: 64131QAL4<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   7575000 | PA      | $7276376.15   | 0.15%             | 2030-10-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd                                        | NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD                                        | CUSIP: 64131QAJ9<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | KY        |   4225000 | PA      | $4144883.90   | 0.08%             | 2030-10-18      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd                                                    | NEUBERGER BERMAN CLO XVII LTD                                                    | CUSIP: 64129UBS3<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   8989871 | PA      | $8809759.32   | 0.18%             | 2029-04-22      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-C                                                 | NELNET STUDENT LOAN TRUST 2021-C                                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10992285 | PA      | $9675238.73   | 0.20%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2021-D                                                 | NELNET STUDENT LOAN TRUST 2021-D                                                 | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3716638 | PA      | $3307366.02   | 0.07%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2020-1                                                 | NELNET STUDENT LOAN TRUST 2020-1                                                 | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1926978 | PA      | $1869295.94   | 0.04%             | 2068-03-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-4                                                 | NELNET STUDENT LOAN TRUST 2005-4                                                 | CUSIP: 64031QCJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3531839 | PA      | $3420536.51   | 0.07%             | 2032-03-22      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2022-A                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A                                 | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11495251 | PA      | $9998430.06   | 0.20%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H                                 | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4307513 | PA      | $3665325.83   | 0.08%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-F                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F                                 | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3063843 | PA      | $2715589.23   | 0.06%             | 2069-07-15      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-G                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1839251 | PA      | $1618604.20   | 0.03%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-E                                 | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5317960 | PA      | $5001245.86   | 0.10%             | 2068-05-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-C                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C                                 | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17836566 | PA      | $15800445.49  | 0.32%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G                                 | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7331198 | PA      | $6701278.37   | 0.14%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-D                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D                                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2825916 | PA      | $2530024.02   | 0.05%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-B                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B                                 | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550510 | PA      | $2312187.99   | 0.05%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2020-A                                      | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020-A                                      | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4798512 | PA      | $4300486.36   | 0.09%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-A                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A                                 | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   3408206 | PA      | $3241050.47   | 0.07%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1772148 | PA      | $1590024.96   | 0.03%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS PLC                                                              | CUSIP: 63906YAG3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $3447147.60   | 0.07%             | 2025-03-22      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS PLC                                                              | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6020000 | PA      | $5557730.22   | 0.11%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                              | NATWEST MARKETS PLC                                                              | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   9705000 | PA      | $9534997.52   | 0.20%             | 2023-05-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP PLC                                                                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $280832.40    | 0.01%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BUILDING SOCIETY                                                      | CUSIP: 63861VAA5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2605000 | PA      | $2587158.36   | 0.05%             | 2024-03-08      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                                                                       | CUSIP: 63111XAC5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   6280000 | PA      | $6259407.88   | 0.13%             | 2022-12-21      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE CORP                                                                 | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1630000 | PA      | $1605396.78   | 0.03%             | 2025-07-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE CORP                                                                 | CUSIP: 62954WAH8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1850000 | PA      | $1821241.75   | 0.04%             | 2024-07-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE CORP                                                                 | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   4120000 | PA      | $3900029.08   | 0.08%             | 2024-03-01      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV / NXP FUNDING LLC / NXP USA INC                                           | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1040000 | PA      | $996483.28    | 0.02%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV / NXP FUNDING LLC / NXP USA INC                                           | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3895000 | PA      | $3690512.50   | 0.08%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV / NXP FUNDING LLC / NXP USA INC                                           | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5665000 | PA      | $5313084.54   | 0.11%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                         | NXP BV / NXP FUNDING LLC                                                         | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   6671000 | PA      | $6613776.16   | 0.14%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                                                                   | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4311748.59   | 0.09%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 Trust                                                              | NLT 2021-INV2 TRUST                                                              | CUSIP: 62917JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3424751 | PA      | $2668692.85   | 0.05%             | 2056-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 Trust                                                              | NLT 2021-INV2 TRUST                                                              | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13553678 | PA      | $10863969.55  | 0.22%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                       | NBN CO LTD                                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  15195000 | PA      | $13444733.54  | 0.28%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2021-2                            | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-2                            | CUSIP: 61772LAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260932 | PA      | $1936569.88   | 0.04%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8475000 | PA      | $8316017.48   | 0.17%             | 2024-04-05      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-MEAD                                         | MORGAN STANLEY CAPITAL I TRUST 2019-MEAD                                         | CUSIP: 61771LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7880000 | PA      | $6643290.74   | 0.14%             | 2036-11-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                         | MORGAN STANLEY CAPITAL I TRUST 2014-150E                                         | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9590000 | PA      | $8452212.67   | 0.17%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                      | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C18                      | CUSIP: 61763XAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3065000 | PA      | $2908509.68   | 0.06%             | 2047-10-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6730000 | PA      | $6869667.69   | 0.14%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $4062643.52   | 0.08%             | 2025-04-17      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7180000 | PA      | $6756207.68   | 0.14%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6525000 | PA      | $5965174.58   | 0.12%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2310300.08   | 0.05%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $6388460.55   | 0.13%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9675000 | PA      | $9638031.83   | 0.20%             | 2023-11-10      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-NUGS                                         | MORGAN STANLEY CAPITAL I TRUST 2019-NUGS                                         | CUSIP: 61692AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4445000 | PA      | $3515737.19   | 0.07%             | 2036-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Moody s Corp                                                                     | MOODY'S CORP                                                                     | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   6475000 | PA      | $6319023.73   | 0.13%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                                   | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                   | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   3950000 | PA      | $3884607.75   | 0.08%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INTERNATIONAL INC                                                       | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   5415000 | PA      | $4944003.30   | 0.10%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3290000 | PA      | $3261140.12   | 0.07%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  14410000 | PA      | $13341426.45  | 0.27%             | 2025-07-19      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECHNOLOGY INC                                                         | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   8380000 | PA      | $7713086.08   | 0.16%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECHNOLOGY INC                                                         | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  10345000 | PA      | $9787270.02   | 0.20%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECHNOLOGY INC                                                         | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   7395000 | PA      | $7233626.31   | 0.15%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST                                                     | METLIFE SECURITIZATION TRUST                                                     | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1431786 | PA      | $1332370.05   | 0.03%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance 2021-INV3                                      | MELLO MORTGAGE CAPITAL ACCEPTANCE 2021-INV3                                      | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5995008 | PA      | $5127086.71   | 0.11%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECHNOLOGY INC                                                           | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8705000 | PA      | $8607068.75   | 0.18%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTERNATIONAL INC/MD                                                    | CUSIP: 571903AV5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2564411.60   | 0.05%             | 2023-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTERNATIONAL INC/MD                                                    | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  11722000 | PA      | $11497828.47  | 0.24%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN COS INC                                                         | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5868812.25   | 0.12%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Magnetite XXV Ltd                                                                | MAGNETITE XXV LTD                                                                | CUSIP: 55955GAA1<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |   7570000 | PA      | $7452518.29   | 0.15%             | 2032-01-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HOLDINGS INC                                                         | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  20340000 | PA      | $18511698.42  | 0.38%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd                                                   | MADISON PARK FUNDING XXIII LTD                                                   | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6810000 | PA      | $6602046.64   | 0.14%             | 2031-07-27      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXIII Ltd                                                   | MADISON PARK FUNDING XXIII LTD                                                   | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10835000 | PA      | $10634681.98  | 0.22%             | 2031-07-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd                                                    | MADISON PARK FUNDING XXXV LTD                                                    | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8915000 | PA      | $8669837.50   | 0.18%             | 2032-04-20      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd                                                  | MADISON PARK FUNDING XXXIII LTD                                                  | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13845000 | PA      | $13431109.54  | 0.28%             | 2032-10-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXVII Ltd                                                  | MADISON PARK FUNDING XXXVII LTD                                                  | CUSIP: 55817EAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7285000 | PA      | $7123855.80   | 0.15%             | 2033-07-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                   | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    973060 | PA      | $891836.69    | 0.02%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust 2017-1                                                           | MVW OWNER TRUST 2017-1                                                           | CUSIP: 553896AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248323 | PA      | $240224.38    | 0.00%             | 2034-12-20      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust 2017-1                                                           | MVW OWNER TRUST 2017-1                                                           | CUSIP: 553896AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98802 | PA      | $95781.35     | 0.00%             | 2034-12-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust 2017-1                                                           | MVW OWNER TRUST 2017-1                                                           | CUSIP: 553896AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277305 | PA      | $270058.41    | 0.01%             | 2034-12-20      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust 2021-MHC                                           | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC                                           | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11045000 | PA      | $10523801.91  | 0.22%             | 2038-04-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| MHC Trust 2021-MHC2                                                              | MHC TRUST 2021-MHC2                                                              | CUSIP: 55293AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5660000 | PA      | $5382285.87   | 0.11%             | 2023-05-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 Ltd                                                                 | MF1 2021-FL7 LTD                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6730000 | PA      | $6433012.84   | 0.13%             | 2036-10-16      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 Trust                                                              | MFA 2021-NQM2 TRUST                                                              | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925836 | PA      | $1520089.23   | 0.03%             | 2064-11-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV1 Trust                                                              | MFA 2021-INV1 TRUST                                                              | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2189289 | PA      | $1880254.46   | 0.04%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust 2017-5                                           | LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                                           | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4905000 | PA      | $4512810.92   | 0.09%             | 2050-03-10      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Lowe s Cos Inc                                                                   | LOWE'S COS INC                                                                   | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   8460000 | PA      | $8389468.98   | 0.17%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lowe s Cos Inc                                                                   | LOWE'S COS INC                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2160958.80   | 0.04%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Tenaga Nasional Bhd                                                              | TENAGA NASIONAL BHD                                                              | CUSIP: DD0052462<br>LEI: 549300FV8X6UID6I1413 | Long             | DBT              | CORP              | MY        |   8850000 | PA      | $9199383.75   | 0.19%             | 2025-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Long Island Power Authority                                                      | LONG ISLAND POWER AUTHORITY                                                      | CUSIP: 542691DP2<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   2460000 | PA      | $2436468.38   | 0.05%             | 2023-03-01      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BANKING GROUP PLC                                                         | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4744000 | PA      | $4613549.49   | 0.09%             | 2024-11-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATIONAL CORP                                                            | CUSIP: 534187BD0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2004114.15   | 0.04%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LeasePlan Corp NV                                                                | LEASEPLAN CORP NV                                                                | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |   7742000 | PA      | $7229022.82   | 0.15%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INTERNATIONAL FINANCE III LLC                                                | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5631000 | PA      | $5010446.91   | 0.10%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                              | LSEGA FINANCING PLC                                                              | CUSIP: 50220PAA1<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |  11680000 | PA      | $10923346.24  | 0.22%             | 2024-04-06      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2020-1                                                 | KUBOTA CREDIT OWNER TRUST 2020-1                                                 | CUSIP: 50117WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    836480 | PA      | $829346.23    | 0.02%             | 2024-03-15      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                               | KOREA HYDRO & NUCLEAR POWER CO LTD                                               | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |   2010000 | PA      | $1922966.10   | 0.04%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                               | KOREA HYDRO & NUCLEAR POWER CO LTD                                               | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |  12038000 | PA      | $10586867.97  | 0.22%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                        | KOREA ELECTRIC POWER CORP                                                        | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   6210000 | PA      | $6258071.80   | 0.13%             | 2026-04-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                                                                 | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2263301.01   | 0.05%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                                                                          | CUSIP: 49326EEL3<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2949347.40   | 0.06%             | 2025-05-23      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                         | KANSAS CITY SOUTHERN/OLD                                                         | CUSIP: 485170AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7520000 | PA      | $7442130.40   | 0.15%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KT Corp                                                                          | KT CORP                                                                          | CUSIP: 48268KAG6<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |   8770000 | PA      | $8464107.84   | 0.17%             | 2025-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KIND Trust 2021-KIND                                                             | KIND TRUST 2021-KIND                                                             | CUSIP: 482606AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8414188 | PA      | $7575180.51   | 0.16%             | 2038-08-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| KKR CLO 29 Ltd                                                                   | KKR CLO 29 LTD                                                                   | CUSIP: 48254GAA4<br>LEI: 5493000WWM0GGYYSIJ83 | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $8086106.49   | 0.17%             | 2032-01-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust 2021-KDIP                                         | KKR INDUSTRIAL PORTFOLIO TRUST 2021-KDIP                                         | CUSIP: 48254CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1882500 | PA      | $1757186.87   | 0.04%             | 2037-12-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust 2021-KDIP                                         | KKR INDUSTRIAL PORTFOLIO TRUST 2021-KDIP                                         | CUSIP: 48254CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2688750 | PA      | $2537496.52   | 0.05%             | 2037-12-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| KKR CLO 13 Ltd                                                                   | KKR CLO 13 LTD                                                                   | CUSIP: 48250VAU1<br>LEI: 635400ZS4BDP68TETX94 | Long             | ABS-CBDO         | CORP              | KY        |   3125381 | PA      | $3097720.42   | 0.06%             | 2028-01-16      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JDE Peet s NV                                                                    | JDE PEET'S NV                                                                    | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   4440000 | PA      | $4029300.00   | 0.08%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                             | JACKSON NATIONAL LIFE GLOBAL FUNDING                                             | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   8265000 | PA      | $7632669.65   | 0.16%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FINANCIAL INC                                                            | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   9095000 | PA      | $8720049.53   | 0.18%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M                 | CUSIP: 46652RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6310000 | PA      | $5897929.87   | 0.12%             | 2033-10-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M                 | CUSIP: 46652RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8240000 | PA      | $7784835.58   | 0.16%             | 2033-10-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7690000 | PA      | $7497550.06   | 0.15%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $7720460.80   | 0.16%             | 2025-06-01      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5317479.64   | 0.11%             | 2027-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13190000 | PA      | $12252903.26  | 0.25%             | 2026-04-22      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                              | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23                              | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8280000 | PA      | $7997773.72   | 0.16%             | 2047-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                               | JP MORGAN MORTGAGE TRUST 2020-INV1                                               | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1262036 | PA      | $1078726.88   | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-INV1                                               | JP MORGAN MORTGAGE TRUST 2020-INV1                                               | CUSIP: 46591VBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    767318 | PA      | $706325.84    | 0.01%             | 2050-08-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                   | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-BKWD                   | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3975000 | PA      | $3744351.82   | 0.08%             | 2029-09-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD                   | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-BKWD                   | CUSIP: 46591JAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12870000 | PA      | $12307599.02  | 0.25%             | 2029-09-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS FINANCE PLC                                                      | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3829000 | PA      | $3655837.30   | 0.07%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM4                                           | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4                                           | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10310846 | PA      | $9799123.49   | 0.20%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM2                                           | IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                           | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3973028 | PA      | $2922957.85   | 0.06%             | 2056-09-01      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS FINANCE PLC                                                      | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  13435000 | PA      | $12807169.02  | 0.26%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2019-A                                            | HYUNDAI AUTO RECEIVABLES TRUST 2019-A                                            | CUSIP: 44932NAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5280000 | PA      | $5255009.76   | 0.11%             | 2025-05-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services Inc                                                     | HYUNDAI CAPITAL SERVICES INC                                                     | CUSIP: 44920UAS7<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   2800000 | PA      | $2555877.07   | 0.05%             | 2025-04-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3458901.74   | 0.07%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5795000 | PA      | $5362548.13   | 0.11%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5910000 | PA      | $5596982.76   | 0.11%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                          | HYUNDAI CAPITAL AMERICA                                                          | CUSIP: 44891ABE6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  14200000 | PA      | $14120536.80  | 0.29%             | 2023-02-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS CORP                                                                | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4618633.08   | 0.09%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust 2021-INV1                                                | HUNDRED ACRE WOOD TRUST 2021-INV1                                                | CUSIP: 44590HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7082617 | PA      | $6054954.40   | 0.12%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2341781.48   | 0.05%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3030980.99   | 0.06%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4575459.58   | 0.09%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $4084529.63   | 0.08%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BJ0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2212740.70   | 0.05%             | 2022-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   6064000 | PA      | $5930779.98   | 0.12%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859BA9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2548000 | PA      | $2547890.44   | 0.05%             | 2022-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust 2020-2                                       | HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2                                       | CUSIP: 43789XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5515794.45   | 0.11%             | 2065-05-25      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust 2020-2                                       | HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2                                       | CUSIP: 43789XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133400 | PA      | $132241.66    | 0.00%             | 2065-05-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2020-A                                              | HILTON GRAND VACATIONS TRUST 2020-A                                              | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1096938 | PA      | $1030301.12   | 0.02%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                                              | HILTON GRAND VACATIONS TRUST 