# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0000836906-25-000263
**Filing Date:** 2025-11
**Character Count:** 960989
**Document Hash:** b0a365ad49200fb1e3015dd50e83c5ba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000836906-25-000263.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000836906-25-000263

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 251518292

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Institutional Intermediate-Term Bond Fund (Series ID: S000049658)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000157008 | Institutional Plus Shares | VIITX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MALVERN FUNDS

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD INSTITUTIONAL INTERMEDIATE-TERM BOND FUND

- **b. EDGAR series identifier (if any):** S000049658

- **c. LEI of Series:** 549300F61ZC0PFW4VL39

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

- **a. Date of fiscal year-end:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $33573198267.97

**Total Liabilities:** $2398310805.75

**Net Assets:** $31174887462.22

**Delayed Delivery Securities:** $224975638.05

**Cash Not Reported:** $5079881.64

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -46804.12676569 | **1-Year:** -1591392.00115381 | **5-Year:** -3884839.11614820 | **10-Year:** -2730230.90378561 | **30-Year:** -342971.19584202

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

- **3-Month:** -1.69496838 | **1-Year:** -220.93753102 | **5-Year:** -54.20561335 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000157008 | -0.07%               | 1.28%                | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3281205.61             | $-147188218.73                             |
| Month 2  | $-13175645.99            | $276472346.41                              |
| Month 3  | $-4140779.55             | $80358437.57                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Intermediate Aggregate Excluding Baa

