# EDGAR Filing Document

**Accession Number:** 0001005942
**File Stem:** 0000869392-25-001165
**Filing Date:** 2025-6
**Character Count:** 337335
**Document Hash:** 3865d893698fb4981deba27da08877c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000869392-25-001165.hdr.sgml**: 20250618

**ACCESSION NUMBER**: 0000869392-25-001165

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250618

**DATE AS OF CHANGE**: 20250618

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PUTNAM FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001005942

**ORGANIZATION NAME:**
- **EIN:** 043299786
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07513
- **FILM NUMBER:** 251056182

**BUSINESS ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6177601000

**MAIL ADDRESS:**
- **STREET 1:** 100 FEDERAL STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

## Series and Classes Contracts Data

### Putnam Core Bond Fund (Series ID: S000024275)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000071712 | Class R      |  |
| C000071713 | Class Y      |  |
| C000071714 | Class A      |  |
| C000071716 | Class C      |  |
| C000118006 | Class R6     |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-07513

- **c. CIK number of Registrant:** 0001005942

- **d. LEI of Registrant:** 549300S9JYWEMKQCLW53

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

  - **Street Address 1:** 100 FEDERAL STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 1-800-225-1581

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

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

- **b. EDGAR series identifier (if any):** S000024275

- **c. LEI of Series:** 549300PER537II0N8U45

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $1379686912.94

**Total Liabilities:** $273799667.23

**Net Assets:** $1105887245.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 19281.02 | **1-Year:** 56331.56 | **5-Year:** 159955.82 | **10-Year:** 260794.28 | **30-Year:** 143813.81

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

- **3-Month:** 17.78 | **1-Year:** 445.4 | **5-Year:** 2145.48 | **10-Year:** 586.22 | **30-Year:** 467.95

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071713 | 0.26%                | 0.01%                | 2.12%                |
| Class ID C000071714 | 0.36%                | -0.01%               | 2.10%                |
| Class ID C000071716 | 0.18%                | -0.07%               | 2.04%                |
| Class ID C000071712 | 0.22%                | -0.04%               | 2.18%                |
| Class ID C000118006 | 0.26%                | 0.01%                | 2.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $392329.67               | $-1315841.04                               |
| Month 2  | $3534364.73              | $-7835156.35                               |
| Month 3  | $2107280.88              | $17038139.83                               |