2019-A                                              | CUSIP: 43284HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1602355 | PA      | $1489564.20   | 0.03%             | 2033-07-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                                              | HILTON GRAND VACATIONS TRUST 2019-A                                              | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    777978 | PA      | $725368.49    | 0.01%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2017-A                                              | HILTON GRAND VACATIONS TRUST 2017-A                                              | CUSIP: 43283AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190086 | PA      | $184924.47    | 0.00%             | 2028-12-26      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2017-A                                              | HILTON GRAND VACATIONS TRUST 2017-A                                              | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3347657 | PA      | $3285085.61   | 0.07%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                               | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO                               | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $10788020.10  | 0.22%             | 2025-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                                                                       | CUSIP: 418056AX5<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |  13727000 | PA      | $13183424.53  | 0.27%             | 2024-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCL America Inc                                                                  | HCL AMERICA INC                                                                  | CUSIP: 40480HAA5<br>LEI: 549300CBM0L7W7N2EB94 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $13324936.05  | 0.27%             | 2026-03-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC                                                                | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4675000 | PA      | $4419861.88   | 0.09%             | 2024-11-22      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC                                                                | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12655000 | PA      | $11351497.04  | 0.23%             | 2026-04-18      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                                          | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7560000 | PA      | $6868078.56   | 0.14%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                       | GREAT WOLF TRUST 2019-WOLF                                                       | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $3999246.72   | 0.08%             | 2036-12-15      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                       | GREAT WOLF TRUST 2019-WOLF                                                       | CUSIP: 39152TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3785000 | PA      | $3651668.08   | 0.07%             | 2036-12-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                            | GRAY OAK PIPELINE LLC                                                            | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3115000 | PA      | $2818769.73   | 0.06%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                            | GRAY OAK PIPELINE LLC                                                            | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4272000 | PA      | $4146522.82   | 0.08%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2950213.20   | 0.06%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $5709119.76   | 0.12%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7225061.60   | 0.15%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4373579.40   | 0.09%             | 2024-10-21      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $4781497.84   | 0.10%             | 2024-09-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3413603.66   | 0.07%             | 2024-03-08      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $7181356.05   | 0.15%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN STATE TOBACCO SECURITIZATION CORP                                         | CUSIP: 38122NC34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5815000 | PA      | $5516568.39   | 0.11%             | 2024-06-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2022-3                                     | GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-3                                     | CUSIP: 380130AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10120000 | PA      | $9881841.99   | 0.20%             | 2026-08-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO                                                                 | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2780176.10   | 0.06%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GENERAL MOTORS FINANCIAL CO INC                                                  | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13795000 | PA      | $13024535.46  | 0.27%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS CO                                                                | CUSIP: 37045VAW0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   7465000 | PA      | $7470307.62   | 0.15%             | 2023-10-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS CO                                                                | CUSIP: 37045VAE0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $5363295.10   | 0.11%             | 2023-10-02      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-H1                                            | GALTON FUNDING MORTGAGE TRUST 2019-H1                                            | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7916000 | PA      | $7392732.61   | 0.15%             | 2059-10-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-1                                             | GALTON FUNDING MORTGAGE TRUST 2019-1                                             | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508887 | PA      | $492441.86    | 0.01%             | 2059-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                                            | GALTON FUNDING MORTGAGE TRUST 2020-H1                                            | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4592000 | PA      | $3537213.93   | 0.07%             | 2060-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2017-1                                             | GALTON FUNDING MORTGAGE TRUST 2017-1                                             | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525690 | PA      | $467311.87    | 0.01%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-GR1                                     | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR1                                     | CUSIP: 36266TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12937737 | PA      | $11058737.70  | 0.23%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp Trust 2021-ROSS                                      | GS MORTGAGE SECURITIES CORP TRUST 2021-ROSS                                      | CUSIP: 36264YAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5705000 | PA      | $5211467.30   | 0.11%             | 2026-05-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-HP1                                     | GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1                                     | CUSIP: 36262RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4289416 | PA      | $3669492.15   | 0.08%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR2                                     | GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2                                     | CUSIP: 36262JAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7905318 | PA      | $6762652.02   | 0.14%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ5                                | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-PJ5                                | CUSIP: 36261HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12413455 | PA      | $10622144.20  | 0.22%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-GR2                                     | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                                     | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100072 | PA      | $97676.25     | 0.00%             | 2044-07-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1431226 | PA      | $1524663.94   | 0.03%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE I POOL                                                                | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2321544 | PA      | $2501657.43   | 0.05%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1611586 | PA      | $1523727.87   | 0.03%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3622A26K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    426776 | PA      | $401771.33    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76955 | PA      | $79186.73     | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129823 | PA      | $133624.98    | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    677541 | PA      | $697342.59    | 0.01%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83938 | PA      | $86365.88     | 0.00%             | 2036-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69759 | PA      | $71776.46     | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95992 | PA      | $98786.65     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148543 | PA      | $152865.01    | 0.00%             | 2034-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GMF FLOORPLAN OWNER REVOLVING TRUST                                              | CUSIP: 361886CJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2235000 | PA      | $2153190.28   | 0.04%             | 2025-08-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617N3ME3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173676 | PA      | $166404.03    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617N3MD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171617 | PA      | $164431.87    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617MRJ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86982 | PA      | $83339.65     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617MRJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78823 | PA      | $75839.87     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617MLYN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222840 | PA      | $213931.10    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617MLYC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45089 | PA      | $43291.90     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617MHSW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15631 | PA      | $14983.81     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617MHSV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78013 | PA      | $74783.05     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617MHSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73901 | PA      | $70841.26     | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 3617G1SL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    266177 | PA      | $256750.12    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8818056 | PA      | $8641544.15   | 0.18%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1441293 | PA      | $1376472.86   | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11475170 | PA      | $10658254.01  | 0.22%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179VV31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1640993 | PA      | $1577130.11   | 0.03%             | 2050-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208937 | PA      | $214743.47    | 0.00%             | 2049-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92372 | PA      | $94894.37     | 0.00%             | 2048-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251071 | PA      | $253436.73    | 0.01%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315192 | PA      | $325988.42    | 0.01%             | 2048-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1342594 | PA      | $1360081.02   | 0.03%             | 2048-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1812432 | PA      | $1839353.48   | 0.04%             | 2047-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    516457 | PA      | $524400.65    | 0.01%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1503532 | PA      | $1532089.96   | 0.03%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7391860 | PA      | $6754215.29   | 0.14%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179TE35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1396838 | PA      | $1389716.95   | 0.03%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    697192 | PA      | $657788.28    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    656560 | PA      | $617859.70    | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10828 | PA      | $10213.84     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE II POOL                                                               | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1064403 | PA      | $1034720.68   | 0.02%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCT Commercial Mortgage Trust 2021-GCT                                           | GCT COMMERCIAL MORTGAGE TRUST 2021-GCT                                           | CUSIP: 36167RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5110000 | PA      | $4756136.59   | 0.10%             | 2038-02-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                                        | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |  11813000 | PA      | $11640553.83  | 0.24%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                                        | CUSIP: 361448AW3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1668012.50   | 0.03%             | 2025-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                                                                        | CUSIP: 361448AQ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5620164.12   | 0.12%             | 2023-03-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                                          | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8611331 | PA      | $8686354.29   | 0.18%             | 2042-06-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA4                                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA4                                          | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8889791 | PA      | $8828845.16   | 0.18%             | 2042-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7909335 | PA      | $7807035.20   | 0.16%             | 2042-04-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                          | FREDDIE MAC STACR REMIC TRUST 2022-HQA1                                          | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6911794 | PA      | $6815661.51   | 0.14%             | 2042-03-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA4                                          | FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                          | CUSIP: 35564KNK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6249735 | PA      | $5857107.77   | 0.12%             | 2041-12-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-HQA3                                          | FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                          | CUSIP: 35564KJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3810070 | PA      | $3634158.72   | 0.07%             | 2041-09-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA5                                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3104508 | PA      | $3037908.69   | 0.06%             | 2034-01-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2741950 | PA      | $2724765.72   | 0.06%             | 2042-09-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA3                                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA3                                          | CUSIP: 35564KEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5855000 | PA      | $5518715.73   | 0.11%             | 2033-10-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA3                                          | FREDDIE MAC STACR REMIC TRUST 2022-HQA3                                          | CUSIP: 35564KE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3971614 | PA      | $3927733.55   | 0.08%             | 2042-08-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                     | FORTINET INC                                                                     | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5004529.50   | 0.10%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-B                                              | FORD CREDIT AUTO OWNER TRUST 2020-B                                              | CUSIP: 34533GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7465000 | PA      | $7098593.17   | 0.15%             | 2026-12-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2019-REV1                                           | FORD CREDIT AUTO OWNER TRUST 2019-REV1                                           | CUSIP: 34532PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4870800.50   | 0.10%             | 2030-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                                           | FORD CREDIT AUTO OWNER TRUST 2020-REV2                                           | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $3938368.66   | 0.08%             | 2033-04-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                       | CUSIP: 34528QHM9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   3805000 | PA      | $3645650.02   | 0.07%             | 2025-09-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2022-A                                              | FORD CREDIT AUTO LEASE TRUST 2022-A                                              | CUSIP: 34528LAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13100000 | PA      | $12674040.40  | 0.26%             | 2025-10-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust 2019-FBLU                                        | FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU                                        | CUSIP: 34461LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7590000 | PA      | $7053250.38   | 0.14%             | 2036-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust 2019-FBLU                                        | FONTAINEBLEAU MIAMI BEACH TRUST 2019-FBLU                                        | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7180000 | PA      | $6682303.94   | 0.14%             | 2036-12-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1NV                                                 | FLAGSTAR MORTGAGE TRUST 2020-1NV                                                 | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1768318 | PA      | $1619978.20   | 0.03%             | 2050-03-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-5INV                                                | FLAGSTAR MORTGAGE TRUST 2021-5INV                                                | CUSIP: 33851PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2931437 | PA      | $2508712.08   | 0.05%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                                       | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  13355000 | PA      | $12814536.51  | 0.26%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                                       | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3643919.62   | 0.07%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                                   | FIRSTKEY HOMES 2020-SFR1 TRUST                                                   | CUSIP: 33767MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6850000 | PA      | $6086697.65   | 0.12%             | 2037-08-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust                                                   | FIRSTKEY HOMES 2020-SFR1 TRUST                                                   | CUSIP: 33767MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6397859 | PA      | $5708495.80   | 0.12%             | 2037-08-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN FINANCIAL CORP                                                    | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2762831.52   | 0.06%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Finance of America HECM Buyout 2022-HB2                                          | FINANCE OF AMERICA HECM BUYOUT 2022-HB2                                          | CUSIP: 317380AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11740167 | PA      | $11489587.57  | 0.24%             | 2024-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | FIFTH THIRD BANK NA                                                              | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   9430000 | PA      | $9481261.48   | 0.19%             | 2025-10-27      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATIONAL INFORMATION SERVICES INC                                       | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3905124.54   | 0.08%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATIONAL INFORMATION SERVICES INC                                       | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4439206.40   | 0.09%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATIONAL INFORMATION SERVICES INC                                       | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   9785000 | PA      | $9672384.44   | 0.20%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2017-1                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1                                        | CUSIP: 31574XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945676 | PA      | $732419.20    | 0.02%             | 2066-02-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2017-1                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1                                        | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1118481 | PA      | $880312.24    | 0.02%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2                                        | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    611090 | PA      | $572054.26    | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-3                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3                                        | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2411298 | PA      | $1837531.40   | 0.04%             | 2066-09-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-3                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3                                        | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3325787 | PA      | $2667828.25   | 0.05%             | 2066-09-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-2                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2                                        | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2437215 | PA      | $1835630.63   | 0.04%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-2                                        | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2                                        | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2545090 | PA      | $1978980.79   | 0.04%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250621 | PA      | $263136.03    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206930 | PA      | $217077.33    | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1198042 | PA      | $1254652.45   | 0.03%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594669 | PA      | $606516.66    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    678144 | PA      | $711400.22    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418MWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11450 | PA      | $11902.85     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418MMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       873 | PA      | $883.41       | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3969068 | PA      | $3755317.54   | 0.08%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7614619 | PA      | $7416273.39   | 0.15%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7691053 | PA      | $7491512.01   | 0.15%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3311793 | PA      | $2930984.12   | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1832415 | PA      | $1679983.57   | 0.03%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2653663 | PA      | $2202624.17   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5651250 | PA      | $5276851.39   | 0.11%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    606885 | PA      | $600376.18    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405708 | PA      | $401435.43    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31418BW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397287 | PA      | $372589.81    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71435 | PA      | $74808.32     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416CME3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98773 | PA      | $99984.37     | 0.00%             | 2024-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416CFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2647 | PA      | $2637.69      | 0.00%             | 2024-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143873 | PA      | $149742.24    | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416BYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $4.05         | 0.00%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416BY77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       925 | PA      | $936.84       | 0.00%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416BXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       285 | PA      | $283.42       | 0.00%             | 2024-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416BN53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21801 | PA      | $22856.05     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617343 | PA      | $647744.69    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31415LL96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13148 | PA      | $13206.75     | 0.00%             | 2038-08-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31415LL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72878 | PA      | $74492.57     | 0.00%             | 2038-08-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31415AY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8605 | PA      | $8446.37      | 0.00%             | 2038-08-01      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31414YEC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59315 | PA      | $59167.36     | 0.00%             | 2038-05-01      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31414SED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68745 | PA      | $70721.90     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31414NGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45435 | PA      | $45992.47     | 0.00%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31414NB45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15888 | PA      | $16082.55     | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31414DPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96619 | PA      | $95042.20     | 0.00%             | 2038-05-01      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31413VJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162856 | PA      | $162493.55    | 0.00%             | 2038-04-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10364 | PA      | $10181.58     | 0.00%             | 2037-09-01      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31411HJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29399 | PA      | $28768.05     | 0.00%             | 2038-05-01      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33265 | PA      | $34901.23     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410LQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    962034 | PA      | $1002696.23   | 0.02%             | 2045-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410LAE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11928 | PA      | $11884.48     | 0.00%             | 2025-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410KLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       702 | PA      | $700.42       | 0.00%             | 2023-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410KLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482277 | PA      | $506329.38    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19603 | PA      | $20593.75     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67085 | PA      | $70361.62     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410KC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        47 | PA      | $46.97        | 0.00%             | 2023-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410KA46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        24 | PA      | $24.36        | 0.00%             | 2023-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410K4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        70 | PA      | $71.00        | 0.00%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19885 | PA      | $20876.81     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78434 | PA      | $82393.64     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140XH4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1064904 | PA      | $1060739.16   | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    801742 | PA      | $819850.68    | 0.02%             | 2045-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X5ZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1222355 | PA      | $1153228.25   | 0.02%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5443171 | PA      | $5785583.86   | 0.12%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8445309 | PA      | $7254992.50   | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QEEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4106648 | PA      | $3796182.13   | 0.08%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312684 | PA      | $309139.27    | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2260134 | PA      | $2132411.42   | 0.04%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186703 | PA      | $178302.51    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525909 | PA      | $501229.95    | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6900944 | PA      | $6842662.70   | 0.14%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140Q9NZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390880 | PA      | $387001.95    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140MM4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3376525 | PA      | $3194685.46   | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140HMPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    671873 | PA      | $677350.74    | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    616590 | PA      | $575805.84    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31408GJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7957 | PA      | $7795.61      | 0.00%             | 2035-12-01      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31408DVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22915 | PA      | $22262.23     | 0.00%             | 2035-12-01      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56623 | PA      | $55755.43     | 0.00%             | 2035-12-01      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20253 | PA      | $19825.23     | 0.00%             | 2035-12-01      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40337 | PA      | $39521.21     | 0.00%             | 2035-07-01      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31406AUU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11552 | PA      | $12030.33     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31404A3G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263733 | PA      | $260537.70    | 0.01%             | 2033-10-01      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403VLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12103 | PA      | $11858.00     | 0.00%             | 2034-01-01      