- **Index Identifier:** I03604US

### Schedule of Portfolio Investments

| Name                                                              | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                               | AUD/USD FWD 20251217           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-11558.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | EUR/USD FWD 20251217           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $19944.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | GBP/USD FWD 20251217           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11651.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | AUD/USD FWD 20251217           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-57402.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                         | AUST & NZ BANK                 | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    2600000 | PA      | $1721597.46    | 0.01%             | 2025-11-04      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                              | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    5100000 | PA      | $3377259.72    | 0.01%             | 2025-11-11      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                              | WESTPAC BANKING                | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   19700000 | PA      | $13052970.59   | 0.04%             | 2026-02-16      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-3A A1               | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21650000 | PA      | $21815999.21   | 0.07%             | 2028-11-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                 | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    3880947 | NS      | $388094694.20  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | EURO-SCHATZ FUT   Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -134 | NC      | $17996.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | US 5YR NOTE (CBT) Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -727 | NC      | $-72170.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | EURO-BOBL FUTURE  Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          8 | NC      | $-287.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | EURO-BUND FUTURE  Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -61 | NC      | $-50891.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | US 2YR NOTE (CBT) Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      11943 | NC      | $2478451.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | US 10YR NOTE (CBT)Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2453 | NC      | $1313742.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                         | COREBRIDGE GF                  | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10215731.76   | 0.03%             | 2029-12-03      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                         | COREBRIDGE GF                  | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   36364000 | PA      | $36983791.77   | 0.12%             | 2028-01-07      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                              | AMSR 2024-SFR2 A               | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10080000 | PA      | $9953879.04    | 0.03%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                              | AMSR 2025-SFR2 A               | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10010000 | PA      | $9863788.94    | 0.03%             | 2030-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                              | AMSR 2025-SFR2 B               | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5480000 | PA      | $5339653.36    | 0.02%             | 2030-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                        | AMSR 2025-SFR1 A               | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15720000 | PA      | $15113222.15   | 0.05%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                             | ARIFL 2025-B A3                | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4380000 | PA      | $4437532.61    | 0.01%             | 2034-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T INC                       | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7014114.79    | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T INC                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15062590.04   | 0.05%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T INC                       | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9299000 | PA      | $9257711.78    | 0.03%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T INC                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $32076241.77   | 0.10%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T INC                       | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3101556.95    | 0.01%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | AT&T INC                       | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   21180000 | PA      | $21798956.67   | 0.07%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                        | ABBVIE INC                     | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   12430000 | PA      | $12708402.69   | 0.04%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                        | ABBVIE INC                     | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   38055000 | PA      | $39326722.50   | 0.13%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                        | ABBVIE INC                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   36250000 | PA      | $37260886.25   | 0.12%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                           | ABU DHABI DEVELO               | CUSIP: 00402AAA9<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |   34798000 | PA      | $35160157.00   | 0.11%             | 2030-05-06      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust         | AERCAP IRELAND                 | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    7669000 | PA      | $7729056.10    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust         | AERCAP IRELAND                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   32655000 | PA      | $32089256.60   | 0.10%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust         | AERCAP IRELAND                 | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   16000000 | PA      | $16243151.82   | 0.05%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust         | AERCAP IRELAND                 | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10346309.09   | 0.03%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust         | AERCAP IRELAND                 | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   12500000 | PA      | $12378754.40   | 0.04%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                 | AFRMT 2025-3A A                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   37790000 | PA      | $37734475.15   | 0.12%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                 | AFRMT 2025-3A B                | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2120000 | PA      | $2117239.97    | 0.01%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Agilent Technologies Inc                                          | AGILENT TECH INC               | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   14702000 | PA      | $13199099.50   | 0.04%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCI 2.5 10/25                 | CUSIP: 01F0224A0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -5000000 | PA      | $-4701172.00   | -0.02%            | 2025-10-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCI 3 10/25                   | CUSIP: 01F0304A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11000000 | PA      | $10538515.90   | 0.03%             | 2025-10-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 3 10/25                   | CUSIP: 01F0306A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -53500000 | PA      | $-46990136.05  | -0.15%            | 2025-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 3.5 10/25                 | CUSIP: 01F0326A7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -10000000 | PA      | $-9137109.00   | -0.03%            | 2025-10-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 4 10/25                   | CUSIP: 01F0406A0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -5500000 | PA      | $-5182675.85   | -0.02%            | 2025-10-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCI 4.5 10/25                 | CUSIP: 01F0424A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -5000000 | PA      | $-4993554.50   | -0.02%            | 2025-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 4.5 10/25                 | CUSIP: 01F0426A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -250000 | PA      | $-242480.48    | -0.00%            | 2025-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 5 10/25                   | CUSIP: 01F0506A9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -701750000 | PA      | $-695911229.48 | -2.23%            | 2025-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 5.5 10/25                 | CUSIP: 01F0526A5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -635550000 | PA      | $-640837966.67 | -2.06%            | 2025-10-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 6 10/25                   | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76500000 | PA      | $78143556.60   | 0.25%             | 2025-10-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 6 10/25                   | CUSIP: 01F0606A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -404950000 | PA      | $-413650107.78 | -1.33%            | 2025-10-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | FNCL 6.5 10/25                 | CUSIP: 01F0626A4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -68250000 | PA      | $-70529440.80  | -0.23%            | 2025-10-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                  | ABCLN 2024-B A2                | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2619172 | PA      | $2643099.05    | 0.01%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                  | ABCLN 2025-A A2                | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16440478 | PA      | $16475823.79   | 0.05%             | 2033-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                  | ABCLN 2025-A B                 | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5910766 | PA      | $5927790.93    | 0.02%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                  | ABCLN 2024-A A2                | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1570106 | PA      | $1596710.65    | 0.01%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                  | ABCLN 2024-A B                 | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1586349 | PA      | $1613355.60    | 0.01%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                | ALLYA 2024-2 A4                | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5280000 | PA      | $5299692.29    | 0.02%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                | ALLYA 2023-1 A4                | CUSIP: 02007WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5780000 | PA      | $5885633.55    | 0.02%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                | ALLYA 2024-1 A4                | CUSIP: 02008FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13020000 | PA      | $13226929.46   | 0.04%             | 2029-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                  | ALTRIA GROUP INC               | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   11773000 | PA      | $11958155.75   | 0.04%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                  | ALTRIA GROUP INC               | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6970000 | PA      | $7081628.52    | 0.02%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                  | ALTRIA GROUP INC               | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   14635000 | PA      | $15194885.64   | 0.05%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                | AMEREN ILLINOIS                | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $7510020.84    | 0.02%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                   | AMCAR 2024-1 A3                | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19020000 | PA      | $19218334.85   | 0.06%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10313236.47   | 0.03%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   26870000 | PA      | $27229966.57   | 0.09%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    7260000 | PA      | $7584478.81    | 0.02%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   22028000 | PA      | $22406812.12   | 0.07%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   22072000 | PA      | $22780010.30   | 0.07%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $5110707.04    | 0.02%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Express Co                                               | AMERICAN EXPRESS               | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10592570.22   | 0.03%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1            | AHART 2025-1A A4               | CUSIP: 02650VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1560000 | PA      | $1563936.97    | 0.01%             | 2031-02-18      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1            | AHART 2025-1A B                | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1480000 | PA      | $1484057.42    | 0.00%             | 2031-06-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F               | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24457176.27   | 0.08%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F               | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10484422.06   | 0.03%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F               | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   26580000 | PA      | $26810366.16   | 0.09%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F               | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12610151.76   | 0.04%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F               | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   17590000 | PA      | $18060589.84   | 0.06%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                       | AMERICAN HONDA F               | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $9443123.59    | 0.03%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                          | AMERICAN HOMES 4               | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   14833000 | PA      | $15088195.78   | 0.05%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                   | AHART 2024-1A A3               | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4700000 | PA      | $4743230.60    | 0.02%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                   | AHART 2024-1A A4               | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2650000 | PA      | $2693793.37    | 0.01%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                                  | AMERICAN NATL GF               | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8590000 | PA      | $8852808.32    | 0.03%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                       | CENCORA INC                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13757863.00   | 0.04%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                       | CENCORA INC                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    9690000 | PA      | $9801224.41    | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                       | CENCORA INC                    | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $5995589.52    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                       | CENCORA INC                    | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   10885000 | PA      | $11102824.02   | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                         | AMGEN INC                      | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20731028.46   | 0.07%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                         | AMGEN INC                      | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20718507.47   | 0.07%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                | ANALOG DEVICES                 | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   14030000 | PA      | $12407033.49   | 0.04%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                | ANHEUSER-BUSCH                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $30175105.73   | 0.10%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                               | ELEVANCE HEALTH                | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1377788.99    | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                               | ELEVANCE HEALTH                | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   14105000 | PA      | $12809960.88   | 0.04%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                               | ELEVANCE HEALTH                | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11612246.74   | 0.04%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                               | ELEVANCE HEALTH                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   17320000 | PA      | $17822133.53   | 0.06%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                               | ELEVANCE HEALTH                | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5090836.09    | 0.02%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                              | APPALACHIAN PWR                | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    8136000 | PA      | $7409881.29    | 0.02%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                      | ARIFL 2025-A A3                | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6700000 | PA      | $6746944.89    | 0.02%             | 2034-01-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                      | ARIFL 2024-B A3                | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5620000 | PA      | $5732524.76    | 0.02%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                           | ARTHUR J GALLAGH               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    9691000 | PA      | $9789024.10    | 0.03%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                           | ARTHUR J GALLAGH               | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   20395000 | PA      | $20793972.31   | 0.07%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                  | ASCENSION HEALTH               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2349218.96    | 0.01%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                           | ASTRAZENECA FIN                | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10302807.91   | 0.03%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                           | ASTRAZENECA FIN                | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   11390000 | PA      | $11740872.20   | 0.04%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                             | ATHENE GLOBAL FU               | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   21270000 | PA      | $21468572.81   | 0.07%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                             | ATHENE GLOBAL FU               | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30917386.23   | 0.10%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                     | AUTOMATIC DATA                 | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   20125000 | PA      | $20027380.63   | 0.06%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                   | DRVPNK 2025-1A A4              | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5520000 | PA      | $5604638.16    | 0.02%             | 2030-06-10      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                   | DRVPNK 2025-1A B               | CUSIP: 05330QAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6980000 | PA      | $7111300.08    | 0.02%             | 2030-08-12      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AutoZone Inc                                                      | AUTOZONE INC                   | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10081847.52   | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                      | AUTOZONE INC                   | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $36298315.70   | 0.12%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                         | AVALONBAY COMMUN               | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4676082.27    | 0.01%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                         | AVALONBAY COMMUN               | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3370656.12    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                         | AVALONBAY COMMUN               | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    9915000 | PA      | $10307856.83   | 0.03%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                         | AVALONBAY COMMUN               | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $2926783.33    | 0.01%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                         | AVALONBAY COMMUN               | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2209078.06    | 0.01%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2022-4A A                | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    4840000 | PA      | $4898671.45    | 0.02%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2023-5A A                | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    8450000 | PA      | $8627612.24    | 0.03%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2023-7A A                | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    7170000 | PA      | $7366351.88    | 0.02%             | 2028-08-21      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2023-8A A                | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   20350000 | PA      | $21364976.60   | 0.07%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2024-1A A                | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   10560000 | PA      | $10921558.56   | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2024-3A A                | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   11470000 | PA      | $11825403.69   | 0.04%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2025-1A A                | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    6220000 | PA      | $6300380.44    | 0.02%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                          | AESOP 2025-2A A                | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    8710000 | PA      | $8950213.96    | 0.03%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                        | BBCMS 2019-C5 A4               | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13010000 | PA      | $12365863.19   | 0.04%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                      | BBCMS 2020-C6 A4               | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2515000 | PA      | $2330169.13    | 0.01%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C9                                      | BBCMS 2021-C9 A5               | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7100000 | PA      | $6355180.18    | 0.02%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                     | BBCMS 2021-C11 A5              | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3230000 | PA      | $2854684.66    | 0.01%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                     | BBCMS 2024-C30 A5              | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24280000 | PA      | $25565696.41   | 0.08%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                     | BBCMS 2024-C30 AS              | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14070000 | PA      | $14725427.03   | 0.05%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                   | BANK 2025-BNK49 A5             | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53620000 | PA      | $56771558.40   | 0.18%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                   | BANK 2025-BNK49 AS             | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16090000 | PA      | $17051948.70   | 0.05%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C17                                     | BBCMS 2022-C17 A5              | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5750000 | PA      | $5664988.55    | 0.02%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                  | BAT CAPITAL CORP               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   48389000 | PA      | $47894990.13   | 0.15%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                  | BAT CAPITAL CORP               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5095010.60    | 0.02%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                  | BAT CAPITAL CORP               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6399470.82    | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                     | BAT INTL FINANCE               | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   22028000 | PA      | $22154957.26   | 0.07%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                        | BBCMS 2019-C3 A4               | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11890000 | PA      | $11567970.05   | 0.04%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                              | BBCMS 2021-C10 ASB             | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13560000 | PA      | $12820009.10   | 0.04%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                              | BBCMS 2021-C10 A5              | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28639797 | PA      | $25945287.76   | 0.08%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                      | BBCMS 2020-C8 A5               | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1500775.47    | 0.00%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C15                                     | BBCMS 2022-C15 ASB             | CUSIP: 05552FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9864000 | PA      | $9568176.67    | 0.03%             | 2055-04-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                     | BBCMS 2022-C16 A5              | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13320000 | PA      | $13201152.30   | 0.04%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                     | BBCMS 2023-C22 A5              | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2922816.78    | 0.01%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                    | BBCMS 2024-5C25 A3             | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7852293.75    | 0.03%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                    | BBCMS 2024-5C25 AS             | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1410000 | PA      | $1471520.42    | 0.00%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                     | BBCMS 2024-C26 A5              | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12610000 | PA      | $13528910.88   | 0.04%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                    | BBCMS 2024-5C29 A3             | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8450000 | PA      | $8674593.40    | 0.03%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                | BMW US CAP LLC                 | CUSIP: 05565ECH6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   49000000 | PA      | $49612842.00   | 0.16%             | 2027-04-02      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                            | BP CAPITAL