**Designated Index Information**

- **Index Name:** LBUSTRUU Index

- **Index Identifier:** BM0838

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CATHEDRAL LAKE VIII LTD                                                         | ASSET BACKED SECURITY                 | CUSIP: 14919GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1540000 | PA      | $1544110.80   | 0.14%             | 2035-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXIV                                                                | ASSET BACKED SECURITY                 | CUSIP: 03768WAL9<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-MBS          | CORP              | KY        |   2310000 | PA      | $2315324.90   | 0.21%             | 2035-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2020-I LTD                                                         | ASSET BACKED SECURITY                 | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2720000 | PA      | $2724711.39   | 0.25%             | 2036-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| KKR CLO 43 LTD                                                                  | ASSET BACKED SECURITY                 | CUSIP: 48255UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    750000 | PA      | $751766.87    | 0.07%             | 2036-01-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-2 LTD                                              | ASSET BACKED SECURITY                 | CUSIP: 05682GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $499135.76    | 0.05%             | 2035-04-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-HB1                                               | ASSET BACKED SECURITY                 | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $819148.95    | 0.07%             | 2055-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BLACK DIAMOND CLO 2021-1 LTD                                                    | ASSET BACKED SECURITY                 | CUSIP: 09204WAA2<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-MBS          | CORP              | KY        |    250000 | PA      | $249999.88    | 0.02%             | 2034-11-22      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| NASSAU 2020-I LTD                                                               | ASSET BACKED SECURITY                 | CUSIP: 631715AW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    249457 | PA      | $249947.59    | 0.02%             | 2035-01-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 10 LTD                                                          | ASSET BACKED SECURITY                 | CUSIP: 22846FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $501081.66    | 0.05%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-3 LTD                                                    | ASSET BACKED SECURITY                 | CUSIP: 69688FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    850000 | PA      | $851609.12    | 0.08%             | 2035-01-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2022-A                                         | ASSET BACKED SECURITY                 | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53509 | PA      | $53339.93     | 0.00%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| RR 14 LTD                                                                       | ASSET BACKED SECURITY                 | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-MBS          | CORP              | KY        |   1000000 | PA      | $1000292.60   | 0.09%             | 2036-04-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                         | ASSET BACKED SECURITY                 | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    523000 | PA      | $522765.07    | 0.05%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                                              | ASSET BACKED SECURITY                 | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |    483000 | PA      | $481918.56    | 0.04%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                    | ASSET BACKED SECURITY                 | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   2496000 | PA      | $2490102.70   | 0.23%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                    | ASSET BACKED SECURITY                 | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2505044.50   | 0.23%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                         | ASSET BACKED SECURITY                 | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   2634000 | PA      | $2639055.44   | 0.24%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                                              | ASSET BACKED SECURITY                 | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   2149000 | PA      | $2153744.13   | 0.19%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO IX LTD                                                            | ASSET BACKED SECURITY                 | CUSIP: 47048JAX1<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-MBS          | CORP              | KY        |    400000 | PA      | $401082.44    | 0.04%             | 2034-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2017-1 LTD                                                           | ASSET BACKED SECURITY                 | CUSIP: 449259AJ9<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-MBS          | CORP              | KY        |   1000000 | PA      | $1002163.29   | 0.09%             | 2034-07-28      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-B OWNER TRUST                                      | ASSET BACKED SECURITY                 | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265098 | PA      | $265578.78    | 0.02%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                         | ASSET BACKED SECURITY                 | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500994.00    | 0.05%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-HE1                                               | ASSET BACKED SECURITY                 | CUSIP: 46656UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176462 | PA      | $177707.36    | 0.02%             | 2053-11-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2022-A                                                   | ASSET BACKED SECURITY                 | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $179367.70    | 0.02%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2023-A                                                  | ASSET BACKED SECURITY                 | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439219 | PA      | $442268.92    | 0.04%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3                       | ASSET BACKED SECURITY                 | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2013602.60   | 0.18%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VENTURE XV CLO LTD                                                              | ASSET BACKED SECURITY                 | CUSIP: 92328XBD0<br>LEI: 549300UYHZCJPN3LMT03 | Long             | ABS-MBS          | CORP              | KY        |    364959 | PA      | $365646.81    | 0.03%             | 2032-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B                                           | ASSET BACKED SECURITY                 | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2092013 | PA      | $2106613.71   | 0.19%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2021-2 LTD                                                              | ASSET BACKED SECURITY                 | CUSIP: 87190MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    300000 | PA      | $300651.43    | 0.03%             | 2034-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST                                      | ASSET BACKED SECURITY                 | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546000 | PA      | $549191.37    | 0.05%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-3 OWNER TRUST                                       | ASSET BACKED SECURITY                 | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1727000 | PA      | $1739833.68   | 0.16%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2023-B                                         | ASSET BACKED SECURITY                 | CUSIP: 41285YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $908943.66    | 0.08%             | 2028-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD                                                           | ASSET BACKED SECURITY                 | CUSIP: 92331LBE9<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-MBS          | CORP              | KY        |    350000 | PA      | $350518.55    | 0.03%             | 2030-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| HAYFIN US XIV LTD                                                               | ASSET BACKED SECURITY                 | CUSIP: 42088AAA2<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-MBS          | CORP              | KY        |    450000 | PA      | $450680.71    | 0.04%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| ROCKLAND PARK CLO LTD                                                           | ASSET BACKED SECURITY                 | CUSIP: 773663AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    650000 | PA      | $651233.44    | 0.06%             | 2034-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| SHACKLETON 2019-XIV CLO LTD                                                     | ASSET BACKED SECURITY                 | CUSIP: 81880XAQ5<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $501183.52    | 0.05%             | 2034-07-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO IX LTD                                                            | ASSET BACKED SECURITY                 | CUSIP: 47048JAZ6<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $496302.98    | 0.04%             | 2034-07-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                                          | ASSET BACKED SECURITY                 | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2584000 | PA      | $2599392.89   | 0.24%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-A                                        | ASSET BACKED SECURITY                 | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $507841.13    | 0.05%             | 2029-03-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 8 LTD                                                           | ASSET BACKED SECURITY                 | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-MBS          | CORP              | JE        |    750000 | PA      | $752206.38    | 0.07%             | 2037-04-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| WARWICK CAPITAL CLO 3 LTD                                                       | ASSET BACKED SECURITY                 | CUSIP: 93655PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    800000 | PA      | $800216.02    | 0.07%             | 2037-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                        | ASSET BACKED SECURITY                 | CUSIP: 380881FP2<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-CBDO         | CORP              | CA        |   4244000 | PA      | $4238739.56   | 0.38%             | 2027-09-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XL LTD                                                                | ASSET BACKED SECURITY                 | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-MBS          | CORP              | KY        |   3200000 | PA      | $3204258.02   | 0.29%             | 2037-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 7 LTD                                                      | ASSET BACKED SECURITY                 | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $500930.18    | 0.05%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| WISE CLO 2024-2 LTD                                                             | ASSET BACKED SECURITY                 | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-MBS          | CORP              | KY        |    750000 | PA      | $748126.88    | 0.07%             | 2037-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2019-4 LTD                                                          | ASSET BACKED SECURITY                 | CUSIP: 67402CBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $501253.21    | 0.05%             | 2037-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-IV LTD                                                        | ASSET BACKED SECURITY                 | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $497962.72    | 0.05%             | 2037-07-23      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXXII LTD                                                       | ASSET BACKED SECURITY                 | CUSIP: 83616AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $500132.98    | 0.05%             | 2034-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 5 LTD                                                           | ASSET BACKED SECURITY                 | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    600000 | PA      | $600599.48    | 0.05%             | 2037-04-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXX LTD                                                    | ASSET BACKED SECURITY                 | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-MBS          | CORP              | KY        |   1180000 | PA      | $1180846.87   | 0.11%             | 2037-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| WISE CLO 2023-2 LTD                                                             | ASSET BACKED SECURITY                 | CUSIP: 97719TAA2<br>LEI: 2549000Z4RGK1HNAPB35 | Long             | ABS-MBS          | CORP              | JE        |   1000000 | PA      | $1004221.96   | 0.09%             | 2037-01-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO III LTD                                                             | ASSET BACKED SECURITY                 | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    850000 | PA      | $850212.50    | 0.08%             | 2037-07-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO I LTD                                                               | ASSET BACKED SECURITY                 | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1000000 | PA      | $1002292.23   | 0.09%             | 2037-04-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 9 LTD                                         | ASSET BACKED SECURITY                 | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $802595.04    | 0.07%             | 2037-04-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2024-3                                            | ASSET BACKED SECURITY                 | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1786292 | PA      | $1786015.88   | 0.16%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 33 LTD                                                              | ASSET BACKED SECURITY                 | CUSIP: 29001EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    750000 | PA      | $747475.97    | 0.07%             | 2037-10-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 2 LTD                                                           | ASSET BACKED SECURITY                 | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    700000 | PA      | $701775.63    | 0.06%             | 2037-10-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XII LTD                                                             | ASSET BACKED SECURITY                 | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-MBS          | CORP              | KY        |    450000 | PA      | $450100.46    | 0.04%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| KINGS PARK CLO LTD                                                              | ASSET BACKED SECURITY                 | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2383819 | PA      | $2386862.23   | 0.22%             | 2035-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| DANBY PARK CLO LTD                                                              | ASSET BACKED SECURITY                 | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |   2510000 | PA      | $2501849.03   | 0.23%             | 2037-10-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2024-1                                 | ASSET BACKED SECURITY                 | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1443480 | PA      | $1444607.47   | 0.13%             | 2027-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 LTD                                                                  | ASSET BACKED SECURITY                 | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2275000 | PA      | $2267725.30   | 0.21%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2021-1 LTD                                                          | ASSET BACKED SECURITY                 | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    938000 | PA      | $933288.08    | 0.08%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FUNDING 2016-1 LTD                                                     | ASSET BACKED SECURITY                 | CUSIP: 67110UAW9<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-MBS          | CORP              | KY        |   2043000 | PA      | $2046369.74   | 0.19%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO 3 LTD                                                           | ASSET BACKED SECURITY                 | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3152000 | PA      | $3146483.94   | 0.28%             | 2037-07-30      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIII LTD                                                          | ASSET BACKED SECURITY                 | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-MBS          | CORP              | KY        |   2240816 | PA      | $2220505.60   | 0.20%             | 2034-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2021-13 LTD                                                       | ASSET BACKED SECURITY                 | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-MBS          | CORP              | KY        |    500000 | PA      | $497819.04    | 0.05%             | 2034-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2018-10 LTD                                                       | ASSET BACKED SECURITY                 | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-MBS          | CORP              | KY        |   1307426 | PA      | $1304603.70   | 0.12%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2025-1                                      | ASSET BACKED SECURITY                 | CUSIP: 92868MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1291000 | PA      | $1293718.59   | 0.12%             | 2028-01-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXXII LTD                                                          | ASSET BACKED SECURITY                 | CUSIP: 87168NAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1000000 | PA      | $998754.84    | 0.09%             | 2035-04-23      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL10 LTD                                                               | COLLATERALIZED DEBT OBLIGATION        | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    240992 | PA      | $240689.00    | 0.02%             | 2036-12-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL6 LTD                                                                | COLLATERALIZED DEBT OBLIGATION        | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    418871 | PA      | $418638.51    | 0.04%             | 2036-07-16      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL9 LTD                                                                | COLLATERALIZED DEBT OBLIGATION        | CUSIP: 05493NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    171337 | PA      | $170300.14    | 0.02%             | 2038-11-16      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC21 MORTGAGE TRUST                                                   | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 12593FBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15196766 | PA      | $199.08       | 0.00%             | 2048-07-10      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C24                             | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4780917 | PA      | $112.35       | 0.00%             | 2047-11-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2016-UBS12                                       | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 61691EBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19570670 | PA      | $135374.24    | 0.01%             | 2049-12-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE22 MORTGAGE TRUST                                                 | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 12592XBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1789507 | PA      | $144.77       | 0.00%             | 2048-03-10      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26                     | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 61690VBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8978150 | PA      | $208.29       | 0.00%             | 2048-10-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C7                                           | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12212988 | PA      | $266851.34    | 0.02%             | 2050-12-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 06644XBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 113324942 | PA      | $2411798.42   | 0.22%             | 2057-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2019-GC38                                          | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34340676 | PA      | $1127802.76   | 0.10%             | 2052-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C31                                                  | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15166912 | PA      | $657948.21    | 0.06%             | 2057-12-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST                                                     | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 09661XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18570187 | PA      | $773281.17    | 0.07%             | 2057-12-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C3                                  | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 95004JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15448086 | PA      | $535565.06    | 0.05%             | 2058-01-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29                                                  | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 05555PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28251757 | PA      | $1720308.80   | 0.16%             | 2057-09-15      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 06604AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17539300 | PA      | $812285.34    | 0.07%             | 2057-10-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2                                  | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 95003UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40472044 | PA      | $909835.84    | 0.08%             | 2057-11-15      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST                                         | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 126281BB9<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |   1195606 | PA      | $1.32         | 0.00%             | 2050-04-15      | Variable      | 0.17%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                 | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 065404BF1<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |  37704114 | PA      | $598315.28    | 0.05%             | 2061-02-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST 2016-C4                                         | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 12531YAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5782504 | PA      | $42137.68     | 0.00%             | 2058-05-10      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF3                                  | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 12529TAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8837729 | PA      | $215166.01    | 0.02%             | 2053-01-15      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C43                                  | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 95001LAV4<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |  27153136 | PA      | $382785.90    | 0.03%             | 2051-03-15      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C8                                           | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 90276VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25530970 | PA      | $494930.62    | 0.04%             | 2051-02-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 2006-C29                         | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 92978PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53072 | PA      | $124.94       | 0.00%             | 2048-11-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                  | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 06540RAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  35556537 | PA      | $595721.34    | 0.05%             | 2054-11-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 MORTGAGE TRUST                                                   | COMMERCIAL MORT BACKED SEC IO         | CUSIP: 12591QAS1<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1290029 | PA      | $4879.79      | 0.00%             | 2047-08-10      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C25                     | COMMERCIAL MORT BACKED SEC PO         | CUSIP: 61765TAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1037000 | PA      | $1017422.89   | 0.09%             | 2048-10-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C1                                           | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472000 | PA      | $456828.27    | 0.04%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 95000XAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1077000 | PA      | $1020008.82   | 0.09%             | 2050-09-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61762MBG5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1661000 | PA      | $133415.01    | 0.01%             | 2046-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C10                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366000 | PA      | $360518.27    | 0.03%             | 2051-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8                              | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 46591ABG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358000 | PA      | $320125.93    | 0.03%             | 2051-06-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| LSTAR COMMERCIAL MORTGAGE TRUST 2017-5                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 54910TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1537000 | PA      | $1494456.30   | 0.14%             | 2050-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING 2023-FL12 LLC                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 75575AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111513 | PA      | $111385.90    | 0.01%             | 2038-05-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| PFP 2023-10 LTD                                                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 69380CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    899663 | PA      | $901911.31    | 0.08%             | 2038-09-16      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2023-CPACE1                           | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 072927AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295139 | PA      | $302494.30    | 0.03%             | 2060-10-28      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12634NAY4<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |   1078000 | PA      | $1050849.17   | 0.10%             | 2057-06-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 755931AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502000 | PA      | $516047.34    | 0.05%             | 2039-10-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| AREIT 2022-CRE6 TRUST                                                           | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    317991 | PA      | $316058.82    | 0.03%             | 2037-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2018-L1                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61691QAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050056 | PA      | $962061.31    | 0.09%             | 2051-10-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C14                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681000 | PA      | $670344.60    | 0.06%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019-C16                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 90276YAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    727000 | PA      | $673096.22    | 0.06%             | 2052-04-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 95001XBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427000 | PA      | $407361.84    | 0.04%             | 2052-05-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $242956.73    | 0.02%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST                                        | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12597BBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213000 | PA      | $145593.57    | 0.01%             | 2052-09-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5                                      | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3072000 | PA      | $2686871.96   | 0.24%             | 2052-11-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2007-CIBC20                | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 46631QAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13802 | PA      | $17559.60     | 0.00%             | 2051-02-12      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| DBUBS 2011-LC3 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 23305YAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1093659 | PA      | $1056299.55   | 0.10%             | 2044-08-10      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST 2011-C4                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273862 | PA      | $259300.18    | 0.02%             | 2044-06-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C5                      | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61761AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315540 | PA      | $309560.47    | 0.03%             | 2045-08-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-LC9                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327000 | PA      | $311493.66    | 0.03%             | 2047-12-15      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61762MBZ3<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1028275 | PA      | $956642.01    | 0.09%             | 2046-07-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504560 | PA      | $486242.11    | 0.04%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 MORTGAGE TRUST                                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12631DBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989000 | PA      | $908352.00    | 0.08%             | 2047-05-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12591QAT9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   1107000 | PA      | $1060010.62   | 0.10%             | 2047-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23                             | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1245000 | PA      | $1204025.43   | 0.11%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2014-GC24                                          | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 36253GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408000 | PA      | $394559.26    | 0.04%             | 2047-09-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 MORTGAGE TRUST                                                   | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571000 | PA      | $553221.86    | 0.05%             | 2048-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 MORTGAGE TRUST                                                    | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2151629 | PA      | $2133931.98   | 0.19%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506000 | PA      | $483240.73    | 0.04%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61690FAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $820639.91    | 0.07%             | 2048-04-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE22 MORTGAGE TRUST                                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12592XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594444 | PA      | $583992.13    | 0.05%             | 2048-03-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 126281BD5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    685563 | PA      | $681595.62    | 0.06%             | 2050-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12634NAT5<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |     74298 | PA      | $74137.23     | 0.01%             | 2057-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |   1930000 | PA      | $1919401.79   | 0.17%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7                             | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 06054ABC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2772000 | PA      | $2638026.19   | 0.24%             | 2048-09-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 MORTGAGE TRUST                                                 | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12635QBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1169000 | PA      | $1141002.68   | 0.10%             | 2048-10-10      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C26                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61690VBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $508535.87    | 0.05%             | 2048-10-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C31                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 94989WAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $633355.01    | 0.06%             | 2048-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C27                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61690AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855000 | PA      | $846591.08    | 0.08%             | 2047-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST 2016-C3                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289000 | PA      | $286484.31    | 0.03%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2016-GS2                                           | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 36252TAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    544000 | PA      | $531399.16    | 0.05%             | 2049-05-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C33                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 95000LBE2<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |   1187000 | PA      | $1172243.45   | 0.11%             | 2059-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2016-NXSR                                                            | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12594PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651000 | PA      | $628742.51    | 0.06%             | 2049-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6                                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423000 | PA      | $412410.74    | 0.04%             | 2049-12-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C32                     | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 61691GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983000 | PA      | $962048.44    | 0.09%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C6 COMMERCIAL MORTGAGE TRUST                                         | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    458000 | PA      | $442730.10    | 0.04%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1                                  | COMMERCIAL MORTGAGE BACKED SECURITIES | CUSIP: 95001FAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762000 | PA      | $742529.00    | 0.07%             | 2060-01-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                         | CORP CMO                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |     16000 | PA      | $16438.34     | 0.00%             | 2042-04-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R07                                    | CORP CMO                              | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1314855 | PA      | $1346925.94   | 0.12%             | 2042-06-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA4                                         | CORP CMO                              | CUSIP: 35564KWS4<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |     48561 | PA      | $49317.76     | 0.00%             | 2042-05-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R06                                    | CORP CMO                              | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1256036 | PA      | $1280050.40   | 0.12%             | 2042-05-25      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA2                                         | CORP CMO                              | CUSIP: 35564KB24<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | CORP              | US        |    520211 | PA      | $531081.95    | 0.05%             | 2042-07-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R08                                    | CORP CMO                              | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1082048 | PA      | $1104534.18   | 0.10%             | 2042-07-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA3                                         | CORP CMO                              | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-CBDO         | CORP              | US        |    920147 | PA      | $933824.52    | 0.08%             | 2042-08-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA6                                         | CORP CMO                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |    491088 | PA      | $494556.26    | 0.04%             | 2042-09-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA6                                         | CORP CMO                              | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | CORP              | US        |     42000 | PA      | $44006.90     | 0.00%             | 2042-09-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R09                                    | CORP CMO                              | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59377 | PA      | $60187.28     | 0.01%             | 2042-09-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R01                                    | CORP CMO                              | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145651 | PA      | $149113.59    | 0.01%             | 2042-12-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R02                                    | CORP CMO                              | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305587 | PA      | $311676.24    | 0.03%             | 2043-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2023-NQM1                                         | CORP CMO                              | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    337172 | PA      | $337517.81    | 0.03%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA1                                         | CORP CMO                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | CORP              | US        |    382073 | PA      | $388577.25    | 0.04%             | 2043-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-R4                                                               | CORP CMO                              | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    411801 | PA      | $412067.73    | 0.04%             | 2062-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| A AND D MORTGAGE TRUST 2023-NQM2                                                | CORP CMO                              | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1114567 | PA      | $1119953.36   | 0.10%             | 2068-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC2 TRUST                                                           | CORP CMO                              | CUSIP: 693964AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1364122 | PA      | $1371201.19   | 0.12%             | 2058-06-25      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1                                                    | CORP CMO                              | CUSIP: 042859AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121863 | PA      | $119555.68    | 0.01%             | 2049-01-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR TRUST 2019-HQA2                                               | CORP CMO                              | CUSIP: 35564MAH8<br>LEI: 549300NKHCH87PYOHD44 | Long             | ABS-CBDO         | CORP              | US        |      3913 | PA      | $3920.98      | 0.00%             | 2049-04-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XWX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     13973 | PA      | $14123.60     | 0.00%             | 2030-05-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR DEBT NOTES 2017-DNA3                                          | CORP CMO                              | CUSIP: 3137G0RC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    343427 | PA      | $347037.01    | 0.03%             | 2030-03-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-2                                          | CORP CMO                              | CUSIP: 76123MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    381000 | PA      | $369214.76    | 0.03%             | 2060-05-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| HOMEWARD OPPORTUNITIES FUND I TRUST 2020-2                                      | CORP CMO                              | CUSIP: 43789XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    557937 | PA      | $551223.61    | 0.05%             | 2065-05-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM2 TRUST                                                            | CORP CMO                              | CUSIP: 36166RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    293276 | PA      | $285091.80    | 0.03%             | 2065-04-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XSV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     53491 | PA      | $54587.34     | 0.00%             | 2030-02-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    135000 | PA      | $138102.30    | 0.01%             | 2029-09-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                         | CORP CMO                              | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-CBDO         | CORP              | US        |    142762 | PA      | $143234.00    | 0.01%             | 2034-01-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ROC MORTGAGE TRUST 2021-RTL1                                                    | CORP CMO                              | CUSIP: 77118TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78419 | PA      | $78344.62     | 0.01%             | 2026-08-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                    | CORP CMO                              | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56650 | PA      | $56732.06     | 0.01%             | 2041-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                         | CORP CMO                              | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-CBDO         | CORP              | US        |    714494 | PA      | $713806.14    | 0.06%             | 2041-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                         | CORP CMO                              | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-CBDO         | CORP              | US        |   4286351 | PA      | $4302428.25   | 0.39%             | 