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403DPZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874370 | PA      | $901671.41    | 0.02%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89218 | PA      | $93668.20     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403DE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14462 | PA      | $15192.03     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127572 | PA      | $133861.62    | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67928 | PA      | $71316.41     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164007 | PA      | $168827.13    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5788 | PA      | $5969.19      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268489 | PA      | $281880.45    | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938380 | PA      | $967618.97    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332529 | PA      | $342889.57    | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543123 | PA      | $560054.96    | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124985 | PA      | $128879.40    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126863 | PA      | $132224.87    | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120421 | PA      | $1173966.49   | 0.02%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46536 | PA      | $48502.25     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402Q2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4199 | PA      | $4109.54      | 0.00%             | 2034-07-01      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402DC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534307 | PA      | $559507.23    | 0.01%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470381 | PA      | $490235.97    | 0.01%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31402A5W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       838 | PA      | $825.50       | 0.00%             | 2033-07-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31400BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2195 | PA      | $2148.03      | 0.00%             | 2033-02-01      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMIC Trust 2001-W4                                                   | FANNIE MAE REMIC TRUST 2001-W4                                                   | CUSIP: 3139216U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       554 | PA      | $554.15       | 0.00%             | 2032-01-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31391A3V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1791 | PA      | $1755.32      | 0.00%             | 2032-09-01      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2873711 | PA      | $2764325.97   | 0.06%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2359785 | PA      | $2283587.29   | 0.05%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EPSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1682164 | PA      | $1686415.94   | 0.03%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EHQ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       745 | PA      | $754.62       | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192461 | PA      | $201712.14    | 0.00%             | 2042-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EGXV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        68 | PA      | $67.50        | 0.00%             | 2025-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EGQS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1587 | PA      | $1579.53      | 0.00%             | 2025-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138EGQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2182775 | PA      | $2291785.92   | 0.05%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1726185 | PA      | $1725595.37   | 0.04%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31388RNR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22960 | PA      | $22412.79     | 0.00%             | 2032-12-01      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31388RNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14699 | PA      | $14424.32     | 0.00%             | 2032-10-01      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152409 | PA      | $160073.79    | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust 2017-SC02                                | FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02                                | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    408870 | PA      | $397130.90    | 0.01%             | 2047-05-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Structured Agency Credit Risk Debt Notes                             | FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES                             | CUSIP: 3137G0BK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    926432 | PA      | $927589.64    | 0.02%             | 2024-08-25      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23553 | PA      | $24683.53     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 313617NN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1229 | PA      | $1209.45      | 0.00%             | 2027-07-01      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | FANNIE MAE POOL                                                                  | CUSIP: 31360FC60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       202 | PA      | $201.15       | 0.00%             | 2024-05-01      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 31342A6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       439 | PA      | $428.23       | 0.00%             | 2033-10-01      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KNLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8855886 | PA      | $7629813.63   | 0.16%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KHKY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1847763 | PA      | $1770979.45   | 0.04%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KHDK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398616 | PA      | $382884.87    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3133KH3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821141 | PA      | $808399.13    | 0.02%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 31336SLR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       654 | PA      | $641.64       | 0.00%             | 2033-02-01      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    663494 | PA      | $696150.88    | 0.01%             | 2038-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715321 | PA      | $747598.24    | 0.02%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2505783 | PA      | $2351160.90   | 0.05%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2970044 | PA      | $2810401.09   | 0.06%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    992551 | PA      | $939097.67    | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132D6CX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3047371 | PA      | $3039823.58   | 0.06%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132CWG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    820262 | PA      | $773851.09    | 0.02%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC POOL                                                                 | CUSIP: 3132A4LW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1791026 | PA      | $1810114.62   | 0.04%             | 2041-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14500 | PA      | $14946.14     | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32169 | PA      | $32018.64     | 0.00%             | 2037-02-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128QTFG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23876 | PA      | $23825.00     | 0.00%             | 2038-06-01      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128QTE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122018 | PA      | $122840.75    | 0.00%             | 2038-06-01      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128QSD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29991 | PA      | $29977.06     | 0.00%             | 2037-05-01      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128QS3L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126263 | PA      | $126469.56    | 0.00%             | 2036-10-01      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128QJUV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24827 | PA      | $24722.77     | 0.00%             | 2037-02-01      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57415 | PA      | $57311.23     | 0.00%             | 2036-12-01      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32087 | PA      | $31380.41     | 0.00%             | 2036-11-01      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128QJ2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5103 | PA      | $5060.22      | 0.00%             | 2037-04-01      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128NGAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81505 | PA      | $80189.47     | 0.00%             | 2034-11-01      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62534 | PA      | $63277.84     | 0.00%             | 2035-07-01      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MMH71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8627 | PA      | $8604.89      | 0.00%             | 2023-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1579971 | PA      | $1477232.25   | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MCG25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        26 | PA      | $26.05        | 0.00%             | 2023-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MC6H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        82 | PA      | $83.02        | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MB6P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102470 | PA      | $103836.89    | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128MB2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11748 | PA      | $11904.17     | 0.00%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21801 | PA      | $22909.31     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92680 | PA      | $96695.18     | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31662 | PA      | $31494.07     | 0.00%             | 2037-02-01      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128LU7A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129667 | PA      | $129292.24    | 0.00%             | 2038-02-01      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128JRZ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63415 | PA      | $62042.79     | 0.00%             | 2038-05-01      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128JRBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2956 | PA      | $2874.29      | 0.00%             | 2034-02-01      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128JPP46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124656 | PA      | $122707.74    | 0.00%             | 2038-07-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC NON GOLD POOL                                                        | CUSIP: 3128JNNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37198 | PA      | $36353.66     | 0.00%             | 2037-01-01      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | FREDDIE MAC GOLD POOL                                                            | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287206 | PA      | $299649.58    | 0.01%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                         | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                         | CUSIP: 30711XQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199497 | PA      | $199269.45    | 0.00%             | 2030-01-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                         | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                         | CUSIP: 30711XMZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6063600 | PA      | $5919589.31   | 0.12%             | 2029-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                         | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                         | CUSIP: 30711XM92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369165 | PA      | $364607.56    | 0.01%             | 2030-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                         | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                         | CUSIP: 30711XL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5981065 | PA      | $5876395.98   | 0.12%             | 2030-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                         | FANNIE MAE CONNECTICUT AVENUE SECURITIES                                         | CUSIP: 30711XHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168531 | PA      | $166001.37    | 0.00%             | 2029-09-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FWD Securitization Trust 2020-INV1                                               | FWD SECURITIZATION TRUST 2020-INV1                                               | CUSIP: 302985AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3630006 | PA      | $3250054.90   | 0.07%             | 2050-01-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                             | EXTENDED STAY AMERICA TRUST 2021-ESH                                             | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4993223 | PA      | $4802312.31   | 0.10%             | 2038-07-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-1                                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-1                                       | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9630000 | PA      | $8680477.19   | 0.18%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5                                       | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12400000 | PA      | $12377625.44  | 0.25%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                       | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6660000 | PA      | $6314726.29   | 0.13%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4                                       | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $3795041.59   | 0.08%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-3                                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-3                                       | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4295000 | PA      | $3783622.70   | 0.08%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-1                                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1                                       | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3935000 | PA      | $3755083.54   | 0.08%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERGY                                                                | CUSIP: 30040WAS7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4378049.41   | 0.09%             | 2024-06-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                          | CUSIP: 29449WAK3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   7095000 | PA      | $6554197.82   | 0.13%             | 2024-11-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                          | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                          | CUSIP: 29449WAG2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  17120000 | PA      | $16841303.52  | 0.35%             | 2023-04-06      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2019-3 LLC                                            | ENTERPRISE FLEET FINANCING 2019-3 LLC                                            | CUSIP: 29374WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141080 | PA      | $140698.85    | 0.00%             | 2025-05-20      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1756716.06   | 0.04%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  17363000 | PA      | $17378991.32  | 0.36%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14312000 | PA      | $14259532.21  | 0.29%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1801612.18   | 0.04%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FINANCE INTERNATIONAL NV                                                    | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1445500.00   | 0.03%             | 2025-10-14      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FINANCE INTERNATIONAL NV                                                    | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   9605000 | PA      | $8331117.67   | 0.17%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FINANCE INTERNATIONAL NV                                                    | CUSIP: 29278GAL2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  12355000 | PA      | $11853127.55  | 0.24%             | 2024-09-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER LP                                                               | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4887082.43   | 0.10%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4350000 | PA      | $4114547.55   | 0.08%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2395000 | PA      | $2309723.63   | 0.05%             | 2024-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9500000 | PA      | $8997849.00   | 0.18%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5580000 | PA      | $5512610.34   | 0.11%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                                            | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                            | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2754904 | PA      | $2552628.56   | 0.05%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2017-A LLC                                            | ELARA HGV TIMESHARE ISSUER 2017-A LLC                                            | CUSIP: 28416DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608857 | PA      | $582659.69    | 0.01%             | 2030-03-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTERNATIONAL                                                             | CUSIP: 281020AJ6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4199000 | PA      | $4151828.43   | 0.09%             | 2023-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                                       | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   8040000 | PA      | $8199031.20   | 0.17%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                                                                       | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2571531.50   | 0.05%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Eagle RE 2021-2 Ltd                                                              | EAGLE RE 2021-2 LTD                                                              | CUSIP: 26982AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   3950000 | PA      | $3923009.26   | 0.08%             | 2034-04-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES INC                                                                | CUSIP: 26875PAK7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2246249.27   | 0.05%             | 2023-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                                                                          | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |  13505000 | PA      | $13325842.67  | 0.27%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dryden 86 CLO Ltd                                                                | DRYDEN 86 CLO LTD                                                                | CUSIP: 26245XAL1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   9145000 | PA      | $8834784.77   | 0.18%             | 2034-07-17      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-1                                              | DRIVE AUTO RECEIVABLES TRUST 2021-1                                              | CUSIP: 262108AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5405000 | PA      | $5032973.85   | 0.10%             | 2029-01-16      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-2                                              | DRIVE AUTO RECEIVABLES TRUST 2021-2                                              | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6540000 | PA      | $5955734.06   | 0.12%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2020-1                                              | DRIVE AUTO RECEIVABLES TRUST 2020-1                                              | CUSIP: 26208QAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1072775 | PA      | $1070628.15   | 0.02%             | 2026-03-16      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAPITAL PLC                                                               | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   4650000 | PA      | $4685865.45   | 0.10%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY CORP                                                                | CUSIP: 25179MBB8<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   4205000 | PA      | $4278486.58   | 0.09%             | 2023-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                      | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                                      | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1956348 | PA      | $1560266.30   | 0.03%             | 2066-04-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                      | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                                      | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1757544 | PA      | $1461521.05   | 0.03%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-1                                      | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1                                      | CUSIP: 24380VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1186633 | PA      | $1028270.14   | 0.02%             | 2065-05-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                                                                  | CUSIP: 23636ABD2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5275000 | PA      | $5064970.60   | 0.10%             | 2025-03-28      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                                                                  | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  10885000 | PA      | $10067503.85  | 0.21%             | 2024-06-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                                                                  | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   8680000 | PA      | $8603077.84   | 0.18%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2020-1                                               | DAIMLER TRUCKS RETAIL TRUST 2020-1                                               | CUSIP: 233854AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8360000 | PA      | $8306377.29   | 0.17%             | 2027-06-15      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                         | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                         | CUSIP: 233853AD2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   7760000 | PA      | $7198610.56   | 0.15%             | 2024-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | CUSIP: 233851DY7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  13400000 | PA      | $13267326.60  | 0.27%             | 2023-03-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                  | DAE FUNDING LLC                                                                  | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3934913.74   | 0.08%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                                                                    | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   7175000 | PA      | $7046510.10   | 0.14%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   6355000 | PA      | $5810573.51   | 0.12%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   9140000 | PA      | $7915459.36   | 0.16%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822VAJ0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3226000 | PA      | $3182197.37   | 0.07%             | 2023-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                     | CREDIT SUISSE AG/NEW YORK NY                                                     | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   7350000 | PA      | $6720193.20   | 0.14%             | 2024-02-02      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                     | CREDIT SUISSE AG/NEW YORK NY                                                     | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |  10620000 | PA      | $10264038.84  | 0.21%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | CREDIT SUISSE GROUP AG                                                           | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   7600000 | PA      | $7130084.40   | 0.15%             | 2026-07-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | CREDIT SUISSE GROUP AG                                                           | CUSIP: 225401AD0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3385000 | PA      | $3348428.46   | 0.07%             | 2023-12-14      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                        | CREDIT AGRICOLE SA/LONDON                                                        | CUSIP: 22535WAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5525000 | PA      | $5524872.93   | 0.11%             | 2023-04-24      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Credicorp Ltd                                                                    | CREDICORP LTD                                                                    | CUSIP: 22530EAA0<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | DBT              | CORP              | BM        |   2715000 | PA      | $2535647.07   | 0.05%             | 2025-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                           | COX COMMUNICATIONS INC                                                           | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  13268000 | PA      | $12744312.04  | 0.26%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                           | COX COMMUNICATIONS INC                                                           | CUSIP: 224044CA3<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3760636.25   | 0.08%             | 2023-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                                                   | GINNIE MAE                                                                       | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4425000 | PA      | $4477480.41   | 0.09%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FINANCIAL INC                                                         | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   5855000 | PA      | $5605295.96   | 0.11%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BRANDS INC                                                         | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $6293902.62   | 0.13%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R08                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R08                                     | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2871386 | PA      | $2852374.86   | 0.06%             | 2042-07-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R06                                     | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6734134 | PA      | $6734134.10   | 0.14%             | 2042-05-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R07                                     | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4035813 | PA      | $4063249.34   | 0.08%             | 2042-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8243340 | PA      | $8094421.89   | 0.17%             | 2041-12-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                     | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4041913 | PA      | $3991493.16   | 0.08%             | 2042-03-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                     | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6104062 | PA      | $6031607.20   | 0.12%             | 2042-03-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                                     | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2947417.90   | 0.06%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 Mortgage Loan Trust                                                  | COLT 2021-3 MORTGAGE LOAN TRUST                                                  | CUSIP: 19688FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2842989 | PA      | $2218556.31   | 0.05%             | 2066-09-27      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| COLT 2021-1 Mortgage Loan Trust                                                  | COLT 2021-1 MORTGAGE LOAN TRUST                                                  | CUSIP: 19688EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2721821 | PA      | $2183584.18   | 0.04%             | 2066-06-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                               | COCA-COLA EUROPACIFIC PARTNERS PLC                                               | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |  17240000 | PA      | $16124003.08  | 0.33%             | 2024-05-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUNDING                                                               | CUSIP: 18977W2B5<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   7125000 | PA      | $6581298.38   | 0.13%             | 2025-01-06      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                               | CNO GLOBAL FUNDING                                                               | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   8935000 | PA      | $7823602.16   | 0.16%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                | CITIGROUP MORTGAGE LOAN TRUST INC                                                | CUSIP: 17328PAQ6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   4643191 | PA      | $3794293.76   | 0.08%             | 2050-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2013-375P                                    | CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P                                    | CUSIP: 17320QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3695000 | PA      | $3479302.90   | 0.07%             | 2035-05-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7260000 | PA      | $7127715.54   | 0.15%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7545000 | PA      | $7020464.06   | 0.14%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $3821871.30   | 0.08%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                             | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |  13870000 | PA      | $14029505.00  | 0.29%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                             | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   9955000 | PA      | $10015725.50  | 0.21%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27430000 | PA      | $27017178.50  | 0.55%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO Y CONSTITUCION SA                                                | CUSIP: 151191AZ6<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   5349000 | PA      | $5261970.86   | 0.11%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HOLDINGS LLC                                                         | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  12960000 | PA      | $12864679.20  | 0.26%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HOLDINGS LLC                                                         | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  16050000 | PA      | $15946076.25  | 0.33%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XIV CLO Ltd                                                        | CEDAR FUNDING XIV CLO LTD                                                        | CUSIP: 15034AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10480000 | PA      | $10244097.19  | 0.21%             | 2033-07-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-P1                                           | CARVANA AUTO RECEIVABLES TRUST 2022-P1                                           | CUSIP: 14688DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12850000 | PA      | $12043334.83  | 0.25%             | 2028-02-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-N1                                           | CARVANA AUTO RECEIVABLES TRUST 2022-N1                                           | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1560000 | PA      | $1498813.21   | 0.03%             | 2028-12-11      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL CORP                                                              | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1909000 | PA      | $1798560.53   | 0.04%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2020-4                                                   | CARMAX AUTO OWNER TRUST 2020-4                                                   | CUSIP: 14316HAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4290000 | PA      | $3897584.69   | 0.08%             | 2027-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2020-1                                                   | CARMAX AUTO OWNER TRUST 2020-1                                                   | CUSIP: 14315XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2965000 | PA      | $2820517.33   | 0.06%             | 2025-11-17      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2021-2                                                   | CARMAX AUTO OWNER TRUST 2021-2                                                   | CUSIP: 14314QAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4605000 | PA      | $4134804.17   | 0.08%             | 2027-02-16      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH INC                                                              | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   5115000 | PA      | $4957427.31   | 0.10%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH INC                                                              | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   6185000 | PA      | $6020744.96   | 0.12%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH INC                                                              | CUSIP: 14149YAY4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5219523.75   | 0.11%             | 2023-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5995000 | PA      | $5939414.36   | 0.12%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7645000 | PA      | $7151958.66   | 0.15%             | 2026-03-03      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $4043292.01   | 0.08%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040HBU8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5589000 | PA      | $5576821.57   | 0.11%             | 2023-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4000701.90   | 0.08%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   4645000 | PA      | $4121099.74   | 0.08%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  10590000 | PA      | $9841212.87   | 0.20%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  11415000 | PA      | $10647398.33  | 0.22%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1890000 | PA      | $1857645.09   | 0.04%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2761894.63   | 0.06%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                                                                  | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3256477.02   | 0.07%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   2575000 | PA      | $2474716.63   | 0.05%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4                            | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4                            | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6220000 | PA      | $6016056.15   | 0.12%             | 2036-05-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4                            | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-ICE4                            | CUSIP: 12653VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8520000 | PA      | $8283611.75   | 0.17%             | 2036-05-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET                                                                    | CSMC 2020-NET                                                                    | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3317998 | PA      | $2964354.37   | 0.06%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC23 Mortgage Trust                                                    | COMM 2015-LC23 MORTGAGE TRUST                                                    | CUSIP: 12636FBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2637590 | PA      | $2629308.51   | 0.05%             | 2048-10-10      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| COMM 2013-300P Mortgage Trust                                                    | COMM 2013-300P MORTGAGE TRUST                                                    | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |   4134000 | PA      | $4025449.84   | 0.08%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 Mortgage Loan Trust                                                  | COLT 2020-3 MORTGAGE LOAN TRUST                                                  | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539054 | PA      | $505774.53    | 0.01%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                                  | COMM 2014-CCRE19 MORTGAGE TRUST                                                  | CUSIP: 12592GBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7262000 | PA      | $6941184.45   | 0.14%             | 2047-08-10      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                                  | COMM 2014-CCRE19 MORTGAGE TRUST                                                  | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2995000 | PA      | $2702337.29   | 0.06%             | 2047-08-10      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                  | COMM 2014-CCRE15 MORTGAGE TRUST                                                  | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6420000 | PA      | $6199724.66   | 0.13%             | 2047-02-10      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2021-INV1                                                              | CIM TRUST 2021-INV1                                                              | CUSIP: 12566PAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3404062 | PA      | $2894280.28   | 0.06%             | 2051-07-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust 2020-INV1                                                              | CIM TRUST 2020-INV1                                                              | CUSIP: 12560AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4552444 | PA      | $3774548.19   | 0.08%             | 2050-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-IV Ltd                                                         | CIFC FUNDING 2021-IV LTD                                                         | CUSIP: 12547DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15375000 | PA      | $15031292.34  | 0.31%             | 2033-07-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CGDB Commercial Mortgage Trust 2019-MOB                                          | CGDB COMMERCIAL MORTGAGE TRUST 2019-MOB                                          | CUSIP: 125284AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10831000 | PA      | $10313437.42  | 0.21%             | 2036-11-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC / CDW FINANCE CORP                                                       | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2663100.00   | 0.05%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP/DE                                                                | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |  10060000 | PA      | $9223541.18   | 0.19%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATING PARTNERSHIP LP                                                 | CUSIP: 11120VAF0<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1905011.93   | 0.04%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                          | SKY LTD                                                                          | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |  17915000 | PA      | $17503814.92  | 0.36%             | 2024-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                             | CUSIP: 10921U2D9<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   7280000 | PA      | $7080775.52   | 0.15%             | 2023-06-28      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                             | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                             | CUSIP: 10921U2A5<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $6814259.70   | 0.14%             | 2024-04-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2021-NQM3                                        | BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3                                        | CUSIP: 105690AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4781093 | PA      | $4288439.54   | 0.09%             | 2060-04-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                       | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2016-1                       | CUSIP: 09228YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2622777 | PA      | $2386700.56   | 0.05%             | 2041-12-16      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON AND CO                                                          | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   6449000 | PA      | $6296029.72   | 0.13%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON AND CO                                                          | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2106969.84   | 0.04%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2                              | CUSIP: 07336LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6975070 | PA      | $5930600.24   | 0.12%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV5                              | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5                              | CUSIP: 07336JAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5543176 | PA      | $4701869.53   | 0.10%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                          | BAYER US FINANCE II LLC                                                          | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   5080000 | PA      | $4998120.56   | 0.10%             | 2023-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2013-I                                                           | BARINGS CLO LTD 2013-I                                                           | CUSIP: 06760EAA4<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |   5652216 | PA      | $5595546.08   | 0.11%             | 2028-01-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2021-NQM1                                           | BARCLAYS MORTGAGE LOAN TRUST 2021-NQM1                                           | CUSIP: 06744UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7481932 | PA      | $6207083.53   | 0.13%             | 2051-09-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4915000 | PA      | $5048083.46   | 0.10%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                                     | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4510000 | PA      | $4411921.03   | 0.09%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                                     | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7245000 | PA      | $6839185.82   | 0.14%             | 2024-12-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                                     | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5640000 | PA      | $5583780.48   | 0.11%             | 2024-05-16      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                            | CUSIP: 06675FAX5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   9745000 | PA      | $8883795.37   | 0.18%             | 2025-02-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                            | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                            | CUSIP: 06675FAV9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   7615000 | PA      | $7182087.25   | 0.15%             | 2024-02-27      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                  | BANK 2019-BNK19                                                                  | CUSIP: 06540WBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1853066 | PA      | $1729114.82   | 0.04%             | 2061-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BNK24                                                                  | CUSIP: 06540VAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1366772 | PA      | $1325167.22   | 0.03%             | 2062-11-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NEW YORK MELLON CORP/THE                                                 | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6565824.83   | 0.13%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                                                 | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5025000 | PA      | $4963393.50   | 0.10%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL                                                                 | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10110000 | PA      | $9837545.61   | 0.20%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                        | BANK OF IRELAND GROUP PLC                                                        | CUSIP: 06279JAA7<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  21463000 | PA      | $21010001.92  | 0.43%             | 2023-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $5192752.50   | 0.11%             | 2025-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7560000 | PA      | $7188720.84   | 0.15%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GKG3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6080000 | PA      | $5812236.80   | 0.12%             | 2025-02-04      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $5781546.32   | 0.12%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9040000 | PA      | $8446026.80   | 0.17%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6004290.23   | 0.12%             | 2024-10-24      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER SA                                                               | CUSIP: 05971KAK5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2895522.00   | 0.06%             | 2024-06-30      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   1865000 | PA      | $1853315.78   | 0.04%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                        | BANCO DEL ESTADO DE CHILE                                                        | CUSIP: 05965MAG8<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |   4585000 | PA      | $4341921.09   | 0.09%             | 2025-01-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER SA                                                               | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   8200000 | PA      | $7876337.80   | 0.16%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZCAYA ARGENTARIA SA                                               | CUSIP: 05946KAH4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  14000000 | PA      | $13515334.00  | 0.28%             | 2023-09-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-CSMO                                           | BX COMMERCIAL MORTGAGE TRUST 2022-CSMO                                           | CUSIP: 05610MAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7400000 | PA      | $7311905.22   | 0.15%             | 2027-06-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-SOAR                                           | BX COMMERCIAL MORTGAGE TRUST 2021-SOAR                                           | CUSIP: 05608WAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5607522 | PA      | $5256037.92   | 0.11%             | 2038-06-15      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-ARIA                                                               | BX TRUST 2021-ARIA                                                               | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4830000 | PA      | $4466855.97   | 0.09%             | 2036-10-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-VIEW                                                               | BX TRUST 2021-VIEW                                                               | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3785000 | PA      | $3570113.06   | 0.07%             | 2036-06-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL                                             | BX COMMERCIAL MORTGAGE TRUST 2019-XL                                             | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4696250 | PA      | $4583959.84   | 0.09%             | 2036-10-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| BSPRT 2022-FL8 Issuer Ltd                                                        | BSPRT 2022-FL8 ISSUER LTD                                                        | CUSIP: 055983AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10745000 | PA      | $10314931.38  | 0.21%             | 2037-02-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2021-TY                                                                | BPR TRUST 2021-TY                                                                | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6525000 | PA      | $6079202.87   | 0.12%             | 2038-09-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trust 2021-DC                                          | BSREP COMMERCIAL MORTGAGE TRUST 2021-DC                                          | CUSIP: 05591UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5765000 | PA      | $5210885.50   | 0.11%             | 2038-08-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC                                   | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                   | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1273876 | PA      | $1197591.82   | 0.02%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                          | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  22547000 | PA      | $22142980.31  | 0.45%             | 2023-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BCP Trust 2021-330N                                                              | BCP TRUST 2021-330N                                                              | CUSIP: 05553BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4285000 | PA      | $4020674.63   | 0.08%             | 2038-06-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BINOM Securitization Trust 2021-INV1                                             | BINOM SECURITIZATION TRUST 2021-INV1                                             | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2655078 | PA      | $2284673.48   | 0.05%             | 2056-06-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust 2022-BIG                                           | BIG COMMERCIAL MORTGAGE TRUST 2022-BIG                                           | CUSIP: 05551UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2805000 | PA      | $2613149.22   | 0.05%             | 2039-02-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTERNATIONAL FINANCE PLC                                                    | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  13155000 | PA      | $12151931.25  | 0.25%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTERNATIONAL FINANCE PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   7140000 | PA      | $6314487.48   | 0.13%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BFLD 2019-DPLO                                                                   | BFLD 2019-DPLO                                                                   | CUSIP: 054970AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5070000 | PA      | $4878602.94   | 0.10%             | 2034-10-15      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2018-DSNY                             | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-DSNY                             | CUSIP: 054967AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8180000 | PA      | $8002444.10   | 0.16%             | 2034-09-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                      | AVOLON HOLDINGS FUNDING LTD                                                      | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   9215000 | PA      | $7844268.75   | 0.16%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                      | AVOLON HOLDINGS FUNDING LTD                                                      | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   7180000 | PA      | $6560725.00   | 0.13%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                      | AVOLON HOLDINGS FUNDING LTD                                                      | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2230000 | PA      | $2121287.50   | 0.04%             | 2024-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                         | CUSIP: 05377REX8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   9095000 | PA      | $8907772.15   | 0.18%             | 2024-09-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                         | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3950000 | PA      | $3618983.29   | 0.07%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                         | CUSIP: 05377RDM3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4265000 | PA      | $4051934.25   | 0.08%             | 2025-09-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                         | CUSIP: 05377RDL5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7360000 | PA      | $7063581.89   | 0.14%             | 2025-09-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                         | CUSIP: 05377RDE1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3155000 | PA      | $3076350.90   | 0.06%             | 2025-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                                                                     | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3499365.60   | 0.07%             | 2025-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FUNDING                                                            | CUSIP: 04685A3J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  15230000 | PA      | $14540126.69  | 0.30%             | 2024-03-08      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FUNDING                                                            | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  12540000 | PA      | $11623927.92  | 0.24%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FINANCE LLC                                                          | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  12035000 | PA      | $10747868.79  | 0.22%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA                                                                 | CUSIP: 03938LBB9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3220000 | PA      | $3119597.18   | 0.06%             | 2024-07-16      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6810000 | PA      | $6598229.36   | 0.14%             | 2036-11-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd                           | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL3 LTD                           | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9270000 | PA      | $8884000.07   | 0.18%             | 2034-08-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                                        | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                        | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14746050 | PA      | $13955838.67  | 0.29%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC                                                              | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2356854.83   | 0.05%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                      | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3220024.27   | 0.07%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-3                                                  | ANGEL OAK MORTGAGE TRUST 2020-3                                                  | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1451044 | PA      | $1318739.86   | 0.03%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-6                                                  | ANGEL OAK MORTGAGE TRUST 2021-6                                                  | CUSIP: 03465JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3357802 | PA      | $2541736.60   | 0.05%             | 2066-09-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-3                                                  | ANGEL OAK MORTGAGE TRUST 2021-3                                                  | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3413026 | PA      | $2656532.58   | 0.05%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                  | ANGEL OAK MORTGAGE TRUST 2021-2                                                  | CUSIP: 03465DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230701 | PA      | $971015.06    | 0.02%             | 2066-04-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-2                                                  | ANGEL OAK MORTGAGE TRUST 2021-2                                                  | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4261499 | PA      | $3516654.81   | 0.07%             | 2066-04-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-1                                                  | ANGEL OAK MORTGAGE TRUST 2021-1                                                  | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4964483 | PA      | $3892025.71   | 0.08%             | 2066-01-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-5                                                  | ANGEL OAK MORTGAGE TRUST 2020-5                                                  | CUSIP: 03464WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175723 | PA      | $1037409.03   | 0.02%             | 2065-05-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust I LLC 2019-4                                            | ANGEL OAK MORTGAGE TRUST I LLC 2019-4                                            | CUSIP: 03463UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212793 | PA      | $211049.21    | 0.00%             | 2049-07-26      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VII LLC                                       | AMUR EQUIPMENT FINANCE RECEIVABLES VII LLC                                       | CUSIP: 03237MAC4<br>LEI: 5493008OAETJ1UTO4Q72 | Long             | ABS-O            | CORP              | US        |   7833000 | PA      | $7769447.74   | 0.16%             | 2025-03-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                                                                    | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6310449.60   | 0.13%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AMERISOURCEBERGEN CORP                                                           | CUSIP: 03073EAS4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6920494.00   | 0.14%             | 2023-03-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2020-1                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1                                  | CUSIP: 03067DAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14235000 | PA      | $13371445.11  | 0.27%             | 2025-12-18      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2020-1                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1                                  | CUSIP: 03067DAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5255000 | PA      | $5044592.95   | 0.10%             | 2025-10-20      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-2                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2                                  | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8770000 | PA      | $7851980.96   | 0.16%             | 2027-06-18      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2020-2                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2                                  | CUSIP: 03066EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2715000 | PA      | $2646221.18   | 0.05%             | 2026-02-18      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-1                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1                                  | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3945000 | PA      | $3510001.02   | 0.07%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-1                                  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1                                  | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6385000 | PA      | $5857138.00   | 0.12%             | 2026-10-19      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER CORP                                                              | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4733000 | PA      | $4448745.49   | 0.09%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER CORP                                                              | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3384000 | PA      | $3379695.55   | 0.07%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNATIONAL GROUP INC                                                 | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   6440000 | PA      | $6087390.68   | 0.12%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS CO                                                              | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  12785000 | PA      | $12054580.17  | 0.25%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class B Pass Through Trust                              | AMERICAN AIRLINES 2017-2 CLASS B PASS THROUGH TRUST                              | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3616222 | PA      | $3218437.27   | 0.07%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES NORTH AMERICA INC                                                | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   5355000 | PA      | $5193402.17   | 0.11%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust                                                          | ALEXANDER FUNDING TRUST                                                          | CUSIP: 014621AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7760000 | PA      | $7315794.32   | 0.15%             | 2023-11-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                      | AKER BP ASA                                                                      | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   9515000 | PA      | $8991675.00   | 0.18%             | 2025-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                                                                   | CUSIP: 00914AAD4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5935000 | PA      | $5910601.22   | 0.12%             | 2023-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                                                                        | CUSIP: 00817YAV0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $4006498.15   | 0.08%             | 2023-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11390000 | PA      | $10490907.57  | 0.21%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7505000 | PA      | $7408905.98   | 0.15%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6790000 | PA      | $6685271.04   | 0.14%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10987000 | PA      | $10878865.95  | 0.22%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  20860000 | PA      | $19959661.54  | 0.41%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  14705000 | PA      | $13729529.12  | 0.28%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1231495.79   | 0.03%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                           | APA INFRASTRUCTURE LTD                                                           | CUSIP: 00205GAB3<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |  14944000 | PA      | $14373692.13  | 0.29%             | 2025-03-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                                                                     | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $5098094.93   | 0.10%             | 2025-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** T. ROWE PRICE SHORT-TERM BOND FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President