PLC                 | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2095000 | PA      | $2073644.00    | 0.01%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE                           | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10133281.23   | 0.03%             | 2027-01-18      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                    | BMWOT 2023-A A4                | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6930000 | PA      | $7045304.11    | 0.02%             | 2029-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                | BMO 2025-C13 A5                | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34440000 | PA      | $35588078.06   | 0.11%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                | BMO 2025-C13 AS                | CUSIP: 05592YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11630000 | PA      | $12017456.94   | 0.04%             | 2058-10-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                        | BMO 2023-C7 A5                 | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15510000 | PA      | $16708909.04   | 0.05%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                        | BMO 2024-C8 A5                 | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25070000 | PA      | $26475948.16   | 0.08%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                        | BMO 2024-C8 AS                 | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3070000 | PA      | $3237712.87    | 0.01%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                        | BMO 2024-C9 A5                 | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43670000 | PA      | $46467255.65   | 0.15%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                            | BAAT 2025-1A A4                | CUSIP: 05594BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3350000 | PA      | $3385248.03    | 0.01%             | 2031-11-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                | BX 2019-OC11 A                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5521000 | PA      | $5217278.20    | 0.02%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                | BMO 2025-C11 A5                | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40230000 | PA      | $42664490.29   | 0.14%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                | BMO 2025-C11 AS                | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10730000 | PA      | $11334269.61   | 0.04%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                | BANCO SANTANDER                | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9229000 | PA      | $9587940.22    | 0.03%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                | BANCO SANTANDER                | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15200000 | PA      | $15573243.14   | 0.05%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                | BANCO SANTANDER                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   23600000 | PA      | $24078714.18   | 0.08%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                    | BANK 2017-BNK6 A4              | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4207918 | PA      | $4142930.43    | 0.01%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                    | BANK 2017-BNK6 A5              | CUSIP: 060352AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1110000 | PA      | $1095485.31    | 0.00%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                   | BANK 2018-BN15 A4              | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1590000 | PA      | $1589392.94    | 0.01%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22156000 | PA      | $22054753.52   | 0.07%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5761478.20    | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34922000 | PA      | $34370606.84   | 0.11%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16624000 | PA      | $16547272.63   | 0.05%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1945541.70    | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2777000 | PA      | $2765596.40    | 0.01%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   23795000 | PA      | $22923333.32   | 0.07%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17816000 | PA      | $16900857.35   | 0.05%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8927057.64    | 0.03%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5110000 | PA      | $4657248.21    | 0.01%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7840756.09    | 0.03%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   38400000 | PA      | $34978081.83   | 0.11%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   23300000 | PA      | $22067330.92   | 0.07%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   30200000 | PA      | $26783967.50   | 0.09%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10758467.33   | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14330000 | PA      | $14034704.45   | 0.05%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25460000 | PA      | $23182571.42   | 0.07%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13048084.23   | 0.04%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   23130000 | PA      | $23083384.35   | 0.07%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11480000 | PA      | $11644668.29   | 0.04%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8510000 | PA      | $8869311.69    | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   26734000 | PA      | $27400366.67   | 0.09%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10942000 | PA      | $11319642.78   | 0.04%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8426000 | PA      | $8696560.53    | 0.03%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                              | BANK OF AMER CRP               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1730874.91    | 0.01%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                                 | BAAT 2023-2A A4                | CUSIP: 06054YAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7725000 | PA      | $7883054.27    | 0.03%             | 2029-11-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                   | BANK5 2024-5YR7 A3             | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34646000 | PA      | $36158997.75   | 0.12%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                       | BANK GOSPODARSTW               | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |   20430000 | PA      | $21662223.02   | 0.07%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                  | BANK OF MONTREAL               | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $12150616.76   | 0.04%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    7827000 | PA      | $7773978.38    | 0.02%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20708318.06   | 0.07%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $16158129.83   | 0.05%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   18360000 | PA      | $18427191.17   | 0.06%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   12402000 | PA      | $13196996.03   | 0.04%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $6184437.14    | 0.02%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   21090000 | PA      | $21718463.81   | 0.07%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20299511.01   | 0.07%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    9650000 | PA      | $9914271.04    | 0.03%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                  | BANK OF NY MELLO               | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10346149.74   | 0.03%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                               | BANK NEW ZEALAND               | CUSIP: 06407EAH8<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   20000000 | PA      | $20565319.73   | 0.07%             | 2029-01-30      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2098000 | PA      | $2146258.21    | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3290000 | PA      | $3394609.98    | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                           | BANK NOVA SCOTIA               | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10640620.68   | 0.03%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 | BACM 2017-BNK3 A4              | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330000 | PA      | $326969.87     | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-1                                 | BAAT 2023-1A A4                | CUSIP: 06428AAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9570000 | PA      | $9719249.89    | 0.03%             | 2029-07-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                              | BANK 2025-BNK50 AS             | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5608000 | PA      | $5910350.27    | 0.02%             | 2068-05-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                   | BANK 2018-BN10 ASB             | CUSIP: 065404AZ8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     457817 | PA      | $455371.42     | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                   | BANK 2019-BN16 A4              | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9590000 | PA      | $9471821.47    | 0.03%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                   | BANK 2021-BN35 ASB             | CUSIP: 06540CAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8950000 | PA      | $8418048.70    | 0.03%             | 2064-06-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                   | BANK 2021-BN35 A5              | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4150000 | PA      | $3668545.22    | 0.01%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                   | BANK 2024-BNK47 A5             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28220000 | PA      | $30034046.51   | 0.10%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                   | BANK 2022-BNK41 A4             | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5220000 | PA      | $4968623.59    | 0.02%             | 2065-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                   | BANK 2019-BN24 A3              | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14280000 | PA      | $13446670.61   | 0.04%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                    | BANK 2017-BNK4 A4              | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280000 | PA      | $276912.27     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                   | BANK 2024-BNK48 A5             | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28610000 | PA      | $29118190.85   | 0.09%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                   | BANK 2022-BNK40 ASB            | CUSIP: 06541LBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14820000 | PA      | $14363615.14   | 0.05%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                   | BANK 2022-BNK40 A4             | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17704990 | PA      | $16493373.80   | 0.05%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                   | BANK 2022-BNK40 AS             | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1580000 | PA      | $1430986.41    | 0.00%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                   | BANK 2022-BNK43 A5             | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22550000 | PA      | $22105733.43   | 0.07%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                   | BANK 2019-BN23 A3              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15870000 | PA      | $14961671.03   | 0.05%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                   | BANK 2020-BN30 ASB             | CUSIP: 06541UBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5050000 | PA      | $4780858.74    | 0.02%             | 2053-12-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                    | BANK 2017-BNK7 A4              | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11321238 | PA      | $11113645.11   | 0.04%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                   | BANK5 2024-5YR9 A3             | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18740000 | PA      | $19504222.82   | 0.06%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                    | BANK 2017-BNK8 A4              | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1370000 | PA      | $1331861.26    | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | BARCLAYS PLC                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20445000 | PA      | $20810524.30   | 0.07%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | BARCLAYS PLC                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20856000 | PA      | $21501489.66   | 0.07%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                             | BARK 2021-1A AR                | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    5190000 | PA      | $5192144.51    | 0.02%             | 2034-04-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                          | BAXTER INTL                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19613447.27   | 0.06%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                          | BAXTER INTL                    | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   30390000 | PA      | $29469141.77   | 0.09%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                     | BBCMS 2024-C24 A5              | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9138000 | PA      | $9540021.74    | 0.03%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                     | BBCMS 2024-C24 AS              | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4530000 | PA      | $4763752.98    | 0.02%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C28                                     | BBCMS 2024-C28 A5              | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5050000 | PA      | $5271206.67    | 0.02%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                     | BBCMS 2025-C32 A5              | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43360000 | PA      | $46220047.28   | 0.15%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                     | BBCMS 2025-C35 A5              | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9760000 | PA      | $10296582.35   | 0.03%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                     | BBCMS 2025-C35 AS              | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3660000 | PA      | $3838606.54    | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                  | BMARK 2018-B1 A5               | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9020000 | PA      | $8884782.98    | 0.03%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                  | BMARK 2018-B8 A4               | CUSIP: 08162UAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1088737.76    | 0.00%             | 2052-01-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                 | BMARK 2020-B19 AAB             | CUSIP: 08162WBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7162580 | PA      | $6738609.75    | 0.02%             | 2053-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B28 Mortgage Trust                                 | BMARK 2021-B28 ASB             | CUSIP: 08163GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11195000 | PA      | $10435912.95   | 0.03%             | 2054-08-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                 | BMARK 2021-B29 ASB             | CUSIP: 08163JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9540000 | PA      | $8912623.84    | 0.03%             | 2054-09-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                 | BMARK 2020-B21 AAB             | CUSIP: 08163LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $4183925.24    | 0.01%             | 2053-12-17      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                 | BMARK 2022-B36 A5              | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22810000 | PA      | $22423368.22   | 0.07%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                 | BMARK 2024-V10 A3              | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7940000 | PA      | $8173222.41    | 0.03%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                | BSP 2014-IVA AR5               | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |    7290000 | PA      | $7308225.00    | 0.02%             | 2038-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2023-B38 Mortgage Trust                                 | BMARK 2023-B38 A4              | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10416000 | PA      | $10925403.85   | 0.04%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                  | BMARK 2024-V6 A3               | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9700000 | PA      | $10143007.73   | 0.03%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                 | BMARK 2025-B41 AS              | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6120000 | PA      | $6376200.95    | 0.02%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                           | BFLD 2025-5MW A                | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17060000 | PA      | $16958772.78   | 0.05%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                          | BLACKROCK INC                  | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    2256000 | PA      | $2100088.71    | 0.01%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                          | BLACKROCK INC                  | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2496883.03    | 0.01%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                             | BLACKROCK FUND                 | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9277216.66    | 0.03%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                    | BNP PARIBAS                    | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10485038.12   | 0.03%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                       | BMO 2024-5C3 A3                | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9790000 | PA      | $10156002.09   | 0.03%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                       | BMO 2024-5C4 A3                | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10250000 | PA      | $10915518.15   | 0.04%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                                | BMO 2024-5C8 A3                | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33080000 | PA      | $34474001.12   | 0.11%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                    | BMWOT 2024-A A4                | CUSIP: 096919AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9040000 | PA      | $9246947.30    | 0.03%             | 2031-04-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                       | BMO 2024-C10 A5                | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10740000 | PA      | $11227071.89   | 0.04%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                            | BAAT 2024-1A A4                | CUSIP: 09709AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5600000 | PA      | $5719067.20    | 0.02%             | 2030-06-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                    | BP CAP MKTS AMER               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   22386000 | PA      | $20314526.96   | 0.07%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                    | BP CAP MKTS AMER               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   50890000 | PA      | $51485476.10   | 0.17%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                    | BP CAP MKTS AMER               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   28890000 | PA      | $29855946.20   | 0.10%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                           | BRISTOL-MYERS                  | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $4108135.70    | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                           | BRISTOL-MYERS                  | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   22855000 | PA      | $23693688.13   | 0.08%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                  | BRIXMOR OPERATIN               | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   11420000 | PA      | $11715305.37   | 0.04%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | BROADCOM INC                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9124031.15    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                      | BROADCOM INC                   | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   21301000 | PA      | $21941006.92   | 0.07%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | BROADCOM INC                   | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10062632.79   | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | BROADCOM INC                   | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30999674.54   | 0.10%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | BROADCOM INC                   | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5597000 | PA      | $5724079.81    | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | BROADCOM INC                   | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5158917.06    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | BROADCOM INC                   | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8276000 | PA      | $8260808.56    | 0.03%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                 | BROWN-FORMAN                   | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    8885000 | PA      | $8987771.47    | 0.03%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                        | CD 2017-CD6 AM                 | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1411505.11    | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                           | CBOE GLOBAL MKTS               | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    4674000 | PA      | $4106562.97    | 0.01%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                           | CBOE GLOBAL MKTS               | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   11833000 | PA      | $10900883.85   | 0.03%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust 2017-C1                           | CCUBS 2017-C1 A3               | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3824461 | PA      | $3743451.35    | 0.01%             | 2050-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                        | CD 2018-CD7 A3                 | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4023527 | PA      | $3970246.00    | 0.01%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                        | CD 2016-CD1 A3                 | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6248550 | PA      | $6178517.11    | 0.02%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                        | CD 2017-CD4 A4                 | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     480000 | PA      | $474003.31     | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                        | CD 2017-CD5 AS                 | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3090000 | PA      | $3016359.74    | 0.01%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                      | CCG 2025-1 A2                  | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7640000 | PA      | $7681045.90    | 0.02%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| CENT 2025-CITY                                                    | CENT 2025-CITY A               | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23935000 | PA      | $24205712.03   | 0.08%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                           | CFCRE 2016-C4 A4               | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3376000 | PA      | $3360717.52    | 0.01%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                   | CIGNA GROUP/THE                | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4376469.41    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                   | CIGNA GROUP/THE                | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    9665000 | PA      | $9574949.84    | 0.03%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                   | CIGNA GROUP/THE                | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6548000 | PA      | $6719543.68    | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                           | CSAIL 2017-C8 A4               | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8560000 | PA      | $8378867.83    | 0.03%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                          | CSAIL 2019-C17 A4              | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1412473.80    | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C18 Commercial Mortgage Trust                          | CSAIL 2019-C18 A4              | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17500000 | PA      | $16454756.50   | 0.05%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                           | CSAIL 2016-C7 A4               | CUSIP: 12637UAV1<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    2549347 | PA      | $2533306.96    | 0.01%             | 2049-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                           | CSAIL 2016-C7 A5               | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    2713000 | PA      | $2686618.25    | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                     | COMM 2019-GC44 A5              | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11210000 | PA      | $10592999.36   | 0.03%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                        | CNH 2022-A A4                  | CUSIP: 12660DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2610000 | PA      | $2580660.73    | 0.01%             | 2029-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                        | CNH 2023-A A4                  | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4920000 | PA      | $4986903.64    | 0.02%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                        | CNH 2023-B A3                  | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27305315 | PA      | $27712696.99   | 0.09%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                             | CAMDEN PROP TRST               | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10147067.63   | 0.03%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20397768.01   | 0.07%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10186012.69   | 0.03%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   10020000 | PA      | $10049878.89   | 0.03%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   15220000 | PA      | $15347480.95   | 0.05%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                | CAN IMPERIAL BK                | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20637511.87   | 0.07%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                      | CANADIAN NATL RR               | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    6900000 | PA      | $6634164.81    | 0.02%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                   | COPAR 2023-1 A4                | CUSIP: 14043KAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6820000 | PA      | $6878685.42    | 0.02%             | 2028-08-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                   | COPAR 2024-1 A3                | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30670000 | PA      | $30914620.85   | 0.10%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                   | COPAR 2024-1 A4                | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2535961.75    | 0.01%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-2                   | COPAR 2023-2 A4                | CUSIP: 