2041-11-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                         | CORP CMO                              | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-CBDO         | CORP              | US        |    153309 | PA      | $152869.03    | 0.01%             | 2041-11-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                         | CORP CMO                              | CUSIP: 35564KNK1<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-CBDO         | CORP              | US        |    290803 | PA      | $288751.21    | 0.03%             | 2041-12-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                                    | CORP CMO                              | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    590000 | PA      | $591575.24    | 0.05%             | 2041-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                    | CORP CMO                              | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    411000 | PA      | $413143.94    | 0.04%             | 2041-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    466340 | PA      | $474583.56    | 0.04%             | 2028-04-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2006-OA7                                                 | CORP CMO                              | CUSIP: 02146BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    328377 | PA      | $305417.97    | 0.03%             | 2046-06-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |      2561 | PA      | $2641.97      | 0.00%             | 2028-08-25      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |      7524 | PA      | $7750.71      | 0.00%             | 2028-08-25      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     18524 | PA      | $18897.52     | 0.00%             | 2028-09-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     28070 | PA      | $28914.00     | 0.00%             | 2028-10-25      | Floating      | 10.37%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    314488 | PA      | $324884.65    | 0.03%             | 2029-05-25      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2006-QO5 TRUST                                                      | CORP CMO                              | CUSIP: 75114HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565375 | PA      | $494070.02    | 0.04%             | 2046-05-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     36311 | PA      | $36889.36     | 0.00%             | 2030-08-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    399501 | PA      | $402863.78    | 0.04%             | 2031-01-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-2                                               | CORP CMO                              | CUSIP: 92539UAA8<br>LEI: 213800KSJFZ5H8FZ7C61 | Long             | ABS-CBDO         | CORP              | US        |    280324 | PA      | $282165.80    | 0.03%             | 2069-02-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA1                                         | CORP CMO                              | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-CBDO         | CORP              | US        |    578000 | PA      | $575509.51    | 0.05%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES SERIES 2025-R01                                   | CORP CMO                              | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    392616 | PA      | $390725.89    | 0.04%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES SERIES 2025-R01                                   | CORP CMO                              | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    418845 | PA      | $417740.94    | 0.04%             | 2045-01-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-1                                                 | CORP CMO                              | CUSIP: 46658UAY7<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-CBDO         | CORP              | US        |   1152103 | PA      | $1139165.29   | 0.10%             | 2055-06-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R02                                    | CORP CMO                              | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    529667 | PA      | $527609.44    | 0.05%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R02                                    | CORP CMO                              | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1685553 | PA      | $1687745.26   | 0.15%             | 2045-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2025-3                                        | CORP CMO                              | CUSIP: 16160MAX1<br>LEI: 529900HBZNCZRSLIS225 | Long             | ABS-CBDO         | CORP              | US        |    924535 | PA      | $917701.94    | 0.08%             | 2056-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                                    | CORP CMO                              | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1099939 | PA      | $1104751.48   | 0.10%             | 2045-03-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2025-RTL2                                                  | CORP CMO                              | CUSIP: 50206RAA5<br>LEI: 529900COAFD3IY51O355 | Long             | ABS-CBDO         | CORP              | US        |    542000 | PA      | $546654.70    | 0.05%             | 2040-04-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-CES1                                       | CORP CMO                              | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    658757 | PA      | $661416.50    | 0.06%             | 2054-06-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA2                                         | CORP CMO                              | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |    193033 | PA      | $193026.71    | 0.02%             | 2044-05-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA2                                         | CORP CMO                              | CUSIP: 35564NDA8<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-CBDO         | CORP              | US        |     38000 | PA      | $38009.44     | 0.00%             | 2044-05-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R04                                    | CORP CMO                              | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206753 | PA      | $206625.55    | 0.02%             | 2044-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| STATION PLACE SECURITIZATION TRUST SERIES 2024-2                                | CORP CMO                              | CUSIP: 85770KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1770000 | PA      | $1771487.33   | 0.16%             | 2025-06-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H4 MORTGAGE TRUST                                                    | CORP CMO                              | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420684 | PA      | $424905.89    | 0.04%             | 2069-07-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| STATION PLACE SECURITIZATION TRUST SERIES 2024-5                                | CORP CMO                              | CUSIP: 85778YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1685000 | PA      | $1684170.81   | 0.15%             | 2025-08-04      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 TRUST                                                            | CORP CMO                              | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    381341 | PA      | $389723.15    | 0.04%             | 2069-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PRMI SECURITIZATION TRUST 2024-CMG1                                             | CORP CMO                              | CUSIP: 74275VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    647854 | PA      | $647421.81    | 0.06%             | 2054-07-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R05                                    | CORP CMO                              | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59923 | PA      | $59879.42     | 0.01%             | 2044-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM1 TRUST                                                           | CORP CMO                              | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-CBDO         | CORP              | US        |   2599207 | PA      | $2614214.45   | 0.24%             | 2069-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-VIS2                                       | CORP CMO                              | CUSIP: 46658DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    394612 | PA      | $397784.76    | 0.04%             | 2064-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-3                           | CORP CMO                              | CUSIP: 61776QAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3091820 | PA      | $3061999.91   | 0.28%             | 2054-07-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3                                       | CORP CMO                              | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2291269 | PA      | $2310165.02   | 0.21%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-5                                               | CORP CMO                              | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-CBDO         | CORP              | US        |    605806 | PA      | $611601.56    | 0.06%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H1 MORTGAGE TRUST                                                    | CORP CMO                              | CUSIP: 22757AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4191567 | PA      | $4214542.02   | 0.38%             | 2068-12-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06                                    | CORP CMO                              | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    172440 | PA      | $172195.65    | 0.02%             | 2044-09-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06                                    | CORP CMO                              | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36800 | PA      | $36759.40     | 0.00%             | 2044-09-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-9                                                 | CORP CMO                              | CUSIP: 03466JAA7<br>LEI: 254900O3R79X1AD55F36 | Long             | ABS-CBDO         | CORP              | US        |    830668 | PA      | $826713.27    | 0.07%             | 2069-09-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| STATION PLACE SECURITIZATION TRUST SERIES 2024-10                               | CORP CMO                              | CUSIP: 85779PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2308057.59   | 0.21%             | 2025-10-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2024-HE3                                        | CORP CMO                              | CUSIP: 46658JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    776669 | PA      | $777247.87    | 0.07%             | 2055-02-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-10                                              | CORP CMO                              | CUSIP: 46658LAX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2206432 | PA      | $2185612.52   | 0.20%             | 2055-03-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM5                                       | CORP CMO                              | CUSIP: 105925AA9<br>LEI: 254900RBHU9OC1RNXD92 | Long             | ABS-CBDO         | CORP              | US        |    832509 | PA      | $836468.57    | 0.08%             | 2064-06-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-10                                       | CORP CMO                              | CUSIP: 16159YAX8<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-CBDO         | CORP              | US        |   4753556 | PA      | $4700649.75   | 0.43%             | 2055-10-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2023-NQM2                                         | CORP CMO                              | CUSIP: 59981CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    532637 | PA      | $534296.69    | 0.05%             | 2067-12-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA2                                         | CORP CMO                              | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-CBDO         | CORP              | US        |    129956 | PA      | $130675.56    | 0.01%             | 2043-06-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R06                                    | CORP CMO                              | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311442 | PA      | $312738.16    | 0.03%             | 2043-07-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-INV2                                            | CORP CMO                              | CUSIP: 92540BAA7<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-CBDO         | CORP              | US        |   2149767 | PA      | $2168349.95   | 0.20%             | 2068-08-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| A AND D MORTGAGE TRUST 2023-NQM3                                                | CORP CMO                              | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1492225 | PA      | $1509551.14   | 0.14%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5                                       | CORP CMO                              | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    652032 | PA      | $656753.47    | 0.06%             | 2063-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM6                                       | CORP CMO                              | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    706887 | PA      | $712979.73    | 0.06%             | 2063-09-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| MFA 2023-INV2 TRUST                                                             | CORP CMO                              | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1012781 | PA      | $1026350.14   | 0.09%             | 2058-10-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM7 TRUST                                                             | CORP CMO                              | CUSIP: N/A<br>LEI: 254900K7TTKPUWNMSZ83       | Long             | ABS-CBDO         | CORP              | US        |    412090 | PA      | $416744.14    | 0.04%             | 2063-04-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R07                                    | CORP CMO                              | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62228 | PA      | $62615.27     | 0.01%             | 2043-09-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA3                                         | CORP CMO                              | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-CBDO         | CORP              | US        |    189457 | PA      | $191187.09    | 0.02%             | 2043-11-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA3                                         | CORP CMO                              | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-CBDO         | CORP              | US        |     35573 | PA      | $35752.14     | 0.00%             | 2043-11-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| A AND D MORTGAGE TRUST 2023-NQM5                                                | CORP CMO                              | CUSIP: 00249XAA6<br>LEI: 984500L072D83D1AA637 | Long             | ABS-CBDO         | CORP              | US        |   3958771 | PA      | $4024371.04   | 0.36%             | 2068-11-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA1                                         | CORP CMO                              | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-CBDO         | CORP              | US        |    214371 | PA      | $214616.13    | 0.02%             | 2044-02-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM2                                       | CORP CMO                              | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1881552 | PA      | $1897609.87   | 0.17%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-6                                               | CORP CMO                              | CUSIP: 92539XAA2<br>LEI: 984500915DDB7T2ACA27 | Long             | ABS-CBDO         | CORP              | US        |    740979 | PA      | $748256.06    | 0.07%             | 2068-09-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R02                                    | CORP CMO                              | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13704 | PA      | $13668.75     | 0.00%             | 2044-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE SECURITIES                                        | CORP CMO                              | CUSIP: 30711XQU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |     18110 | PA      | $18156.79     | 0.00%             | 2030-02-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R03                                    | CORP CMO                              | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70503 | PA      | $70424.92     | 0.01%             | 2044-03-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R02                                    | CORP CMO                              | CUSIP: 20754BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145762 | PA      | $145691.58    | 0.01%             | 2042-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                         | CORP CMO                              | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |     68866 | PA      | $68840.50     | 0.01%             | 2042-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA1                                         | CORP CMO                              | CUSIP: 35564KTA7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-CBDO         | CORP              | US        |      6179 | PA      | $6209.21      | 0.00%             | 2042-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                    | CORP CMO                              | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    341400 | PA      | $344488.36    | 0.03%             | 2042-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                    | CORP CMO                              | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $403360.85    | 0.04%             | 2042-03-25      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                    | CORP CMO                              | CUSIP: 20753YCH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    337684 | PA      | $340312.19    | 0.03%             | 2042-03-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                    | CORP CMO                              | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $400874.84    | 0.04%             | 2042-03-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                         | CORP CMO                              | CUSIP: 35564KUW7<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |     53842 | PA      | $54504.14     | 0.00%             | 2042-04-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R05                                    | CORP CMO                              | CUSIP: 20754DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    592054 | PA      | $593993.85    | 0.05%             | 2042-04-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA5                                         | CORP CMO                              | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |    268146 | PA      | $273589.00    | 0.02%             | 2042-06-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | CORP MED TERM NOTE                    | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1268236.10   | 0.11%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | CORP MED TERM NOTE                    | CUSIP: 47233WJG5<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    745000 | PA      | $746936.11    | 0.07%             | 2026-03-16      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | CORP MED TERM NOTE                    | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447723.81    | 0.04%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL                      | CORP. NOTE                            | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1346000 | PA      | $1460274.05   | 0.13%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CORP. NOTE                            | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1144000 | PA      | $1140983.42   | 0.10%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | CORP. NOTE                            | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    691000 | PA      | $694196.88    | 0.06%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | CORP. NOTE                            | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    815000 | PA      | $807043.36    | 0.07%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.)  AND  CO.                                                 | CORP. NOTE                            | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    695000 | PA      | $704027.70    | 0.06%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | CORP. NOTE                            | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1021543.94   | 0.09%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                           | CORP. NOTE                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $689422.30    | 0.06%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CORP. NOTE                            | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1419284.70   | 0.13%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                           | CORP. NOTE                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385090.45    | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                           | CORP. NOTE                            | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586967.15    | 0.05%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | CORP. NOTE                            | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1403422.32   | 0.13%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CORP. NOTE                            | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243449.96    | 0.02%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | CORP. NOTE                            | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1475641.44   | 0.13%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORP. NOTE                            | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703043.72    | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORP. NOTE                            | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    525000 | PA      | $529467.36    | 0.05%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                      | CORP. NOTE                            | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    770000 | PA      | $762451.24    | 0.07%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORP. NOTE                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1426031.35   | 0.13%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | CORP. NOTE                            | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1675256.73   | 0.15%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                             | CORP. NOTE                            | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1417699.69   | 0.13%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORP. NOTE                            | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63131.95     | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORP. NOTE                            | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40186.53     | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                        | CORP. NOTE                            | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204895.45    | 0.02%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                        | CORP. NOTE                            | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $306077.61    | 0.03%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORP                                                                  | CORP. NOTE                            | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    243000 | PA      | $247217.59    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORP                                                                  | CORP. NOTE                            | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    146000 | PA      | $146974.31    | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CORP. NOTE                            | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3078423.78   | 0.28%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| F AND G ANNUITIES  AND  LIFE INC                                                | CORP. NOTE                            | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $968737.38    | 0.09%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | CORP. NOTE                            | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    967000 | PA      | $977531.38    | 0.09%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | CORP. NOTE                            | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    495000 | PA      | $496831.29    | 0.04%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                      | CORP. NOTE                            | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    765000 | PA      | $782713.58    | 0.07%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | CORP. NOTE                            | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1206567.23   | 0.11%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | CORP. NOTE                            | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1121243.89   | 0.10%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | CORP. NOTE                            | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    755000 | PA      | $772248.37    | 0.07%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                      | CORP. NOTE                            | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1939274.88   | 0.18%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | CORP. NOTE                            | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    810000 | PA      | $823499.73    | 0.07%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | CORP. NOTE                            | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2320207.25   | 0.21%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | CORP. NOTE                            | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305719.64    | 0.03%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                | CORP. NOTE                            | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705839.41    | 0.06%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | CORP. NOTE                            | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    510000 | PA      | $515345.29    | 0.05%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORP. NOTE                            | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2150958.77   | 0.19%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | CORP. NOTE                            | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241809.42    | 0.02%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | CORP. NOTE                            | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1463587.87   | 0.13%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                        | CORP. NOTE                            | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |    695000 | PA      | $683280.28    | 0.06%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                    | CORP. NOTE                            | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212997.91    | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORP. NOTE                            | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373915.91    | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                    | CORP. NOTE                            | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    431000 | PA      | $431200.17    | 0.04%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                              | CORP. NOTE                            | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    797000 | PA      | $798803.83    | 0.07%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | CORP. NOTE                            | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1088079.94   | 0.10%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | CORP. NOTE                            | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1488367.06   | 0.13%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | CORP. NOTE                            | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    435000 | PA      | $431070.07    | 0.04%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                               | CORP. NOTE                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     49000 | PA      | $48134.20     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                          | CORP. NOTE                            | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2500000 | PA      | $2426343.43   | 0.22%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | CORP. NOTE                            | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1566612.50   | 0.14%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | CORP. NOTE                            | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2469981.18   | 0.22%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | CORP. NOTE                            | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    935000 | PA      | $933986.24    | 0.08%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | CORP. NOTE                            | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    335000 | PA      | $333222.80    | 0.03%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | CORP. NOTE                            | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159471.46    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | CORP. NOTE                            | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    664000 | PA      | $675615.24    | 0.06%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                   | CORP. NOTE                            | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3387354.73   | 0.31%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | CORP. NOTE                            | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1005000 | PA      | $1032188.34   | 0.09%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COS GLOBAL FUNDING                                              | CORP. NOTE                            | CUSIP: 62829D2A7<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253775.89    | 0.02%             | 2026-07-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | CORP. NOTE                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    605000 | PA      | $621953.27    | 0.06%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | CORP. NOTE                            | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    397000 | PA      | $406613.50    | 0.04%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | CORP. NOTE                            | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2653000 | PA      | $2426045.83   | 0.22%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | CORP. NOTE                            | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1276773.10   | 0.12%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | CORP. NOTE                            | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $239612.26    | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ALEXANDER FUNDING TRUST II                                                      | CORP. NOTE                            | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $323991.33    | 0.03%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL                      | CORP. NOTE                            | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    106000 | PA      | $108275.17    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                 | CORP. NOTE                            | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72676.85     | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | CORP. NOTE                            | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $381046.43    | 0.03%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | CORP. NOTE                            | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $414078.80    | 0.04%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | CORP. NOTE                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    422000 | PA      | $449874.95    | 0.04%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | CORP. NOTE                            | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1047067.13   | 0.09%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | CORP. NOTE                            | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1598523.36   | 0.14%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | CORP. NOTE                            | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318995.24    | 0.03%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                  | CORP. NOTE                            | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    595000 | PA      | $617443.80    | 0.06%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                                 | CORP. NOTE                            | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    465000 | PA      | $474731.87    | 0.04%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                     | CORP. NOTE                            | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    565000 | PA      | $573472.43    | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | CORP. NOTE                            | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    720000 | PA      | $716136.77    | 0.06%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | CORP. NOTE                            | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405576.60    | 0.04%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CORP. NOTE                            | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1435000 | PA      | $1451151.99   | 0.13%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | CORP. NOTE                            | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    158000 | PA      | $158898.79    | 0.01%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | CORP. NOTE                            | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207165.35    | 0.02%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | CORP. NOTE                            | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    740000 | PA      | $746528.92    | 0.07%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CORP. NOTE                            | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    639000 | PA      | $646998.90    | 0.06%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | CORP. NOTE                            | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1114814.97   | 0.10%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                        | CORP. NOTE                            | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    895000 | PA      | $920017.06    | 0.08%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                  | CORP. NOTE                            | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    960000 | PA      | $979985.04    | 0.09%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP/DE                                                               | CORP. NOTE                            | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380126.54    | 0.03%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | CORP. NOTE                            | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    959000 | PA      | $966847.10    | 0.09%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                               | CORP. NOTE                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     38000 | PA      | $39065.44     | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                               | CORP. NOTE                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2345000 | PA      | $2409321.01   | 0.22%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | CORP. NOTE                            | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    745000 | PA      | $760909.70    | 0.07%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | CORP. NOTE                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    936000 | PA      | $936559.64    | 0.08%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DAC                                               | CORP. NOTE                            | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    575000 | PA      | $582667.24    | 0.05%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | CORP. NOTE                            | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    342000 | PA      | $346778.39    | 0.03%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | CORP. NOTE                            | CUSIP: 268317AZ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2325000 | PA      | $2412147.42   | 0.22%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORP. NOTE                            | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    389000 | PA      | $418129.04    | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORP. NOTE                            | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     77000 | PA      | $69872.45     | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | CORP. NOTE                            | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1295234.97   | 0.12%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | CORP. NOTE                            | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    615000 | PA      | $596397.48    | 0.05%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | CORP. NOTE                            | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140157.50    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | CORP. NOTE                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $613523.58    | 0.06%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | CORP. NOTE                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1462585.71   | 0.13%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | CORP. NOTE                            | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    146000 | PA      | $146358.23    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CORP. NOTE                            | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149462.03    | 0.01%             | 2027-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORP. NOTE                            | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1161293.00   | 0.11%             | 2029-07-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                        | CORP. NOTE                            | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    233000 | PA      | $235097.89    | 0.02%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | CORP. NOTE                            | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1469589.74   | 0.13%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                   | CORP. NOTE                            | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $679270.85    | 0.06%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | CORP. NOTE                            | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293625.03    | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | CORP. NOTE                            | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187039.47    | 0.02%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                        | CORP. NOTE                            | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296004.96    | 0.03%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | CORP. NOTE                            | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    805000 | PA      | $829632.79    | 0.08%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                               | CORP. NOTE                            | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2362985.40   | 0.21%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | CORP. NOTE                            | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2647618.37   | 0.24%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | CORP. NOTE                            | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    206000 | PA      | $211922.19    | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | CORP. NOTE                            | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $2065838.65   | 0.19%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CORP. NOTE                            | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1038588.20   | 0.09%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                            | CORP. NOTE                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    609000 | PA      | $540987.55    | 0.05%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORP. NOTE                            | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231508.89    | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | CORP. NOTE                            | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    874000 | PA      | $895694.31    | 0.08%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORP. NOTE                            | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2456000 | PA      | $2476351.03   | 0.22%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | CORP. NOTE                            | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2375214.49   | 0.21%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | CORP. NOTE                            | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1394609.32   | 0.13%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | CORP. NOTE                            | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    234000 | PA      | $235880.53    | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | CORP. NOTE                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1230000 | PA      | $1215027.65   | 0.11%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | CORP. NOTE                            | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    544000 | PA      | $554237.84    | 0.05%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORP. NOTE                            | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465292.17    | 0.04%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS  AND  FRAGRANCES INC                                      | CORP. NOTE                            | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89627.76     | 0.01%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | CORP. NOTE                            | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1502458.58   | 0.14%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | CORP. NOTE                            | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295169.87    | 0.03%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORP. NOTE                            | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    925000 | PA      | $902593.48    | 0.08%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | CORP. NOTE                            | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $157956.20    | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VI LLC                                                     | CORP. NOTE                            | CUSIP: 48252AAA9<br>LEI: 549300TUJWGHJM3FSJ07 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $988326.92    | 0.09%             | 2029-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORP. NOTE                            | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1143413.01   | 0.10%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                            | CORP. NOTE                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    635000 | PA      | $621296.89    | 0.06%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | CORP. NOTE                            | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    760000 | PA      | $715469.74    | 0.06%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORP. NOTE                            | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638938.90    | 0.06%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                           | CORP. NOTE                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1578787.51   | 0.14%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                              | CORP. NOTE                            | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    360000 | PA      | $333846.90    | 0.03%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | CORP. NOTE                            | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2446039.76   | 0.22%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CORP. NOTE                            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    910000 | PA      | $889411.25    | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | CORP. NOTE                            | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    290000 | PA      | $278181.51    | 0.03%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | CORP. NOTE                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    396000 | PA      | $351118.77    | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | CORP. NOTE                            | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    695000 | PA      | $682261.59    | 0.06%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | CORP. NOTE                            | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3206188.64   | 0.29%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                    | CORP. NOTE                            | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    211000 | PA      | $180718.43    | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                    | CORP. NOTE                            | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2516667.37   | 0.23%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORP. NOTE                            | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    690000 | PA      | $676175.95    | 0.06%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                  | CORP. NOTE                            | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1790000 | PA      | $1576760.11   | 0.14%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORP. NOTE                            | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    460000 | PA      | $438535.20    | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORP. NOTE                            | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    595000 | PA      | $559624.72    | 0.05%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                     | CORP. NOTE                            | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41313.05     | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CORP. NOTE                            | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   3374000 | PA      | $3220297.43   | 0.29%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | CORP. NOTE                            | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1944421.15   | 0.18%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP/DE                                                               | CORP. NOTE                            | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1005169.16   | 0.09%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | CORP. NOTE                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1159394.19   | 0.10%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                                               | CORP. NOTE                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1579997.28   | 0.14%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | CORP. NOTE                            | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95870.70     | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                              | CORP. NOTE                            | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    642000 | PA      | $596920.72    | 0.05%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL                      | CORP. NOTE                            | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1583000 | PA      | $1489207.72   | 0.13%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CORP. NOTE                            | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32958.01     | 0.00%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                           | CORP. NOTE                            | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1035041.42   | 0.09%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | CORP. NOTE                            | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $146928.89    | 0.01%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORP. NOTE                            | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428560.85    | 0.04%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | CORP. NOTE                            | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $342705.76    | 0.03%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | CORPORATE BONDS                       | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    915000 | PA      | $953298.24    | 0.09%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                             | CORPORATE BONDS                       | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    330000 | PA      | $360716.39    | 0.03%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | CORPORATE BONDS                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    486000 | PA      | $538473.49    | 0.05%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | CORPORATE BONDS                       | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $922712.76    | 0.08%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    923000 | PA      | $856761.67    | 0.08%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | CORPORATE BONDS                       | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260492.22    | 0.02%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CORPORATE BONDS                       | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    918000 | PA      | $915397.24    | 0.08%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                        | CORPORATE BONDS                       | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $598380.21    | 0.05%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CORPORATE BONDS                       | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74551.39     | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORPORATE BONDS                       | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149730.50    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CORPORATE BONDS                       | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1175461.06   | 0.11%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | CORPORATE BONDS                       | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    144000 | PA      | $141626.55    | 0.01%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORPORATE BONDS                       | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    505000 | PA      | $493992.42    | 0.04%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                             | CORPORATE BONDS                       | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302630.79    | 0.03%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CORPORATE BONDS                       | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $839925.67    | 0.08%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $30433.20     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CORPORATE BONDS                       | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122156.90    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                      | CORPORATE BONDS                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    987000 | PA      | $978238.92    | 0.09%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | CORPORATE BONDS                       | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $69510.20     | 0.01%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CORPORATE BONDS                       | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1557460.78   | 0.14%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | CORPORATE BONDS                       | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384939.74    | 0.03%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | CORPORATE BONDS                       | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $1981343.59   | 0.18%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | CORPORATE BONDS                       | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302886.04    | 0.03%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | CORPORATE BONDS                       | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87268.33     | 0.01%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORPORATE BONDS                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429461.42    | 0.04%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | CORPORATE BONDS                       | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    435000 | PA      | $420107.50    | 0.04%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                      | CORPORATE BONDS                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $174472.84    | 0.02%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | CORPORATE BONDS                       | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1281433.21   | 0.12%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | CORPORATE BONDS                       | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1913699.38   | 0.17%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORPORATE BONDS                       | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $993167.10    | 0.09%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORPORATE BONDS                       | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580340.90    | 0.05%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | CORPORATE BONDS                       | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    108000 | PA      | $96150.22     | 0.01%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORPORATE BONDS                       | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    730000 | PA      | $487131.93    | 0.04%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORPORATE BONDS                       | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1499517.45   | 0.14%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | CORPORATE BONDS                       | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $982707.44    | 0.09%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                      | CORPORATE BONDS                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1298819.90   | 0.12%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | CORPORATE BONDS                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    819000 | PA      | $874877.09    | 0.08%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CORPORATE BONDS                       | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $43982.95     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| S AND P GLOBAL INC                                                              | CORPORATE BONDS                       | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185099.54    | 0.02%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORPORATE BONDS                       | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    481000 | PA      | $445668.68    | 0.04%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | CORPORATE BONDS                       | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1069213.76   | 0.10%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | CORPORATE BONDS                       | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    188000 | PA      | $169190.10    | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                         | CORPORATE BONDS                       | CUSIP: 44891ABL0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62777.35     | 0.01%             | 2030-04-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | CORPORATE BONDS                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    404000 | PA      | $359398.03    | 0.03%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORPORATE BONDS                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    409000 | PA      | $383675.44    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | CORPORATE BONDS                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    288000 | PA      | $280807.10    | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | CORPORATE BONDS                       | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2646000 | PA      | $2350739.82   | 0.21%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORPORATE BONDS                       | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    162000 | PA      | $130686.36    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTERNATIONAL/US                                                   | CORPORATE BONDS                       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125477.16    | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CORPORATE BONDS                       | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $215056.80    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | CORPORATE BONDS                       | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    103000 | PA      | $84435.12     | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS  AND  FRAGRANCES INC                                      | CORPORATE BONDS                       | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     77000 | PA      | $67046.92     | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                     | CORPORATE BONDS                       | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2415185.45   | 0.22%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | CORPORATE BONDS                       | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    131000 | PA      | $95602.78     | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC/THE                                                | CORPORATE BONDS                       | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     98000 | PA      | $85878.79     | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    517000 | PA      | $395409.88    | 0.04%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | CORPORATE BONDS                       | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1881147.39   | 0.17%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | CORPORATE BONDS                       | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1486176.07   | 0.13%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AT AND T INC                                                                    | CORPORATE BONDS                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $1949128.63   | 0.18%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CORPORATE BONDS                       | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2767000 | PA      | $2430460.03   | 0.22%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                                 | CORPORATE BONDS                       | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     91000 | PA      | $53728.72     | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CORPORATE BONDS                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2195000 | PA      | $1940379.34   | 0.18%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | CORPORATE BONDS                       | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    319000 | PA      | $276230.54    | 0.02%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                               | CORPORATE BONDS                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1472250.79   | 0.13%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS INC                                                       | CORPORATE BONDS                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1344591.71   | 0.12%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP/DE                                                               | CORPORATE BONDS                       | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $862598.38    | 0.08%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | CORPORATE BONDS                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2606000 | PA      | $2496997.54   | 0.23%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORPORATE BONDS                       | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1244346.11   | 0.11%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | CORPORATE BONDS                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $852696.27    | 0.08%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | CORPORATE BONDS                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    574000 | PA      | $571633.62    | 0.05%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS  AND  ELECTRIC CO                                                   | CORPORATE BONDS                       | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1930682.49   | 0.17%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | CORPORATE BONDS                       | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    383000 | PA      | $338003.37    | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | CORPORATE BONDS                       | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1567433.41   | 0.14%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | CORPORATE BONDS                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    659000 | PA      | $632960.55    | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | CORPORATE BONDS                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $428350.28    | 0.04%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | CORPORATE BONDS                       | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    900000 | PA      | $915014.85    | 0.08%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | CORPORATE BONDS                       | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    252000 | PA      | $251521.22    | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | CORPORATE BONDS                       | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    607000 | PA      | $607627.61    | 0.05%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | CORPORATE BONDS                       | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160750.77    | 0.01%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | CORPORATE BONDS                       | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62137.80     | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | CORPORATE BONDS                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1474000 | PA      | $1366076.99   | 0.12%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | CORPORATE BONDS                       | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    301000 | PA      | $303193.82    | 0.03%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | CORPORATE BONDS                       | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59580.27     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                             | CORPORATE BONDS                       | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1913194.21   | 0.17%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | CORPORATE BONDS                       | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $246855.20    | 0.02%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | CORPORATE BONDS                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    311000 | PA      | $319233.78    | 0.03%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE                                                                 | CORPORATE BONDS                       | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    594000 | PA      | $614641.11    | 0.06%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORPORATE BONDS                       | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    604000 | PA      | $649002.23    | 0.06%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CORPORATE BONDS                       | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    558000 | PA      | $578365.49    | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CORPORATE BONDS                       | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    229000 | PA      | $240824.47    | 0.02%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                           | CORPORATE BONDS                       | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $436862.32    | 0.04%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | CORPORATE BONDS                       | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    505000 | PA      | $511901.49    | 0.05%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                             | CORPORATE BONDS                       | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375983.82    | 0.03%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CORPORATE BONDS                       | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    368000 | PA      | $363592.19    | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | CORPORATE