14044EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20300000 | PA      | $20791852.76   | 0.07%             | 2028-11-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                       | CAPST 2025-1 A                 | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19130000 | PA      | $19129912.00   | 0.06%             | 2029-08-16      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                            | CRVNA 2024-P4 A3               | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12210000 | PA      | $12290411.40   | 0.04%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                            | CRVNA 2024-P4 A4               | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14100000 | PA      | $14309100.18   | 0.05%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                               | CARDINAL HEALTH                | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   25240000 | PA      | $24966835.21   | 0.08%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                               | CARDINAL HEALTH                | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15417194.33   | 0.05%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                    | CARMX 2024-4 A3                | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21950000 | PA      | $22163786.42   | 0.07%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                    | CARMX 2024-4 A4                | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4290000 | PA      | $4353415.64    | 0.01%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                    | CARMX 2024-4 C                 | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1941000 | PA      | $1969374.51    | 0.01%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                    | CARMX 2025-3 A4                | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9960000 | PA      | $10096206.98   | 0.03%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                    | CARMX 2025-3 B                 | CUSIP: 14290FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5610000 | PA      | $5686864.85    | 0.02%             | 2031-03-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                    | CARMX 2023-2 A4                | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3720000 | PA      | $3762153.18    | 0.01%             | 2028-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                    | CARMX 2023-1 B                 | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3340000 | PA      | $3381590.68    | 0.01%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                    | CARMX 2024-1 A3                | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8680000 | PA      | $8742007.32    | 0.03%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                    | CARMX 2024-1 A4                | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4090000 | PA      | $4157069.87    | 0.01%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                    | CARMX 2023-4 A4                | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19800000 | PA      | $20444208.84   | 0.07%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                    | CARMX 2023-3 A4                | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16460000 | PA      | $16761520.86   | 0.05%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                    | CARMX 2025-1 A3                | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30750000 | PA      | $31217507.63   | 0.10%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                    | CARMX 2025-1 B                 | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4430000 | PA      | $4529604.12    | 0.01%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                           | CARMX 2025-2 B                 | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4420000 | PA      | $4503993.70    | 0.01%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                            | CRVNA 2021-P3 A4               | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5515607 | PA      | $5455236.15    | 0.02%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                           | CENTERPOINT HOUS               | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    8745000 | PA      | $7872888.19    | 0.03%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                           | CENTERPOINT HOUS               | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    4770000 | PA      | $4853422.34    | 0.02%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                 | CENTERPOINT ENER               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10258091.85   | 0.03%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                    | CENT AMERICAN BK               | CUSIP: 15238PAJ5<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | N/A       |   29484000 | PA      | $29813243.13   | 0.10%             | 2027-01-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                     | CHAOT 2024-1A A3               | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9931767 | PA      | $10033852.53   | 0.03%             | 2029-05-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                     | CHAOT 2024-1A A4               | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6300000 | PA      | $6428445.03    | 0.02%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-2                                     | CHAOT 2024-2A A4               | CUSIP: 16144CAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14940000 | PA      | $15399472.23   | 0.05%             | 2029-11-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-2                                     | CHAOT 2024-2A B                | CUSIP: 16144CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4480000 | PA      | $4631050.82    | 0.01%             | 2030-01-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                     | CHAOT 2024-3A A4               | CUSIP: 16144LAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15600000 | PA      | $15955650.36   | 0.05%             | 2029-12-25      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                     | CHAOT 2024-4A A4               | CUSIP: 16144YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10960000 | PA      | $11163523.91   | 0.04%             | 2030-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                     | CHAOT 2024-4A B                | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3490000 | PA      | $3571857.60    | 0.01%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                     | CHAOT 2025-1A A4               | CUSIP: 16145NAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11340000 | PA      | $11429596.21   | 0.04%             | 2030-10-25      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                     | CHAOT 2025-1A B                | CUSIP: 16145NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3390000 | PA      | $3419968.28    | 0.01%             | 2030-11-25      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                              | CHENIERE CORP CH               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   58855000 | PA      | $59501639.96   | 0.19%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                              | CHENIERE CORP CH               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19452456.05   | 0.06%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                               | CHILE                          | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   88929000 | PA      | $87323584.64   | 0.28%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                               | CHILE                          | CUSIP: 168863EB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    6000000 | PA      | $6133207.49    | 0.02%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                            | CHUBB INA HLDGS                | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   19939000 | PA      | $17480041.76   | 0.06%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                            | CHUBB INA HLDGS                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   14895000 | PA      | $15271788.67   | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                            | CHUBB INA HLDGS                | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   35340000 | PA      | $36053162.66   | 0.12%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                            | CHUBB INA HLDGS                | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3575612.00    | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                          | CIFC 2025-6A A1                | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1800000 | PA      | $1800000.00    | 0.01%             | 2038-10-23      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cisco Systems Inc                                                 | CISCO SYSTEMS                  | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   22410000 | PA      | $23190551.57   | 0.07%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                 | CISCO SYSTEMS                  | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   19960000 | PA      | $20640469.72   | 0.07%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                     | CGCMT 2016-GC37 A4             | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3982046.40    | 0.01%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                       | CGCMT 2018-C5 A4               | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65000 | PA      | $64683.29      | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                     | CITIGROUP INC                  | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   21948000 | PA      | $21957839.71   | 0.07%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                     | CGCMT 2015-GC31 A4             | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380132 | PA      | $373273.64     | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                       | CITIBANK NA                    | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   28675000 | PA      | $30389276.63   | 0.10%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                       | CGCMT 2017-P8 A3               | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4560000 | PA      | $4476199.97    | 0.01%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                       | CGCMT 2017-C4 A4               | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     710000 | PA      | $698157.34     | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                       | CGCMT 2018-B2 A4               | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5620000 | PA      | $5562747.37    | 0.02%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                       | CGCMT 2019-C7 A4               | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29718600 | PA      | $28176760.40   | 0.09%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                       | CGCMT 2019-C7 AAB              | CUSIP: 17328CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7440534 | PA      | $7260456.04    | 0.02%             | 2072-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-1                            | CITZN 2023-1 A4                | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23800000 | PA      | $24258411.80   | 0.08%             | 2030-10-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                            | CITZN 2024-1 A4                | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4910000 | PA      | $4965502.64    | 0.02%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-INV2                           | CMLTI 2024-INV2 A3B            | CUSIP: 17331WBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26828870 | PA      | $27283699.43   | 0.09%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                            | CITZN 2024-2 A4                | CUSIP: 17331XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11570000 | PA      | $11783638.89   | 0.04%             | 2031-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                     | CMLTI 2025-INV1 A11            | CUSIP: 17332GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23431725 | PA      | $23758484.82   | 0.08%             | 2055-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                        | CNH 2024-A A4                  | CUSIP: 18978FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7750000 | PA      | $7903830.53    | 0.03%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   18400000 | PA      | $18024593.14   | 0.06%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10970000 | PA      | $10288140.60   | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11123501.48   | 0.04%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8879910.97    | 0.03%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11670000 | PA      | $11840011.25   | 0.04%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                      | COMCAST CORP                   | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9960199.10    | 0.03%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                            | COMMONWEALTH EDI               | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2771623.14    | 0.01%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                            | COMMONWEALTH EDI               | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   11320000 | PA      | $11542019.56   | 0.04%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                      | CAS 2025-R05 2A1               | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13153931 | PA      | $13176404.02   | 0.04%             | 2045-07-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                      | CAS 2025-R02 1A1               | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13233226 | PA      | $13249588.55   | 0.04%             | 2045-02-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                      | CAS 2025-R03 2A1               | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24392914 | PA      | $24545608.69   | 0.08%             | 2045-03-25      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                      | CAS 2025-R04 1A1               | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9849641 | PA      | $9860323.15    | 0.03%             | 2045-05-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                       | COOP RAB UA/NY                 | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    8690000 | PA      | $8846317.63    | 0.03%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 3 10/25                   | CUSIP: 21H0306A7<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -5000000 | PA      | $-4465915.50   | -0.01%            | 2025-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 3.5 10/25                 | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     500000 | PA      | $456008.45     | 0.00%             | 2025-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 4 10/25                   | CUSIP: 21H0406A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -10000000 | PA      | $-9403076.00   | -0.03%            | 2025-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2SF 5.5 10/25                 | CUSIP: 21H0526A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -16000000 | PA      | $-16118718.40  | -0.05%            | 2025-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                | CRED AGRICOLE SA               | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    9840000 | PA      | $9900223.27    | 0.03%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP                      | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   43635000 | PA      | $43649577.44   | 0.14%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP                      | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   14711000 | PA      | $14586065.27   | 0.05%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP                      | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7000000 | PA      | $6479195.01    | 0.02%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP                      | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   25000000 | PA      | $25978082.17   | 0.08%             | 2028-08-11      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                | UBS AG STAMFORD                | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   26867000 | PA      | $27305321.08   | 0.09%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                | UBS AG STAMFORD                | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   19463000 | PA      | $20949506.35   | 0.07%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                  | DLLAA 2023-1A A4               | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8020000 | PA      | $8257634.20    | 0.03%             | 2031-10-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                        | DBJPM 2020-C9 A5               | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15269389 | PA      | $13624626.91   | 0.04%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                  | DLLAA 2025-1A A3               | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9550000 | PA      | $9729330.86    | 0.03%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                  | DLLAA 2025-1A A4               | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4660000 | PA      | $4792259.65    | 0.02%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                      | DNB BANK ASA                   | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   10000000 | PA      | $9824870.82    | 0.03%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                     | DTE ENERGY CO                  | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   15183000 | PA      | $15567924.99   | 0.05%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                     | DTE ENERGY CO                  | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   12592000 | PA      | $13391004.32   | 0.04%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                     | DTE ENERGY CO                  | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   16050000 | PA      | $16541076.74   | 0.05%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                   | DTE ELECTRIC CO                | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5534490.59    | 0.02%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                  | DLLST 2024-1A A4               | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3020000 | PA      | $3052940.95    | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Dllad 2024-1 LLC                                                  | DLLAD 2024-1A A3               | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4840000 | PA      | $4942365.03    | 0.02%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                  | DLLAD 2025-1A A3               | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16970000 | PA      | $17116364.55   | 0.05%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                  | DLLAD 2025-1A A4               | CUSIP: 23347BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12500000 | PA      | $12638198.75   | 0.04%             | 2032-10-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                           | DAIMLER TRUCK                  | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    6470000 | PA      | $6563548.51    | 0.02%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                           | DAIMLER TRUCK                  | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   25220000 | PA      | $25938304.99   | 0.08%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                   | DANSKE BANK A/S                | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6667000 | PA      | $6778622.26    | 0.02%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                   | DANSKE BANK A/S                | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     504000 | PA      | $513035.51     | 0.00%             | 2031-03-04      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp                                           | JOHN DEERE CAP                 | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22217153.46   | 0.07%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                 | DELL INT / EMC                 | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8410000 | PA      | $8605164.22    | 0.03%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                 | DELL INT / EMC                 | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5523000 | PA      | $5701082.17    | 0.02%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                 | DELL INT / EMC                 | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9283000 | PA      | $9260453.30    | 0.03%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                 | DELL INT / EMC                 | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14996000 | PA      | $14932258.79   | 0.05%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                 | DELL INT / EMC                 | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15890000 | PA      | $15978701.76   | 0.05%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                      | DEFT 2025-1 A3                 | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5320000 | PA      | $5373932.56    | 0.02%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                      | DEFT 2025-1 B                  | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1900000 | PA      | $1926536.35    | 0.01%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                | DEFT 2024-2 A3                 | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6380000 | PA      | $6426371.12    | 0.02%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                      | DEUTSCHE BANK NY               | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   14668000 | PA      | $14799397.82   | 0.05%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | DIAMONDBACK ENER               | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   12205000 | PA      | $11782791.85   | 0.04%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | DIAMONDBACK ENER               | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    8410000 | PA      | $8534692.91    | 0.03%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | DIAMONDBACK ENER               | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   15470000 | PA      | $15935750.58   | 0.05%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | DIAMONDBACK ENER               | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5110043.75    | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                | DOMINION ENERGY                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8855224.81    | 0.03%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                               | DOMINION ENERGY                | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14700688.73   | 0.05%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                               | DRIVE 2025-1 B                 | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26870000 | PA      | $27071108.52   | 0.09%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                               | DRIVE 2025-1 C                 | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39230000 | PA      | $39615254.29   | 0.13%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                               | DRIVE 2025-2 B                 | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   44430000 | PA      | $44350616.92   | 0.14%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                               | DRIVE 2025-2 C                 | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21430000 | PA      | $21382217.53   | 0.07%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD DRSLF_25-90                                        | DRSLF_21-90A-A1R 11/15/2038    | CUSIP: 262484AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7230000 | PA      | $7230000.00    | 0.02%             | 2038-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                         | DUKE ENERGY CAR                | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $6987894.68    | 0.02%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                         | DUKE ENERGY CAR                | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    8576000 | PA      | $7851031.47    | 0.03%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                         | DUKE ENERGY CAR                | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    7470000 | PA      | $7687784.57    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                          | DUKE ENERGY PROG               | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $12009572.94   | 0.04%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                          | DUKE ENERGY PROG               | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1489722.35    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                           | DUKE ENERGY FLA                | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   16960000 | PA      | $15957842.22   | 0.05%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                          | DURST 2025-151 A               | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10540000 | PA      | $10735183.94   | 0.03%             | 2042-08-10      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating LP                                                  | ERP OPERATING LP               | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2962767.00    | 0.01%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                  | ERP OPERATING LP               | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   11480000 | PA      | $11515784.28   | 0.04%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                  | ERP OPERATING LP               | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1399998.31    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                  | ERP OPERATING LP               | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4158341.88    | 0.01%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                  | ERP OPERATING LP               | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    1342000 | PA      | $1325888.72    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                              | ERAC USA FINANCE               | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   16470000 | PA      | $16889698.06   | 0.05%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                          | EAGLE LUXCO                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   76490000 | PA      | $77650359.78   | 0.25%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                   | EASTERN ENERGY                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $18415222.44   | 0.06%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Edsouth Indenture No 9 LLC                                        | EDUSA 2015-1 A                 | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      76636 | PA      | $76133.44      | 0.00%             | 2056-10-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                               | ELEVANCE HEALTH                | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   18005000 | PA      | $18057231.19   | 0.06%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ENERGY TRANS                   | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5394000 | PA      | $5483057.66    | 0.02%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                      | ENBRIDGE INC                   | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   35000000 | PA      | $33362287.46   | 0.11%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                      | ENBRIDGE INC                   | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $21053353.77   | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                      | ENBRIDGE INC                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $8353105.74    | 0.03%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ENERGY TRANS                   | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7340551.40    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ENERGY TRANS                   | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15399830.13   | 0.05%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                              | ENTERGY ARKANSAS               | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $4635303.54    | 0.01%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                             | EFF 2024-4 A3                  | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7260000 | PA      | $7321946.68    | 0.02%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                             | EFF 2024-4 A4                  | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7400000 | PA      | $7509989.90    | 0.02%             | 2031-06-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                             | EFF 2024-3 A3                  | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5640000 | PA      | $5726043.28    | 0.02%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                             | EFF 2024-3 A4                  | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4050000 | PA      | $4138675.56    | 0.01%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | EFF 2025-2 A3                  | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12850000 | PA      | $12952797.43   | 0.04%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | EFF 2025-2 A4                  | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13700000 | PA      | $13882390.84   | 0.04%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                             | EFF 2025-3 A3                  | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17200000 | PA      | $17373441.36   | 0.06%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                             | EFF 2025-3 A4                  | CUSIP: 29375UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24330000 | PA      | $24687470.96   | 0.08%             | 2032-03-22      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                 | ENTERPRISE PRODU               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   30860000 | PA      | $31132994.51   | 0.10%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | EFF 2025-1 A3                  | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5650000 | PA      | $5739727.65    | 0.02%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | EFF 2025-1 A4                  | CUSIP: 29390HAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7910000 | PA      | $8091771.80    | 0.03%             | 2031-09-22      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                                | ESSEX PORTFOLIO                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2318000 | PA      | $2409395.28    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                | ESSEX PORTFOLIO                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    9633000 | PA      | $9940382.67    | 0.03%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                 | ESART 2025-2 B                 | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1310000 | PA      | $1319326.94    | 0.00%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                            | EXTRA SPACE STOR               | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    7290000 | PA      | $7532036.80    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                            | EXTRA SPACE STOR               | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   14526000 | PA      | $15151976.88   | 0.05%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                | META PLATFORMS                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $11042971.49   | 0.04%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                | META PLATFORMS                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12655528.07   | 0.04%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G30493                      | CUSIP: 3128CURN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26288 | PA      | $26179.13      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG D98758                      | CUSIP: 3128E5WT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21864 | PA      | $21746.22      | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG D99403                      | CUSIP: 3128E6NU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332692 | PA      | $322295.09     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG D99561                      | CUSIP: 3128E6TS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     638541 | PA      | $618563.05     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A77257                      | CUSIP: 3128LBB23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39629 | PA      | $43287.29      | 0.00%             | 2038-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G05962                      | CUSIP: 3128M75X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     230754 | PA      | $231433.08     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G05982                      | CUSIP: 3128M76T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8640 | PA      | $8665.32       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G05741                      | CUSIP: 3128M7WA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2856 | PA      | $2865.75       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G06774                      | CUSIP: 3128M82F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     266093 | PA      | $266866.84     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G06062                      | CUSIP: 3128M8B78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167455 | PA      | $167947.07     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G06601                      | CUSIP: 3128M8U28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1208061 | PA      | $1211802.52    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G06602                      | CUSIP: 3128M8U36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     288626 | PA      | $289487.33     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G07568                      | CUSIP: 3128M9W57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54255 | PA      | $54408.36      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G07621                      | CUSIP: 3128M9YS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1173503 | PA      | $1221309.41    | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G07924                      | CUSIP: 3128MAD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     429193 | PA      | $405817.37     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G07972                      | CUSIP: 3128MAFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40875 | PA      | $40880.37      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G16177                      | CUSIP: 3128MFCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191064 | PA      | $182548.60     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08808                      | CUSIP: 3128MJ3S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1344146 | PA      | $1252717.84    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08864                      | CUSIP: 3128MJ6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167377 | PA      | $169499.73     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08877                      | CUSIP: 3128MJ6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4323058 | PA      | $4140157.09    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08201                      | CUSIP: 3128MJGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19660 | PA      | $20942.79      | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08368                      | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     254829 | PA      | $255656.60     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08372                      | CUSIP: 3128MJMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1900 | PA      | $1906.15       | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08410                      | CUSIP: 3128MJN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7733 | PA      | $7755.63       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08416                      | CUSIP: 3128MJPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13782 | PA      | $13824.89      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08568                      | CUSIP: 3128MJT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141957 | PA      | $142019.70     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08591                      | CUSIP: 3128MJUR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21025 | PA      | $19841.27      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08597                      | CUSIP: 3128MJUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215666 | PA      | $203497.03     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08627                      | CUSIP: 3128MJVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18696 | PA      | $17605.35      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08667                      | CUSIP: 3128MJW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1399009 | PA      | $1314627.29    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08671                      | CUSIP: 3128MJW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     148518 | PA      | $139065.58     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08654                      | CUSIP: 3128MJWQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     398780 | PA      | $374870.11     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08659                      | CUSIP: 3128MJWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137321 | PA      | $129004.31     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08676                      | CUSIP: 3128MJXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     522794 | PA      | $489520.56     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08681                      | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     433718 | PA      | $406114.29     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08735                      | CUSIP: 3128MJY95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40317 | PA      | $39975.75      | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G08753                      | CUSIP: 3128MJZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107208 | PA      | $106166.71     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G18480                      | CUSIP: 3128MMRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15089 | PA      | $14738.72      | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G18539                      | CUSIP: 3128MMS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32003 | PA      | $30978.55      | 0.00%             | 2030-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G18547                      | CUSIP: 3128MMTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66002 | PA      | $63809.84      | 0.00%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G18554                      | CUSIP: 3128MMTL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3471 | PA      | $3347.68       | 0.00%             | 2030-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G18559                      | CUSIP: 3128MMTR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     375837 | PA      | $362244.31     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG C91335                      | CUSIP: 3128P7PU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2353 | PA      | $2341.63       | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG C91485                      | CUSIP: 3128P7UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4017128 | PA      | $3951876.07    | 0.01%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG C91908                      | CUSIP: 3128P8DM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     549360 | PA      | $525499.68     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG T62157                      | CUSIP: 3128S3ME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2977538 | PA      | $2631523.22    | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG C03668                      | CUSIP: 31292LCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39211 | PA      | $40000.21      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A86041                      | CUSIP: 312932WA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2029 | PA      | $2035.22       | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A87994                      | CUSIP: 3129343B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156918 | PA      | $160023.67     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A87434                      | CUSIP: 312934HK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36000 | PA      | $36718.96      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A89112                      | CUSIP: 312936DR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31366 | PA      | $31504.93      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A90393                      | CUSIP: 312938NJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     946835 | PA      | $966013.89     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A91623                      | CUSIP: 312939YU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57636 | PA      | $57807.72      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A92533                      | CUSIP: 312940Y60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11334 | PA      | $11370.39      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17744 | PA      | $17796.69      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A93280                      | CUSIP: 312941UD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8433 | PA      | $8457.88       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A93459                      | CUSIP: 312941ZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     204459 | PA      | $205112.17     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A93910                      | CUSIP: 312942KX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1647 | PA      | $1652.78       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A93996                      | CUSIP: 312942NM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3189 | PA      | $3198.52       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A94717                      | CUSIP: 312943G23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44832 | PA      | $44966.74      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A96229                      | CUSIP: 3129444N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     261236 | PA      | $261921.48     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A97169                      | CUSIP: 3129456E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65942 | PA      | $67257.02      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A96634                      | CUSIP: 312945LP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53595 | PA      | $53756.30      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8511 | PA      | $8535.16       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG A97618                      | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39241 | PA      | $39349.61      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG J26553                      | CUSIP: 31307FH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2387 | PA      | $2330.29       | 0.00%             | 2028-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG J31851                      | CUSIP: 31307NBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64079 | PA      | $61875.77      | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG J31975                      | CUSIP: 31307NFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     309399 | PA      | $298748.18     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZJ9427                      | CUSIP: 3131X1PL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6380 | PA      | $6276.04       | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZL5159                      | CUSIP: 3131XLWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1479210 | PA      | $1369857.44    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZL5184                      | CUSIP: 3131XLXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     630468 | PA      | $579321.38     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZL9045                      | CUSIP: 3131XRBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2021101 | PA      | $1902002.15    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZL9478                      | CUSIP: 3131XRQ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3113023 | PA      | $2930236.18    | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZM0192                      | CUSIP: 3131XTF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1032734 | PA      | $965778.33     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZM0457                      | CUSIP: 3131XTQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     768903 | PA      | $719053.11     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZM1569                      | CUSIP: 3131XUW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22239828 | PA      | $20818803.16   | 0.07%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZM6196                      | CUSIP: 3131Y03D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     374681 | PA      | $348281.74     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZM6238                      | CUSIP: 3131Y04X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     574715 | PA      | $534221.54     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZM6688                      | CUSIP: 3131Y1ND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     338182 | PA      | $315516.89     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZN4476                      | CUSIP: 3131YA6M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1422731 | PA      | $1324266.33    | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZA5450                      | CUSIP: 31329PBT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1429827 | PA      | $1329084.66    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZA7078                      | CUSIP: 31329Q2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     264238 | PA      | $254043.27     | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZS4759                      | CUSIP: 3132A5JC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     798919 | PA      | $743627.38     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZS4768                      | CUSIP: 3132A5JM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10351359 | PA      | $9622022.56    | 0.03%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR ZS9878                      | CUSIP: 3132AA6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4502223 | PA      | $4233273.86    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB0492                      | CUSIP: 3132CWRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25412640 | PA      | $23513934.50   | 0.08%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB0545                      | CUSIP: 3132CWTA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   79129909 | PA      | $73217718.17   | 0.23%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB0635                      | CUSIP: 3132CWV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14360518 | PA      | $13822809.69   | 0.04%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB0625                      | CUSIP: 3132CWVS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12373145 | PA      | $11921450.60   | 0.04%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB0760                      | CUSIP: 3132CWZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3013730 | PA      | $2856737.24    | 0.01%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB1476                      | CUSIP: 3132CXT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15482577 | PA      | $15464494.92   | 0.05%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB1625                      | CUSIP: 3132CXYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1250000 | PA      | $1264067.94    | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB8114                      | CUSIP: 3132D6AP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2138224 | PA      | $1917291.70    | 0.01%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB8346                      | CUSIP: 3132D6HX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12762807 | PA      | $12553833.53   | 0.04%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB8383                      | CUSIP: 3132D6J43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20209340 | PA      | $20185737.23   | 0.06%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SB8508                      | CUSIP: 3132D6NZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19808542 | PA      | $18322356.34   | 0.06%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SC0132                      | CUSIP: 3132D9ED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51646896 | PA      | $43632438.99   | 0.14%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD0478                      | CUSIP: 3132DMQ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10487020 | PA      | $10222805.02   | 0.03%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD0469                      | CUSIP: 3132DMQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4810056 | PA      | $4274116.77    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD0667                      | CUSIP: 3132DMW43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8233364 | PA      | $7017050.25    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD0671                      | CUSIP: 3132DMW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22551184 | PA      | $18454603.96   | 0.06%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD0704                      | CUSIP: 3132DMX91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18670135 | PA      | $16114744.24   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD0928                      | CUSIP: 3132DNA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18423298 | PA      | $15168693.76   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD1140                      | CUSIP: 3132DNHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17071547 | PA      | $17044727.96   | 0.05%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD1182                      | CUSIP: 3132DNJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     708231 | PA      | $632473.80     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD1279                      | CUSIP: 3132DNM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6451370 | PA      | $6374587.33    | 0.02%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD1492                      | CUSIP: 3132DNUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25176437 | PA      | $25267243.57   | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD3574                      | CUSIP: 3132DQ6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52875226 | PA      | $47710876.16   | 0.15%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD2741                      | CUSIP: 3132DQBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17070405 | PA      | $17614881.08   | 0.06%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD3291                      | CUSIP: 3132DQUQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12089109 | PA      | $11589382.25   | 0.04%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD4701                      | CUSIP: 3132DSGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   80035982 | PA      | $82763880.70   | 0.27%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD4933                      | CUSIP: 3132DSPS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11285587 | PA      | $10730906.90   | 0.03%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD4938                      | CUSIP: 3132DSPX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9549211 | PA      | $9357971.22    | 0.03%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD4939                      | CUSIP: 3132DSPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7299418 | PA      | $7146391.20    | 0.02%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD4940                      | CUSIP: 3132DSPZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13015389 | PA      | $12718126.46   | 0.04%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD4977                      | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3225752 | PA      | $3210169.09    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD6864                      | CUSIP: 3132DUTV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17512453 | PA      | $17570144.68   | 0.