BONDS                       | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1948000 | PA      | $1955990.97   | 0.18%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORPORATE BONDS                       | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    527000 | PA      | $529930.28    | 0.05%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | CORPORATE BONDS                       | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    692000 | PA      | $658712.41    | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | CORPORATE BONDS                       | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    653000 | PA      | $659669.70    | 0.06%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CORPORATE BONDS                       | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425598.25    | 0.04%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | CORPORATE BONDS                       | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    306000 | PA      | $296966.52    | 0.03%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | CORPORATE BONDS                       | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $340290.07    | 0.03%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORPORATE BONDS                       | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    517000 | PA      | $522699.93    | 0.05%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORPORATE BONDS                       | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    333000 | PA      | $356015.31    | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | CORPORATE BONDS                       | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165017.12    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                         | CORPORATE BONDS                       | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1054446.51   | 0.10%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | CORPORATE BONDS                       | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    974000 | PA      | $967680.83    | 0.09%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | CORPORATE BONDS                       | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159702.36    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | CORPORATE BONDS                       | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    113000 | PA      | $108411.18    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP                                               | CORPORATE BONDS                       | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    342000 | PA      | $345853.86    | 0.03%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE                                                              | CORPORATE BONDS                       | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    299000 | PA      | $284177.84    | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | CORPORATE BONDS                       | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199097.17    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | CORPORATE BONDS                       | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1445599.33   | 0.13%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | CORPORATE BONDS                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4123062.16   | 0.37%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | CORPORATE BONDS                       | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    939000 | PA      | $904340.89    | 0.08%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | CORPORATE BONDS                       | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    952000 | PA      | $916817.25    | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | CORPORATE BONDS                       | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    975000 | PA      | $943390.75    | 0.09%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | CORPORATE BONDS                       | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    810000 | PA      | $787636.90    | 0.07%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                        | CORPORATE BONDS                       | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    813000 | PA      | $794148.87    | 0.07%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | CORPORATE BONDS                       | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    253000 | PA      | $244354.66    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | CORPORATE BONDS                       | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    506000 | PA      | $467164.58    | 0.04%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                     | CORPORATE BONDS                       | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1520000 | PA      | $1331805.91   | 0.12%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                      | CORPORATE BONDS                       | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1430901.67   | 0.13%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | CORPORATE BONDS                       | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    376000 | PA      | $354335.86    | 0.03%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | CORPORATE BONDS                       | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1887650.43   | 0.17%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                | CORPORATE BONDS                       | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1472624.01   | 0.13%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | CORPORATE BONDS                       | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    824000 | PA      | $802916.20    | 0.07%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE                                                            | CORPORATE BONDS                       | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    992000 | PA      | $1001074.44   | 0.09%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS GROUP                        | CORPORATE BONDS                       | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $324474.84    | 0.03%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CORPORATE BONDS                       | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    445000 | PA      | $434108.75    | 0.04%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | CORPORATE BONDS                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1268188.47   | 0.11%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | CORPORATE BONDS                       | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87063.54     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORPORATE BONDS                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    510000 | PA      | $503076.81    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORPORATE BONDS                       | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    325000 | PA      | $320592.11    | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | CORPORATE BONDS                       | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    630000 | PA      | $626097.02    | 0.06%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | CORPORATE BONDS                       | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1717598.13   | 0.16%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO/MN                                                     | CORPORATE BONDS                       | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702680.57    | 0.06%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                             | CORPORATE BONDS                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    265000 | PA      | $283513.87    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | CORPORATE BONDS                       | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529231.50    | 0.05%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CORPORATE BONDS                       | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    621000 | PA      | $675499.32    | 0.06%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | CORPORATE BONDS                       | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1910004.72   | 0.17%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                | CORPORATE BONDS                       | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    103000 | PA      | $117649.80    | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | CORPORATE BONDS                       | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    943000 | PA      | $978925.57    | 0.09%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                               | CORPORATE BONDS                       | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1637637.34   | 0.15%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                                                   | CORPORATE BONDS                       | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $317578.20    | 0.03%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | CORPORATE BONDS                       | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1441923.81   | 0.13%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | DISC. CP                              | CUSIP: 10113BS58<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             | CORP              | US        |   2720000 | PA      | $2718258.66   | 0.25%             | 2025-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                            | DISC. CP                              | CUSIP: 87613ES55<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |   2455000 | PA      | $2453334.77   | 0.22%             | 2025-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | DISC. CP                              | CUSIP: 10113BS74<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | STIV             | CORP              | US        |   2555000 | PA      | $2552707.14   | 0.23%             | 2025-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | DISC. CP                              | CUSIP: 22823PS61<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   3165000 | PA      | $3162446.48   | 0.29%             | 2025-05-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | DISC. CP                              | CUSIP: 45856WS18<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |   3105000 | PA      | $3104597.90   | 0.28%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                            | DISC. CP                              | CUSIP: 87613ES14<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |   7357000 | PA      | $7356006.81   | 0.67%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                 | DISC. CP                              | CUSIP: 72650WS51<br>LEI: 5521FA2ITF25TVH63740 | Long             | STIV             | CORP              | US        |   5340000 | PA      | $5336605.90   | 0.48%             | 2025-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                                       | DISC. CP                              | CUSIP: 59524NS52<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | STIV             | CORP              | US        |   2190000 | PA      | $2188607.16   | 0.20%             | 2025-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | DISC. CP                              | CUSIP: 45856WS67<br>LEI: 5493000F4ZO33MV32P92 | Long             | STIV             | CORP              | US        |   4186000 | PA      | $4182743.29   | 0.38%             | 2025-05-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                        | DISC. CP                              | CUSIP: 34410WS11<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   3550000 | PA      | $3549502.29   | 0.32%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | DISC. CP                              | CUSIP: 05330LS12<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   9950000 | PA      | $9948618.94   | 0.90%             | 2025-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARSH  AND  MCLENNAN COS INC                                                    | DISC. CP                              | CUSIP: N/A<br>LEI: 549300XMP3KDCKJXIU47       | Long             | STIV             | CORP              | US        |   3815000 | PA      | $3809147.41   | 0.34%             | 2025-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN ULTRA SHORT BOND ETF                                                   | EXCHANGE TRADED FUND                  | CUSIP: 35473P496<br>LEI: 549300C2WYDHE3Y9X469 | Long             | EC               | RF                | US        |    663780 | NS      | $16584543.30  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | FHLMC CMO IO                          | CUSIP: 3137H14D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10125557 | PA      | $243928.72    | 0.02%             | 2028-05-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN15                                  | CUSIP: 3140XM2T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2492571 | PA      | $2284166.47   | 0.21%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN20                                  | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1055465 | PA      | $867430.19    | 0.08%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140JKL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2479 | PA      | $2493.27      | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140X73K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    977049 | PA      | $788978.34    | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1985199 | PA      | $1583555.64   | 0.14%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QFA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1645250 | PA      | $1319226.76   | 0.12%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2305786 | PA      | $1853729.77   | 0.17%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771201 | PA      | $650751.85    | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XKHN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534289 | PA      | $512231.75    | 0.05%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QEZJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    784410 | PA      | $699204.81    | 0.06%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XH6T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1542812 | PA      | $1409211.42   | 0.13%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XGSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1690380 | PA      | $1538447.35   | 0.14%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XCST6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1692951 | PA      | $1278251.32   | 0.12%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XJE74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1473024 | PA      | $1495804.43   | 0.14%             | 2050-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QN3W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832550 | PA      | $781168.30    | 0.07%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: N/A<br>LEI: B1V7KEBTPIMZEU4LTD58       | Long             | ABS-MBS          | USGSE             | US        |    774329 | PA      | $801833.89    | 0.07%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140NGYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216622 | PA      | $224066.20    | 0.02%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140NKNK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36397 | PA      | $37647.61     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XK5T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    961013 | PA      | $994597.00    | 0.09%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XCPT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1527184 | PA      | $1293701.51   | 0.12%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QSHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867482 | PA      | $889273.59    | 0.08%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XEB45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1742451 | PA      | $1577246.22   | 0.14%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QS3Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279289 | PA      | $280210.97    | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XNNB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7033658 | PA      | $7083889.96   | 0.64%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XMPS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    877110 | PA      | $897335.68    | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XGYT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673634 | PA      | $538894.78    | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140QKBR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941252 | PA      | $817716.62    | 0.07%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140AML58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583571 | PA      | $601630.76    | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XGXN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2270291 | PA      | $1816966.96   | 0.16%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XMZL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443204 | PA      | $415850.49    | 0.04%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XJM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1356577 | PA      | $1272850.08   | 0.12%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140JXZG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14667 | PA      | $14554.42     | 0.00%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140XQ3W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1955976 | PA      | $1875156.13   | 0.17%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140JUFY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23167 | PA      | $23155.84     | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FN30                                  | CUSIP: 3140JS4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25938 | PA      | $25735.03     | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F062655<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $8239406.48   | 0.75%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F012452<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1765830.52   | 0.16%             | 2040-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F022451<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1858931.64   | 0.17%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F030454<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $949569.93    | 0.09%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28000000 | PA      | $28407888.04  | 2.57%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  39000000 | PA      | $30943692.00  | 2.80%             | 2055-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33000000 | PA      | $27438947.91  | 2.48%             | 2055-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $13888235.20  | 1.26%             | 2055-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5592469.98   | 0.51%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $8608362.12   | 0.78%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17000000 | PA      | $16643860.20  | 1.51%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL                                                                 | FNMA TBA                              | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27000000 | PA      | $26945931.69  | 2.44%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR15                                  | CUSIP: 3132D55W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    609211 | PA      | $558142.57    | 0.05%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DSAV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8883047 | PA      | $8030876.05   | 0.73%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1634041 | PA      | $1440097.70   | 0.13%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1636882 | PA      | $1385339.87   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DM6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    990635 | PA      | $835916.77    | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DNYC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1560951 | PA      | $1324711.43   | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DVLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    790320 | PA      | $700190.21    | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    813861 | PA      | $761619.05    | 0.07%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DNQL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1436369 | PA      | $1461238.49   | 0.13%             | 2049-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DPY44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291261 | PA      | $279195.36    | 0.03%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133C32D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44153 | PA      | $45634.93     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133C3TT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236032 | PA      | $237277.91    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133C3TV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206530 | PA      | $211077.57    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1512618 | PA      | $1286718.37   | 0.12%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133KRCF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    861606 | PA      | $883286.06    | 0.08%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132E0ZK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1229144 | PA      | $1235633.76   | 0.11%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132E0K27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1194838 | PA      | $1201146.79   | 0.11%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133KNMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1971765 | PA      | $1566899.47   | 0.14%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3133AGJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1914150 | PA      | $1532680.26   | 0.14%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL                                                           | FR30                                  | CUSIP: 3132DM4H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    756289 | PA      | $638546.71    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617NAR93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    327840 | PA      | $287357.90    | 0.03%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617VJHE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    664960 | PA      | $582608.13    | 0.05%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179YKM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1733034 | PA      | $1539907.33   | 0.14%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618HNHA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    924297 | PA      | $942598.40    | 0.09%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1979505 | PA      | $2003751.98   | 0.18%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617K4VB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22831 | PA      | $23222.41     | 0.00%             | 2049-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617K4U88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32953 | PA      | $32689.28     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617K4U96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33989 | PA      | $33631.88     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617LELG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50606 | PA      | $45465.92     | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3617LEPL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18127 | PA      | $16285.50     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179UUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    913322 | PA      | $858637.03    | 0.08%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179V4Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3203498 | PA      | $3010477.75   | 0.27%             | 2051-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BTAG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122640 | PA      | $124298.06    | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BTAF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20166 | PA      | $20306.83     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BQLU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211593 | PA      | $213543.09    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B5MQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38706 | PA      | $39012.89     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BSD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37907 | PA      | $38256.23     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BQKD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60814 | PA      | $61486.57     | 0.01%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BLVN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29175 | PA      | $29462.52     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B5KH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19438 | PA      | $19674.53     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B5MP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49072 | PA      | $49537.93     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BWHX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33270 | PA      | $33585.59     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BSD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22966 | PA      | $23219.68     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B5MN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37155 | PA      | $37546.27     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B5KJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41001 | PA      | $41475.95     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AQUN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78281 | PA      | $80765.39     | 0.01%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AWHF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60435 | PA      | $62088.97     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B6KC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97441 | PA      | $100864.43    | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AUVD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157973 | PA      | $161557.68    | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B9GT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152600 | PA      | $157098.17    | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AWHG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41500 | PA      | $42604.88     | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B9GV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65169 | PA      | $66791.71     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B0L92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64788 | PA      | $66502.00     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AVGQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97190 | PA      | $99475.92     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AKPG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56705 | PA      | $57237.91     | 0.01%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618BBSK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79459 | PA      | $80523.11     | 0.01%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AKPM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52857 | PA      | $53354.14     | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B9HS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137353 | PA      | $139302.29    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AWHH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84872 | PA      | $86556.53     | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618B9GL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170477 | PA      | $171839.03    | 0.02%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AWHW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    208818 | PA      | $210665.37    | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    317533 | PA      | $314359.77    | 0.03%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    272409 | PA      | $267504.23    | 0.02%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    264977 | PA      | $261839.57    | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618AW4Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    767089 | PA      | $782894.61    | 0.07%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    229783 | PA      | $235672.07    | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    111355 | PA      | $115823.84    | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    109485 | PA      | $113624.09    | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    214628 | PA      | $219991.20    | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618FFB70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111001 | PA      | $117029.62    | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |     46114 | PA      | $48366.41     | 0.00%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    124483 | PA      | $130224.79    | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |     72247 | PA      | $76022.22     | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    188661 | PA      | $193375.33    | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    132953 | PA      | $139213.85    | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    109358 | PA      | $114169.39    | 0.01%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: N/A<br>LEI: 549300M8ZYFG0OCMTT87       | Long             | ABS-MBS          | USGA              | US        |    250954 | PA      | $262072.97    | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618FWVT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    984067 | PA      | $1034532.79   | 0.09%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618FRPC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285311 | PA      | $296503.49    | 0.03%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618G7ST1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212280 | PA      | $219868.59    | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618G7SL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    417888 | PA      | $432096.55    | 0.04%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 3618G7SQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    696393 | PA      | $726318.17    | 0.07%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179XS80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    930273 | PA      | $825830.18    | 0.07%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30                                 | CUSIP: 36179YPB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1829515 | PA      | $1626396.25   | 0.15%             | 2054-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30P                                | CUSIP: 3622AAQF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232092 | PA      | $209348.20    | 0.02%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30P                                | CUSIP: 3622ACN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    880127 | PA      | $894726.54    | 0.08%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GII30P                                | CUSIP: 3622ACH52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    681612 | PA      | $598455.86    | 0.05%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA CMO IO                           | CUSIP: 38380RNX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5765306 | PA      | $461685.67    | 0.04%             | 2061-01-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GNMA CMO IO                           | CUSIP: 38380RJM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5507215 | PA      | $427563.64    | 0.04%             | 2062-11-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8000000 | PA      | $8093437.52   | 0.73%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8000000 | PA      | $7268476.40   | 0.66%             | 2055-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12000000 | PA      | $10229049.24  | 0.92%             | 2055-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17000000 | PA      | $13873432.25  | 1.25%             | 2055-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7000000 | PA      | $6998441.17   | 0.63%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8000000 | PA      | $7849285.52   | 0.71%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL                                                               | GNMA TBA                              | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16000000 | PA      | $15318733.12  | 1.39%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                               | GOVT CMO                              | CUSIP: 3136BV4Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3436000 | PA      | $3430631.25   | 0.31%             | 2054-06-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF 2015-K51 MORTGAGE TRUST                                                   | GOVT CMO                              | CUSIP: 30293XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1010000 | PA      | $1002802.34   | 0.09%             | 2048-10-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                              | GOVT CMO                              | CUSIP: 3137HH7E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1380619 | PA      | $1373606.64   | 0.12%             | 2054-11-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                            | GOVT CMO                              | CUSIP: 38384NV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5046443 | PA      | $5059301.69   | 0.46%             | 2054-05-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                               | GOVT CMO                              | CUSIP: 3136BUCU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3370548 | PA      | $3373765.98   | 0.31%             | 2053-12-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                               | GOVT CMO                              | CUSIP: 3136BTK28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4339185 | PA      | $4322268.24   | 0.39%             | 2054-12-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS                                                              | GOVT CMO                              | CUSIP: 3133Q3LF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3708970 | PA      | $3700941.86   | 0.33%             | 2054-05-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS                                                              | GOVT CMO                              | CUSIP: 3137HBUJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1138227 | PA      | $1142348.78   | 0.10%             | 2054-03-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS                                                               | GOVT CMO                              | CUSIP: 3136BTGT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5320995 | PA      | $5335994.20   | 0.48%             | 2054-12-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | PERPETUAL BONDS                       | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    567000 | PA      | $560624.43    | 0.05%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | PERPETUAL BONDS                       | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1417701.85   | 0.13%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| State Street Institutional U.S. Government Money Market Fund, Premier Class     | SHORT TERM INV FUND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    718000 | NS      | $718000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PUTNAM SHORT TERM INVESTMENT FUND                                               | SHORT TERM INV FUND                   | CUSIP: 74676P664<br>LEI: 5493003MK0Q7JP8CPP42 | Long             | STIV             | PF                | US        |  31999649 | NS      | $31999649.00  | 2.89%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10370000 | PA      | $8011635.10   | 0.72%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10690000 | PA      | $7751920.31   | 0.70%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18360000 | PA      | $13086161.79  | 1.18%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26760000 | PA      | $19925224.12  | 1.80%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35800000 | PA      | $22146355.42  | 2.00%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. BOND                          | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31840000 | PA      | $25445259.49  | 2.30%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12680000 | PA      | $11780264.86  | 1.07%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34150000 | PA      | $32006953.97  | 2.89%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5980000 | PA      | $6024733.21   | 0.54%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66820000 | PA      | $66325375.64  | 6.00%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15830000 | PA      | $14636257.17  | 1.32%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63750000 | PA      | $58814355.15  | 5.32%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $7182703.16   | 0.65%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5390000 | PA      | $5210403.53   | 0.47%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4410000 | PA      | $4285284.27   | 0.39%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43340000 | PA      | $44180558.93  | 4.00%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA                                                        | U.S. T. NOTE                          | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14480000 | PA      | $14132989.12  | 1.28%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S.A.                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $241850.60    | 0.02%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE CO                                                        | VAR.RT. CORP. BONDS                   | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1870000 | PA      | $1898345.98   | 0.17%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | VAR.RT. CORP. BONDS                   | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411239.17    | 0.04%             | 2029-09-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1702227.35   | 0.15%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2464516.27   | 0.22%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA  AND  NEW ZEALAND BANKING GROUP LTD                                   | VAR.RT. CORP. BONDS                   | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $173350.57    | 0.02%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $243608.66    | 0.02%             | 2027-02-02      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | VAR.RT. CORP. BONDS                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    211000 | PA      | $173742.57    | 0.02%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | VAR.RT. CORP. BONDS                   | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    324000 | PA      | $268227.36    | 0.02%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | VAR.RT. CORP. BONDS                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2899296.42   | 0.26%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    923000 | PA      | $823328.42    | 0.07%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444561.47    | 0.04%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE                                            | VAR.RT. CORP. BONDS                   | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2395792.15   | 0.22%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1517844.91   | 0.14%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                                       | VAR.RT. CORP. BONDS                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $481779.53    | 0.04%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1061936.17   | 0.10%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK NY                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1457847.29   | 0.13%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | VAR.RT. CORP. BONDS                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2118417.67   | 0.19%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | VAR.RT. CORP. BONDS                   | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $232200.55    | 0.02%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | VAR.RT. CORP. BONDS                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    923000 | PA      | $945048.86    | 0.09%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO  AND  CO                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1420113.36   | 0.13%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | VAR.RT. CORP. BONDS                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    930000 | PA      | $975494.17    | 0.09%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    505000 | PA      | $515327.73    | 0.05%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | VAR.RT. CORP. BONDS                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    465000 | PA      | $518246.31    | 0.05%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    815000 | PA      | $834903.34    | 0.08%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91319.63     | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | VAR.RT. CORP. BONDS                   | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    576000 | PA      | $586185.09    | 0.05%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | VAR.RT. CORP. BONDS                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    459000 | PA      | $462290.62    | 0.04%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | VAR.RT. CORP. BONDS                   | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012958.85   | 0.09%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    950000 | PA      | $980117.26    | 0.09%             | 2030-03-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1904432.57   | 0.17%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | VAR.RT. CORP. BONDS                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359254.06    | 0.03%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2789122.10   | 0.25%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2725955.49   | 0.25%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                | VAR.RT. CORP. BONDS                   | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1009625.44   | 0.09%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | VAR.RT. CORP. BONDS                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    820000 | PA      | $836304.81    | 0.08%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661600.75    | 0.06%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE  AND  CO                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1690690.08   | 0.15%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1580390.61   | 0.14%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | VAR.RT. CORP. BONDS                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1570664.27   | 0.14%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE                                                         | VAR.RT. CORP. BONDS                   | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1665000 | PA      | $1651627.05   | 0.15%             | 2085-04-27      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | VAR.RT. CORP. BONDS                   | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1570000 | PA      | $1582674.96   | 0.14%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | VAR.RT. CORP. BONDS                   | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    790000 | PA      | $787643.57    | 0.07%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | VAR.RT. CORP. BONDS                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1267161.16   | 0.11%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | VAR.RT. CORP. BONDS                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1551134.30   | 0.14%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                                     | VAR.RT. CORP. BONDS                   | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    665000 | PA      | $658811.82    | 0.06%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-18

**Name of Applicant:** Putnam Funds Trust

**Signature:** Kevin R Blatchford

**Name of Signer:** Kevin R Blatchford

**Title:** Assistant Treasurer