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7503                      | CUSIP: 3132DVKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15411219 | PA      | $14330191.51   | 0.05%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7552                      | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18945275 | PA      | $16275260.40   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7527                      | CUSIP: 3132DVLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34203208 | PA      | $28203726.19   | 0.09%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7532                      | CUSIP: 3132DVLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22684537 | PA      | $18705510.68   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7538                      | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22970059 | PA      | $18955306.31   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7539                      | CUSIP: 3132DVLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17320410 | PA      | $14282288.69   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7556                      | CUSIP: 3132DVMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51588857 | PA      | $46006045.24   | 0.15%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7557                      | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59001102 | PA      | $57911687.50   | 0.19%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD7563                      | CUSIP: 3132DVML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5326713 | PA      | $5235017.18    | 0.02%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8128                      | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33414933 | PA      | $27177801.72   | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8129                      | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18431646 | PA      | $15655462.65   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8121                      | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17434264 | PA      | $14185484.70   | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8161                      | CUSIP: 3132DWB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25388283 | PA      | $21540485.64   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8134                      | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  218707074 | PA      | $177883867.97  | 0.57%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8140                      | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44351667 | PA      | $36059258.11   | 0.12%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8189                      | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33307201 | PA      | $28186368.36   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8222                      | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1743194 | PA      | $1652069.78    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8256                      | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9604894 | PA      | $9081793.10    | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8257                      | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27837914 | PA      | $27123821.05   | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8245                      | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2456781 | PA      | $2396063.63    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD8323                      | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12744691 | PA      | $12691090.30   | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD4498                      | CUSIP: 3132E07K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12709097 | PA      | $12183742.00   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD4143                      | CUSIP: 3132E0S86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11607170 | PA      | $9873400.96    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD4132                      | CUSIP: 3132E0SV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10694607 | PA      | $11062457.67   | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SD4156                      | CUSIP: 3132E0TM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8803787 | PA      | $7899897.41    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q00788                      | CUSIP: 3132GD2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199224 | PA      | $203343.53     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q00184                      | CUSIP: 3132GDFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     405460 | PA      | $413831.74     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q01798                      | CUSIP: 3132GE7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207606 | PA      | $208183.00     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q01349                      | CUSIP: 3132GEQA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44221 | PA      | $45135.20      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q01659                      | CUSIP: 3132GEZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57099 | PA      | $57221.07      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q02606                      | CUSIP: 3132GF3P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116597 | PA      | $119007.12     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q02664                      | CUSIP: 3132GF5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133529 | PA      | $133879.53     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q01855                      | CUSIP: 3132GFBY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332608 | PA      | $339456.90     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q02171                      | CUSIP: 3132GFMU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25807 | PA      | $26340.13      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q02438                      | CUSIP: 3132GFV79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52650 | PA      | $52786.67      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q02416                      | CUSIP: 3132GFVH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     839769 | PA      | $841849.50     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q03088                      | CUSIP: 3132GJCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2627545 | PA      | $2632332.29    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q03168                      | CUSIP: 3132GJFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7786 | PA      | $7805.86       | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q03517                      | CUSIP: 3132GJSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4610 | PA      | $4623.26       | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q03650                      | CUSIP: 3132GJWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5509566 | PA      | $5520292.47    | 0.02%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q09219                      | CUSIP: 3132GUSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1403878 | PA      | $1406305.41    | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q21997                      | CUSIP: 3132JPGE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22823 | PA      | $22833.01      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG V60715                      | CUSIP: 3132KEYL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42882 | PA      | $41482.59      | 0.00%             | 2029-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG V81888                      | CUSIP: 3132L7CZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114236 | PA      | $107373.99     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q23414                      | CUSIP: 3132M3N78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16952 | PA      | $16946.64      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q23995                      | CUSIP: 3132M4C86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11752 | PA      | $11757.90      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q24379                      | CUSIP: 3132M4Q81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19844 | PA      | $19851.78      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q24529                      | CUSIP: 3132M4VW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26086 | PA      | $26073.92      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q24832                      | CUSIP: 3132M5A93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10733 | PA      | $10751.77      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q31550                      | CUSIP: 3132QMWL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1010434 | PA      | $948887.45     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q32916                      | CUSIP: 3132QPG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98018 | PA      | $89648.81      | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q33402                      | CUSIP: 3132QPX82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46068 | PA      | $42143.85      | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q34714                      | CUSIP: 3132QRGY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79104 | PA      | $72887.87      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q34970                      | CUSIP: 3132QRQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10372 | PA      | $10329.44      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q36071                      | CUSIP: 3132QSW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88349 | PA      | $82725.80      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q36040                      | CUSIP: 3132QSWA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185980 | PA      | $174142.97     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q36540                      | CUSIP: 3132QTHS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     135689 | PA      | $127053.39     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q36893                      | CUSIP: 3132QTUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     262878 | PA      | $246840.21     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q37204                      | CUSIP: 3132QUAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109040 | PA      | $102100.18     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q38865                      | CUSIP: 3132QVZ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66432 | PA      | $66077.67      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WN2109                      | CUSIP: 3132XGKX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12614547 | PA      | $10987369.75   | 0.04%             | 2031-07-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WN5141                      | CUSIP: 3132XKWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34414000 | PA      | $34310995.46   | 0.11%             | 2029-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WN5229                      | CUSIP: 3132XKY35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11893000 | PA      | $11898942.93   | 0.04%             | 2030-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q56632                      | CUSIP: 3132Y0LN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3502342 | PA      | $3364014.57    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q57229                      | CUSIP: 3132Y1A73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5077121 | PA      | $4876596.96    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG Q57339                      | CUSIP: 3132Y1EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6011403 | PA      | $5773978.74    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QA1442                      | CUSIP: 31334XS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4402055 | PA      | $4093270.88    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G60153                      | CUSIP: 31335AE20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12610 | PA      | $12615.28      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                             | FG G61372                      | CUSIP: 31335BQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1103230 | PA      | $1028188.38    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QB4985                      | CUSIP: 3133ABRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5592486 | PA      | $4569581.29    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QB5606                      | CUSIP: 3133ACGP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12526837 | PA      | $10753562.83   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD1954                      | CUSIP: 3133AYE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     641146 | PA      | $569960.05     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD2260                      | CUSIP: 3133AYQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350058 | PA      | $311191.28     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QD3487                      | CUSIP: 3133B02U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12011596 | PA      | $10337533.83   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QE0386                      | CUSIP: 3133B9NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6028539 | PA      | $5743543.33    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QE0399                      | CUSIP: 3133B9NQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     822383 | PA      | $730816.83     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QF1879                      | CUSIP: 3133BPCQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     713100 | PA      | $735845.17     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7234                      | CUSIP: 3133JLBB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     954632 | PA      | $878122.72     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7237                      | CUSIP: 3133JLBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     602225 | PA      | $557346.98     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7243                      | CUSIP: 3133JLBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     447518 | PA      | $414168.61     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7281                      | CUSIP: 3133JLCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5378843 | PA      | $4947753.09    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7298                      | CUSIP: 3133JLDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2244993 | PA      | $2065067.20    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7350                      | CUSIP: 3133JLEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2244470 | PA      | $2057572.25    | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR QU7369                      | CUSIP: 3133JLFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1886922 | PA      | $1729797.18    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA3256                      | CUSIP: 3133KJTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54685469 | PA      | $48677832.72   | 0.16%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA5205                      | CUSIP: 3133KLYA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  133238829 | PA      | $113545063.78  | 0.36%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA5478                      | CUSIP: 3133KMCP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52169508 | PA      | $44735587.45   | 0.14%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA7135                      | CUSIP: 3133KN4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31062890 | PA      | $26529788.86   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA6623                      | CUSIP: 3133KNLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4792357 | PA      | $4100482.04    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA6773                      | CUSIP: 3133KNQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72013753 | PA      | $58931950.77   | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA6954                      | CUSIP: 3133KNWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     454238 | PA      | $403803.71     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA8098                      | CUSIP: 3133KP7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45558436 | PA      | $46240126.73   | 0.15%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA7405                      | CUSIP: 3133KPGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5715280 | PA      | $5591891.05    | 0.02%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA7677                      | CUSIP: 3133KPQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57206343 | PA      | $57448428.75   | 0.18%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA8248                      | CUSIP: 3133KQEV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25817084 | PA      | $25764980.04   | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA8266                      | CUSIP: 3133KQFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31094042 | PA      | $31539868.08   | 0.10%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA9880                      | CUSIP: 3133KR6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11542996 | PA      | $11999458.26   | 0.04%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA9267                      | CUSIP: 3133KRJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19866620 | PA      | $20219758.76   | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RA9619                      | CUSIP: 3133KRVL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45221803 | PA      | $46138697.25   | 0.15%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RB5072                      | CUSIP: 3133KYT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1565213 | PA      | $1409509.55    | 0.00%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RB5105                      | CUSIP: 3133KYU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4394024 | PA      | $3834469.04    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RB5078                      | CUSIP: 3133KYUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1642890 | PA      | $1479037.94    | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RB5135                      | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27303306 | PA      | $23684315.22   | 0.08%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RB5141                      | CUSIP: 3133KYWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34298376 | PA      | $29718252.86   | 0.10%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RB5149                      | CUSIP: 3133KYWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48527 | PA      | $43282.79      | 0.00%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RB5154                      | CUSIP: 3133KYWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1692620 | PA      | $1508552.67    | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RC1864                      | CUSIP: 3133L8B95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15135621 | PA      | $13585920.85   | 0.04%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RC1880                      | CUSIP: 3133L8CR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5971080 | PA      | $5352252.02    | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RC2277                      | CUSIP: 3133L8Q65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19750284 | PA      | $17746615.27   | 0.06%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RE5018                      | CUSIP: 3133N2SF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2510969 | PA      | $2309725.77    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RE6020                      | CUSIP: 3133N3VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     257327 | PA      | $236703.61     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RE6030                      | CUSIP: 3133N3VX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1706977 | PA      | $1564836.14    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SE9006                      | CUSIP: 3133SKAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2949366 | PA      | $2712987.64    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                 | FNR 2014-83 HP                 | CUSIP: 3136AL2A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1223988 | PA      | $1127693.07    | 0.00%             | 2044-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                 | FNR 2017-112 ZC                | CUSIP: 3136B0PY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3736676 | PA      | $3060302.88    | 0.01%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                 | FNR 2019-74 KT                 | CUSIP: 3136B7VM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9016789 | PA      | $7384239.84    | 0.02%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                 | FNR 2020-12 JC                 | CUSIP: 3136B8G60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8846057 | PA      | $7517208.34    | 0.02%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                 | FNR 2021-59 H                  | CUSIP: 3136BGB34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3544255 | PA      | $2994255.91    | 0.01%             | 2048-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                 | FNR 2021-86 EA                 | CUSIP: 3136BKB76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  119569046 | PA      | $102701846.95  | 0.33%             | 2049-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                 | FNR 2021-86 T                  | CUSIP: 3136BKYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28638323 | PA      | $25672417.63   | 0.08%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                   | FNA 2024-M5 2A2                | CUSIP: 3136BTHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20207867 | PA      | $20467728.14   | 0.07%             | 2033-10-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                   | FNA 2025-M1 2A2                | CUSIP: 3136BUQR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48996813 | PA      | $49743754.72   | 0.16%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 257498                      | CUSIP: 31371N7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11419 | PA      | $12208.66      | 0.00%             | 2038-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 4109 GE                    | CUSIP: 3137AUJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30283499 | PA      | $29952055.62   | 0.10%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 4136 ZJ                    | CUSIP: 3137AWPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10323908 | PA      | $9175891.93    | 0.03%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 4431 Z                     | CUSIP: 3137BFXR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2895047 | PA      | $2649676.31    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5072 YE                    | CUSIP: 3137F9B67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5067374 | PA      | $3940465.92    | 0.01%             | 2051-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5084 NC                    | CUSIP: 3137FFL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9603322 | PA      | $7625374.78    | 0.02%             | 2044-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 4929 B                     | CUSIP: 3137FPJU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15243892 | PA      | $13341489.34   | 0.04%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5013 EA                    | CUSIP: 3137FW2K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4323196 | PA      | $3324624.09    | 0.01%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5080 BF                    | CUSIP: 3137FXTM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1765609 | PA      | $1518039.15    | 0.00%             | 2049-12-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5080 WC                    | CUSIP: 3137FXX78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18612442 | PA      | $14979920.24   | 0.05%             | 2050-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5092 PB                    | CUSIP: 3137FYD45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11709705 | PA      | $9632939.91    | 0.03%             | 2050-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5132 PA                    | CUSIP: 3137H1T55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9426347 | PA      | $7799474.55    | 0.03%             | 2051-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5146 QA                    | CUSIP: 3137H2GB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17206151 | PA      | $14848982.37   | 0.05%             | 2051-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5149 GA                    | CUSIP: 3137H2SC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4062134 | PA      | $3359993.04    | 0.01%             | 2051-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5149 GC                    | CUSIP: 3137H2SE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5124538 | PA      | $4356454.69    | 0.01%             | 2051-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5156 GM                    | CUSIP: 3137H2VV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14443738 | PA      | $12469685.23   | 0.04%             | 2051-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5157 A                     | CUSIP: 3137H2WK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   89372956 | PA      | $72790009.98   | 0.23%             | 2051-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5164 DC                    | CUSIP: 3137H3PW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57538905 | PA      | $46683276.10   | 0.15%             | 2049-06-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5159 QA                    | CUSIP: 3137H3UJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6203329 | PA      | $5570877.14    | 0.02%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5159 UA                    | CUSIP: 3137H3US9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5948646 | PA      | $5348263.68    | 0.02%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5173 AB                    | CUSIP: 3137H4CN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55040004 | PA      | $49225435.18   | 0.16%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5173 CA                    | CUSIP: 3137H4CT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43236109 | PA      | $35858420.34   | 0.12%             | 2051-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5178 FH                    | CUSIP: 3137H53M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2703189 | PA      | $2304526.90    | 0.01%             | 2052-01-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5198 FA                    | CUSIP: 3137H5KF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6949372 | PA      | $6103988.39    | 0.02%             | 2052-02-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                | FHR 5191 FA                    | CUSIP: 3137H5MZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3652645 | PA      | $3105484.19    | 0.01%             | 2052-02-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates      | FHMS K536 A2                   | CUSIP: 3137HJZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19400000 | PA      | $19963732.96   | 0.06%             | 2030-01-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates      | FHMS K543 A2                   | CUSIP: 3137HMC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  125000000 | PA      | $126207625.00  | 0.40%             | 2030-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH0057                      | CUSIP: 3138A1B34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4005 | PA      | $4011.09       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH0957                      | CUSIP: 3138A2B32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     635946 | PA      | $648213.82     | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH1115                      | CUSIP: 3138A2GZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     929316 | PA      | $930768.37     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH1508                      | CUSIP: 3138A2VA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     457354 | PA      | $458126.70     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH2899                      | CUSIP: 3138A4GH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     256816 | PA      | $257225.51     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH4420                      | CUSIP: 3138A54E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     328515 | PA      | $328735.79     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH3819                      | CUSIP: 3138A5G55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2083 | PA      | $2085.64       | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH4733                      | CUSIP: 3138A6HK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     323304 | PA      | $323635.73     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AH5583                      | CUSIP: 3138A7FZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4397 | PA      | $4403.72       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI0686                      | CUSIP: 3138ADXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     393004 | PA      | $400577.26     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI1191                      | CUSIP: 3138AEKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7352 | PA      | $7361.76       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI1193                      | CUSIP: 3138AEKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3605014 | PA      | $3609732.87    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI3661                      | CUSIP: 3138AHB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15443 | PA      | $15738.97      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI4815                      | CUSIP: 3138AJK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1308 | PA      | $1310.24       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI5034                      | CUSIP: 3138AJSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22545 | PA      | $22973.28      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI6576                      | CUSIP: 3138ALJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13281 | PA      | $13536.83      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI7282                      | CUSIP: 3138AMCU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2809 | PA      | $2809.03       | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI7784                      | CUSIP: 3138AMUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24437 | PA      | $24465.82      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI8223                      | CUSIP: 3138AND59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     353131 | PA      | $353556.50     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI8715                      | CUSIP: 3138ANVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16053 | PA      | $16059.69      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AI9475                      | CUSIP: 3138APQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2563 | PA      | $2566.95       | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AJ1415                      | CUSIP: 3138ASSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8843 | PA      | $8853.30       | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AJ4994                      | CUSIP: 3138AWRQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     901222 | PA      | $902472.68     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL0160                      | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     289655 | PA      | $290134.08     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL0755                      | CUSIP: 3138EGZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     407904 | PA      | $423583.72     | 0.00%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL1163                      | CUSIP: 3138EHJH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     847088 | PA      | $834081.44     | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL2691                      | CUSIP: 3138EJ7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1001431 | PA      | $1002102.11    | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL2310                      | CUSIP: 3138EJR83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     775756 | PA      | $751639.93     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL4069                      | CUSIP: 3138ELQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        358 | PA      | $357.57        | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL4808                      | CUSIP: 3138EMKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182190 | PA      | $185610.14     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL6273                      | CUSIP: 3138EN6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     507551 | PA      | $516966.92     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL5562                      | CUSIP: 3138ENFC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7839 | PA      | $7831.38       | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL5853                      | CUSIP: 3138ENQF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     198566 | PA      | $202251.04     | 0.00%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL7468                      | CUSIP: 3138EQJN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199516 | PA      | $203369.07     | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL7620                      | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1839469 | PA      | $1672843.41    | 0.01%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AL9442                      | CUSIP: 3138ERP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17351054 | PA      | $16242399.57   | 0.05%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AO0714                      | CUSIP: 3138LQYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1045005 | PA      | $1037229.15    | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AO1132                      | CUSIP: 3138LRHJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     358932 | PA      | $359461.29     | 0.00%             | 2032-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AO7210                      | CUSIP: 3138LYAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     279337 | PA      | $279748.92     | 0.00%             | 2032-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AR9225                      | CUSIP: 3138W7HB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3919184 | PA      | $3580990.08    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS0837                      | CUSIP: 3138W94X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24487 | PA      | $24944.17      | 0.00%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS0285                      | CUSIP: 3138W9J76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     214917 | PA      | $209846.73     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS1047                      | CUSIP: 3138WAEV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     544129 | PA      | $543400.13     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS1594                      | CUSIP: 3138WAXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2201 | PA      | $2242.45       | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS3417                      | CUSIP: 3138WCYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1022 | PA      | $1041.71       | 0.00%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS4793                      | CUSIP: 3138WEKF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     726759 | PA      | $683886.88     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5056                      | CUSIP: 3138WETN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2162 | PA      | $2031.67       | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5133                      | CUSIP: 3138WEV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1345807 | PA      | $1264714.02    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6181                      | CUSIP: 3138WF2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42155 | PA      | $38169.19      | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5595                      | CUSIP: 3138WFGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74937 | PA      | $70360.10      | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5597                      | CUSIP: 3138WFGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1082517 | PA      | $1015676.19    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5640                      | CUSIP: 3138WFHS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     367218 | PA      | $344876.92     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS5906                      | CUSIP: 3138WFR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180559 | PA      | $168852.72     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6389                      | CUSIP: 3138WGC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75673 | PA      | $68518.30      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6393                      | CUSIP: 3138WGC77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165852 | PA      | $155098.99     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6395                      | CUSIP: 3138WGC93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     505621 | PA      | $472839.68     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS6856                      | CUSIP: 3138WGTN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10793 | PA      | $10721.89      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS7023                      | CUSIP: 3138WGYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4415173 | PA      | $4263017.65    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS7960                      | CUSIP: 3138WHZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35556 | PA      | $35210.88      | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8249                      | CUSIP: 3138WJEX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1020526 | PA      | $975066.26     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8271                      | CUSIP: 3138WJFM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     171951 | PA      | $155156.14     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8320                      | CUSIP: 3138WJG69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134182 | PA      | $121076.81     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AS8453                      | CUSIP: 3138WJMB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      96349 | PA      | $86938.91      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AT2769                      | CUSIP: 3138WQCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14473 | PA      | $14150.33      | 0.00%             | 2028-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AT5124                      | CUSIP: 3138WSVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     338226 | PA      | $319291.63     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AT7249                      | CUSIP: 3138WVBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60457 | PA      | $58991.45      | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AT7913                      | CUSIP: 3138WVYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1425894 | PA      | $1308159.78    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AT8360                      | CUSIP: 3138WWJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11894 | PA      | $11629.09      | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU3617                      | CUSIP: 3138X3AT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5112 | PA      | $4997.96       | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU3794                      | CUSIP: 3138X3GC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     131084 | PA      | $127991.64     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU3985                      | CUSIP: 3138X3NB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     700403 | PA      | $644179.30     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU6178                      | CUSIP: 3138X52L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9467 | PA      | $9644.78       | 0.00%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU5904                      | CUSIP: 3138X5R25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     257242 | PA      | $252156.28     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AU9260                      | CUSIP: 3138X9JE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67980 | PA      | $66332.55      | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AV1610                      | CUSIP: 3138XCYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     495593 | PA      | $504722.09     | 0.00%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AV2959                      | CUSIP: 3138XEJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9941 | PA      | $9941.13       | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AV8738                      | CUSIP: 3138XLV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8741 | PA      | $8901.00       | 0.00%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AW3144                      | CUSIP: 3138XSP68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90990 | PA      | $92651.64      | 0.00%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AX5295                      | CUSIP: 3138Y63D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1003311 | PA      | $1022395.28    | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AX9528                      | CUSIP: 3138YBSS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267601 | PA      | $251611.47     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AY5629                      | CUSIP: 3138YKHF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46077 | PA      | $41938.17      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ2936                      | CUSIP: 3138YUHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1150247 | PA      | $1048474.63    | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ3756                      | CUSIP: 3138YVE62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     655277 | PA      | $612793.15     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ3743                      | CUSIP: 3138YVER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     729603 | PA      | $682300.85     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ4775                      | CUSIP: 3138YWJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     361094 | PA      | $333903.16     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 831794                      | CUSIP: 31407JC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82183 | PA      | $87237.50      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ7355                      | CUSIP: 3140E0E50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32705 | PA      | $30584.35      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ7347                      | CUSIP: 3140E0EV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2075593 | PA      | $1879355.38    | 0.01%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AZ8655                      | CUSIP: 3140E1TM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     252610 | PA      | $236232.93     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BA2101                      | CUSIP: 3140E6KP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     188867 | PA      | $177431.20     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BC9083                      | CUSIP: 3140F5CV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119506 | PA      | $107834.20     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD2381                      | CUSIP: 3140F9UF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60947 | PA      | $60488.35      | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD4225                      | CUSIP: 3140FBVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     135243 | PA      | $122034.17     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD5047                      | CUSIP: 3140FCTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1704720 | PA      | $1536620.56    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BD7679                      | CUSIP: 3140FFQ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88291 | PA      | $79584.87      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE0878                      | CUSIP: 3140FK6Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180243 | PA      | $163201.99     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE1472                      | CUSIP: 3140FLT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72953 | PA      | $65827.38      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE2189                      | CUSIP: 3140FMNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61841 | PA      | $55801.09      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE2848                      | CUSIP: 3140FNEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     289280 | PA      | $261025.89     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE3782                      | CUSIP: 3140FPFY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33364 | PA      | $33849.07      | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE3826                      | CUSIP: 3140FPHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8103 | PA      | $7304.12       | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE4202                      | CUSIP: 3140FPU49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7796971 | PA      | $7334530.52    | 0.02%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE4266                      | CUSIP: 3140FPW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138470 | PA      | $124816.13     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BE4533                      | CUSIP: 3140FQBB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143415 | PA      | $129273.20     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BH5275                      | CUSIP: 3140GT2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6471699 | PA      | $6210246.39    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BJ0648                      | CUSIP: 3140H1WJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11272 | PA      | $10492.20      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BJ2692                      | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2471560 | PA      | $2297418.78    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BJ4590                      | CUSIP: 3140H6C49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     251684 | PA      | $234265.60     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BK6568                      | CUSIP: 3140HLJN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     149052 | PA      | $151033.13     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BK8723                      | CUSIP: 3140HNVR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24204 | PA      | $24495.94      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL4324                      | CUSIP: 3140HVYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6534915 | PA      | $6151332.44    | 0.02%             | 2029-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL5156                      | CUSIP: 3140HWWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11100000 | PA      | $10386904.92   | 0.03%             | 2029-12-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL5483                      | CUSIP: 3140HXCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3802000 | PA      | $3428993.76    | 0.01%             | 2032-09-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL9551                      | CUSIP: 3140J2TH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29070000 | PA      | $25447991.37   | 0.08%             | 2030-12-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BL9766                      | CUSIP: 3140J2Z82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32503000 | PA      | $28453252.96   | 0.09%             | 2030-12-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM3075                      | CUSIP: 3140J7MZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3430402 | PA      | $3380282.17    | 0.01%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM4036                      | CUSIP: 3140J8PW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     935553 | PA      | $844176.89     | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM4049                      | CUSIP: 3140J8QB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2750570 | PA      | $2427768.98    | 0.01%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM4121                      | CUSIP: 3140J8SK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1171223 | PA      | $1056829.37    | 0.00%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM6110                      | CUSIP: 3140JAYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2402640 | PA      | $2219089.39    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BM7832                      | CUSIP: 3140JCV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14194338 | PA      | $14360369.17   | 0.05%             | 2055-09-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BO3197                      | CUSIP: 3140JXRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47309359 | PA      | $42156399.52   | 0.14%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BO8525                      | CUSIP: 3140K4PK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5925470 | PA      | $5432052.78    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BQ9745                      | CUSIP: 3140KVZK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48282939 | PA      | $39270590.13   | 0.13%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BR1050                      | CUSIP: 3140KYEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21369138 | PA      | $19207914.53   | 0.06%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BR1615                      | CUSIP: 3140KYYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332617 | PA      | $270531.88     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BR4052                      | CUSIP: 3140L2QE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4503321 | PA      | $3681039.44    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BR7708                      | CUSIP: 3140L6R63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3206578 | PA      | $2878358.92    | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS1011                      | CUSIP: 3140LBDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3035152 | PA      | $2648737.86    | 0.01%             | 2031-02-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS1921                      | CUSIP: 3140LCD32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14800000 | PA      | $13194981.44   | 0.04%             | 2031-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS3098                      | CUSIP: 3140LDNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13750000 | PA      | $11942161.00   | 0.04%             | 2031-08-01      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS3222                      | CUSIP: 3140LDSL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11807571 | PA      | $10352763.94   | 0.03%             | 2031-10-01      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS4478                      | CUSIP: 3140LE6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1644082 | PA      | $1444435.83    | 0.00%             | 2032-01-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS6474                      | CUSIP: 3140LHFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2124977 | PA      | $2056191.30    | 0.01%             | 2033-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS8421                      | CUSIP: 3140LKLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13177035 | PA      | $13116826.28   | 0.04%             | 2033-05-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BS9399                      | CUSIP: 3140LLNR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14471279 | PA      | $14762087.68   | 0.05%             | 2030-09-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU3608                      | CUSIP: 3140M5AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     584306 | PA      | $519430.68     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU7831                      | CUSIP: 3140M9VZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28682665 | PA      | $24685147.66   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BU7896                      | CUSIP: 3140M9X28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20170986 | PA      | $17359745.97   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BV1912                      | CUSIP: 3140MFDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2698609 | PA      | $2406572.63    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BV7697                      | CUSIP: 3140MMRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79008 | PA      | $70378.63      | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BV8478                      | CUSIP: 3140MNM45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11084202 | PA      | $9874307.17    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ0814                      | CUSIP: 3140NU3Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4194000 | PA      | $4275932.31    | 0.01%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ0916                      | CUSIP: 3140NVAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8119000 | PA      | $8271974.95    | 0.03%             | 2031-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ0982                      | CUSIP: 3140NVCU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5581000 | PA      | $5749508.81    | 0.02%             | 2031-05-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ2685                      | CUSIP: 3140NW6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16429777 | PA      | $16690407.53   | 0.05%             | 2029-12-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ2686                      | CUSIP: 3140NW6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56854375 | PA      | $57541153.48   | 0.18%             | 2029-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ1993                      | CUSIP: 3140NWGB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19277000 | PA      | $19239993.94   | 0.06%             | 2029-11-01      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ2443                      | CUSIP: 3140NWWD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9490000 | PA      | $9673106.70    | 0.03%             | 2029-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ2807                      | CUSIP: 3140NXDM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54793839 | PA      | $55396472.65   | 0.18%             | 2030-01-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ2911                      | CUSIP: 3140NXGV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20432000 | PA      | $20739142.00   | 0.07%             | 2030-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ3037                      | CUSIP: 3140NXLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20801000 | PA      | $21267589.31   | 0.07%             | 2030-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4439                      | CUSIP: 3140NY4Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2750000 | PA      | $2752134.28    | 0.01%             | 2030-07-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ3622                      | CUSIP: 3140NYAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15670000 | PA      | $15754099.32   | 0.05%             | 2030-04-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ3766                      | CUSIP: 3140NYFG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4950000 | PA      | $4963425.39    | 0.02%             | 2030-05-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ3779                      | CUSIP: 3140NYFV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22910000 | PA      | $22972606.16   | 0.07%             | 2030-05-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ3910                      | CUSIP: 3140NYKY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18730000 | PA      | $18845037.79   | 0.06%             | 2030-06-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ3944                      | CUSIP: 3140NYL25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4800000 | PA      | $4845489.60    | 0.02%             | 2030-05-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ3940                      | CUSIP: 3140NYLW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26433000 | PA      | $26673741.19   | 0.09%             | 2030-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4063                      | CUSIP: 3140NYQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6525000 | PA      | $6591453.86    | 0.02%             | 2030-07-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4168                      | CUSIP: 3140NYT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6220000 | PA      | $6229606.17    | 0.02%             | 2030-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4229                      | CUSIP: 3140NYVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20354000 | PA      | $20697194.90   | 0.07%             | 2030-07-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4258                      | CUSIP: 3140NYWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8930000 | PA      | $8973435.52    | 0.03%             | 2030-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4320                      | CUSIP: 3140NYYS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   95000000 | PA      | $95487293.00   | 0.31%             | 2030-07-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4345                      | CUSIP: 3140NYZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24516000 | PA      | $24727320.57   | 0.08%             | 2030-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4510                      | CUSIP: 3140Q0AL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4850000 | PA      | $4857550.00    | 0.02%             | 2030-08-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4627                      | CUSIP: 3140Q0D90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29355000 | PA      | $29492243.43   | 0.09%             | 2030-08-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4635                      | CUSIP: 3140Q0EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15550000 | PA      | $15628169.85   | 0.05%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4691                      | CUSIP: 3140Q0F98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14925000 | PA      | $15259318.51   | 0.05%             | 2030-08-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4665                      | CUSIP: 3140Q0FF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2900000 | PA      | $2894498.99    | 0.01%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4676                      | CUSIP: 3140Q0FS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3550000 | PA      | $3546900.14    | 0.01%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4801                      | CUSIP: 3140Q0KP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11230000 | PA      | $11264017.92   | 0.04%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4846                      | CUSIP: 3140Q0L42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4300000 | PA      | $4314083.36    | 0.01%             | 2030-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4913                      | CUSIP: 3140Q0N73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1670000 | PA      | $1674472.93    | 0.01%             | 2030-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4905                      | CUSIP: 3140Q0NX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9370000 | PA      | $9489207.95    | 0.03%             | 2030-09-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4945                      | CUSIP: 3140Q0P71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5410000 | PA      | $5454367.95    | 0.02%             | 2030-09-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN BZ4949                      | CUSIP: 3140Q0QB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8550000 | PA      | $8662517.15    | 0.03%             | 2030-09-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA0070                      | CUSIP: 3140Q7CG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3551958 | PA      | $3287264.17    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA0522                      | CUSIP: 3140Q7SL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2457889 | PA      | $2169435.66    | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA0717                      | CUSIP: 3140Q7YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8805213 | PA      | $8697663.24    | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA2971                      | CUSIP: 3140QAJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1247987 | PA      | $1263018.48    | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA3964                      | CUSIP: 3140QBMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10507680 | PA      | $9422283.73    | 0.03%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA4120                      | CUSIP: 3140QBSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     439263 | PA      | $406528.53     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA4239                      | CUSIP: 3140QBV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5811240 | PA      | $5367287.42    | 0.02%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA4585                      | CUSIP: 3140QCCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8600199 | PA      | $8703782.57    | 0.03%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA6179                      | CUSIP: 3140QD2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3998587 | PA      | $3608249.87    | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA5544                      | CUSIP: 3140QDES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22381293 | PA      | $20146341.47   | 0.06%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA7044                      | CUSIP: 3140QEZJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30628645 | PA      | $27503129.29   | 0.09%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CA8380                      | CUSIP: 3140QGJ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6505126 | PA      | $6019095.24    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB0211                      | CUSIP: 3140QKGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1081677 | PA      | $997013.24     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB0470                      | CUSIP: 3140QKQY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     410112 | PA      | $367762.41     | 0.00%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB1238                      | CUSIP: 3140QLLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33080706 | PA      | $25616260.05   | 0.08%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB1367                      | CUSIP: 3140QLQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26622364 | PA      | $21727988.55   | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB1469                      | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3510528 | PA      | $3231783.68    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2664                      | CUSIP: 3140QM6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2426904 | PA      | $2157444.97    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB2016                      | CUSIP: 3140QMG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18408244 | PA      | $16540725.70   | 0.05%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3091                      | CUSIP: 3140QNNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81372321 | PA      | $66285322.85   | 0.21%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3116                      | CUSIP: 3140QNPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9141308 | PA      | $8137776.26    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3319                      | CUSIP: 3140QNVM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37583473 | PA      | $35806736.57   | 0.11%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3785                      | CUSIP: 3140QPF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18015495 | PA      | $17130043.90   | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3766                      | CUSIP: 3140QPFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17307183 | PA      | $16456545.38   | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB3884                      | CUSIP: 3140QPJ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13675702 | PA      | $13716480.36   | 0.04%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB4036                      | CUSIP: 3140QPPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24181473 | PA      | $24268690.81   | 0.08%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB4861                      | CUSIP: 3140QQMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60688754 | PA      | $60566271.96   | 0.19%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB5584                      | CUSIP: 3140QRF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10274697 | PA      | $10521826.42   | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB7135                      | CUSIP: 3140QS4V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21112310 | PA      | $22100579.85   | 0.07%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB6676                      | CUSIP: 3140QSM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10147258 | PA      | $10474085.34   | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB6933                      | CUSIP: 3140QSV32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26154554 | PA      | $27378851.76   | 0.09%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB8016                      | CUSIP: 3140QT4A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20995413 | PA      | $21912600.03   | 0.07%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB7237                      | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9057295 | PA      | $9189988.80    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB7447                      | CUSIP: 3140QTHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38345079 | PA      | $40032170.57   | 0.13%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB7742                      | CUSIP: 3140QTS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5713967 | PA      | $5779823.30    | 0.02%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB8973                      | CUSIP: 3140QU6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23369180 | PA      | $23365833.84   | 0.07%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB8628                      | CUSIP: 3140QUSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15250000 | PA      | $15731646.40   | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB8702                      | CUSIP: 3140QUU46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9482614 | PA      | $9788033.76    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB8837                      | CUSIP: 3140QUZB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  101636961 | PA      | $103411847.27  | 0.33%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB8854                      | CUSIP: 3140QUZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20003664 | PA      | $20635448.08   | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB9027                      | CUSIP: 3140QVA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26755262 | PA      | $27924068.80   | 0.09%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB9139                      | CUSIP: 3140QVEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49113861 | PA      | $50109668.72   | 0.16%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB9492                      | CUSIP: 3140QVRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3592282 | PA      | $3632562.58    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB9928                      | CUSIP: 3140QWA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51636578 | PA      | $53126247.12   | 0.17%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB9934                      | CUSIP: 3140QWBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1224983 | PA      | $1239484.78    | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB9936                      | CUSIP: 3140QWBE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49816507 | PA      | $51062960.84   | 0.16%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CB9978                      | CUSIP: 3140QWCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25355890 | PA      | $25751138.09   | 0.08%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FA0000                      | CUSIP: 3140W0AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14731051 | PA      | $15182497.52   | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FA0253                      | CUSIP: 3140W0H73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11949799 | PA      | $11910744.70   | 0.04%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FA0637                      | CUSIP: 3140W0V77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19256928 | PA      | $19565073.46   | 0.06%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FA0702                      | CUSIP: 3140W0X83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27417860 | PA      | $22298320.65   | 0.07%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FA1715                      | CUSIP: 3140W13Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12422187 | PA      | $10551150.85   | 0.03%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FA0937                      | CUSIP: 3140W1BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17441216 | PA      | $17664036.51   | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FA2691                      | CUSIP: 3140W27D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $3070145.89    | 0.01%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FA2329                      | CUSIP: 3140W2ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40949160 | PA      | $42296862.44   | 0.14%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FA2438                      | CUSIP: 3140W2V81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23996548 | PA      | $24574466.12   | 0.08%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FA2557                      | CUSIP: 3140W2ZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1750000 | PA      | $1768602.40    | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM1519                      | CUSIP: 3140X4VM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3211004 | PA      | $3068237.01    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM2971                      | CUSIP: 3140X6JR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38355350 | PA      | $37262717.21   | 0.12%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM3078                      | CUSIP: 3140X6M40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23187595 | PA      | $22660246.88   | 0.07%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM4925                      | CUSIP: 3140X8PK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1366042 | PA      | $1219813.68    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM5245                      | CUSIP: 3140X8ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27199115 | PA      | $25435715.12   | 0.08%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM6834                      | CUSIP: 3140XASY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17064915 | PA      | $13948955.37   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM7031                      | CUSIP: 3140XAY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21030208 | PA      | $20095164.54   | 0.06%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM7382                      | CUSIP: 3140XBFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1529385 | PA      | $1364237.11    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM7477                      | CUSIP: 3140XBJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58292090 | PA      | $57270416.49   | 0.18%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM7531                      | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     560199 | PA      | $500407.50     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM7934                      | CUSIP: 3140XBY87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3163072 | PA      | $2839213.08    | 0.01%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM8990                      | CUSIP: 3140XC7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82921449 | PA      | $78498203.32   | 0.25%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM8173                      | CUSIP: 3140XCCK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23749800 | PA      | $22790322.29   | 0.07%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM8215                      | CUSIP: 3140XCDV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  144951142 | PA      | $124885120.55  | 0.40%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM8480                      | CUSIP: 3140XCM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3030929 | PA      | $2707429.21    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM8685                      | CUSIP: 3140XCUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1847705 | PA      | $1644142.49    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9819                      | CUSIP: 3140XD4D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48071616 | PA      | $42914498.23   | 0.14%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9540                      | CUSIP: 3140XDS64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58144032 | PA      | $47418231.67   | 0.15%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FM9623                      | CUSIP: 3140XDVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31555345 | PA      | $29163591.50   | 0.09%             | 2041-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS0530                      | CUSIP: 3140XFSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10825575 | PA      | $9959231.45    | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS1029                      | CUSIP: 3140XGEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10353016 | PA      | $9284404.78    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS1256                      | CUSIP: 3140XGME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16583548 | PA      | $16334350.75   | 0.05%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS1556                      | CUSIP: 3140XGWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11020578 | PA      | $10195875.02   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS2263                      | CUSIP: 3140XHQR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38810279 | PA      | $39253465.19   | 0.13%             | 2050-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS2366                      | CUSIP: 3140XHTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10135802 | PA      | $10257881.12   | 0.03%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS2850                      | CUSIP: 3140XJEY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26750887 | PA      | $22880488.22   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS3094                      | CUSIP: 3140XJNL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9597367 | PA      | $9028814.22    | 0.03%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS3099                      | CUSIP: 3140XJNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32238385 | PA      | $28792833.34   | 0.09%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS3364                      | CUSIP: 3140XJW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6029111 | PA      | $5383721.72    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS4446                      | CUSIP: 3140XK5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57005594 | PA      | $58823838.53   | 0.19%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS3795                      | CUSIP: 3140XKGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10505963 | PA      | $9778866.09    | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS4192                      | CUSIP: 3140XKUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24682930 | PA      | $22272135.65   | 0.07%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS5387                      | CUSIP: 3140XL6Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243243 | PA      | $205085.05     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS4925                      | CUSIP: 3140XLPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6706548 | PA      | $6204676.60    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS4964                      | CUSIP: 3140XLQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5157518 | PA      | $4736657.43    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS5456                      | CUSIP: 3140XMB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11439764 | PA      | $10952579.96   | 0.04%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS5454                      | CUSIP: 3140XMBY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42023501 | PA      | $39180800.43   | 0.13%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS5494                      | CUSIP: 3140XMC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4869732 | PA      | $4284026.78    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS5628                      | CUSIP: 3140XMHE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12574366 | PA      | $12848965.46   | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS5718                      | CUSIP: 3140XMK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44619448 | PA      | $39968628.97   | 0.13%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS5720                      | CUSIP: 3140XMLA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28875265 | PA      | $25847462.67   | 0.08%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS5879                      | CUSIP: 3140XMQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48417748 | PA      | $45097113.31   | 0.14%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS5970                      | CUSIP: 3140XMT48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29942434 | PA      | $31344041.88   | 0.10%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS6026                      | CUSIP: 3140XMVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3433120 | PA      | $3290132.66    | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS6060                      | CUSIP: 3140XMWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3249493 | PA      | $3074084.44    | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS6136                      | CUSIP: 3140XMZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     372738 | PA      | $332157.20     | 0.00%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS6306                      | CUSIP: 3140XNAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10186014 | PA      | $9639482.75    | 0.03%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS7000                      | CUSIP: 3140XNX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29066381 | PA      | $26836756.72   | 0.09%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS8050                      | CUSIP: 3140XP5L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31866214 | PA      | $32452568.67   | 0.10%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS7265                      | CUSIP: 3140XPCB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24831502 | PA      | $23611048.14   | 0.08%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS7939                      | CUSIP: 3140XPZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21388103 | PA      | $19787567.23   | 0.06%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS8937                      | CUSIP: 3140XQ4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18089225 | PA      | $18120551.98   | 0.06%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS8113                      | CUSIP: 3140XQAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13228528 | PA      | $12201391.93   | 0.04%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS8252                      | CUSIP: 3140XQE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25327481 | PA      | $25339683.42   | 0.08%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS8382                      | CUSIP: 3140XQJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7011246 | PA      | $6768439.34    | 0.02%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS8769                      | CUSIP: 3140XQW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12947859 | PA      | $11942516.46   | 0.04%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FS9444                      | CUSIP: 3140XRP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11260796 | PA      | $11616450.43   | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN FP0031                      | CUSIP: 3140XTA92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4392526 | PA      | $3730921.14    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CC0075                      | CUSIP: 3140Y6CM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39210525 | PA      | $40828476.68   | 0.13%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CC0102                      | CUSIP: 3140Y6DG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8522805 | PA      | $8663648.13    | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CC0265                      | CUSIP: 3140Y6JK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31825695 | PA      | $32731403.30   | 0.10%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN CC0581                      | CUSIP: 3140Y6UF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16048103 | PA      | $16464686.09   | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 890527                      | CUSIP: 31410LLG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3781125 | PA      | $3783831.78    | 0.01%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 890727                      | CUSIP: 31410LSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2740513 | PA      | $2745214.15    | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 931759                      | CUSIP: 31412QE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22101 | PA      | $22515.53      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 932279                      | CUSIP: 31412QXG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     687707 | PA      | $700550.02     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 932322                      | CUSIP: 31412QYT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20686 | PA      | $20723.38      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 934429                      | CUSIP: 31412TSS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6371 | PA      | $6960.49       | 0.00%             | 2038-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 941151                      | CUSIP: 31413CBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        948 | PA      | $1012.60       | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 950720                      | CUSIP: 31413NVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61658 | PA      | $66630.46      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 956943                      | CUSIP: 31413VS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52032 | PA      | $56567.20      | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN 992300                      | CUSIP: 31415XKM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6708 | PA      | $6976.50       | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AA0647                      | CUSIP: 31416HWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     238888 | PA      | $248129.08     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AA1072                      | CUSIP: 31416JFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6301 | PA      | $6547.85       | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AA8700                      | CUSIP: 31416SU25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27249 | PA      | $27760.72      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB1047                      | CUSIP: 31416WEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243042 | PA      | $243495.24     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB1389                      | CUSIP: 31416WRK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4282 | PA      | $4290.32       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB2274                      | CUSIP: 31416XQ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     822538 | PA      | $823901.85     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB2468                      | CUSIP: 31416XW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     319814 | PA      | $320311.80     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB2480                      | CUSIP: 31416XXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68804 | PA      | $68942.90      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB3419                      | CUSIP: 31416YYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4960 | PA      | $4966.23       | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB4987                      | CUSIP: 31417BRH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     459352 | PA      | $451691.34     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AB5622                      | CUSIP: 31417CG82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     467431 | PA      | $453874.03     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AC8568                      | CUSIP: 31417VQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1728 | PA      | $1730.88       | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AC9802                      | CUSIP: 31417W3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70881 | PA      | $72213.76      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA0081                      | CUSIP: 31417YCT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3771 | PA      | $4036.48       | 0.00%             | 2039-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA1275                      | CUSIP: 31418AMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1611244 | PA      | $1559107.99    | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2608                      | CUSIP: 31418B3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79178 | PA      | $71543.21      | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2495                      | CUSIP: 31418BXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     314521 | PA      | $294129.69     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2542                      | CUSIP: 31418BZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1864331 | PA      | $1688066.97    | 0.01%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3544                      | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4256293 | PA      | $4192078.98    | 0.01%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3552                      | CUSIP: 31418C5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     194498 | PA      | $187419.50     | 0.00%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3561                      | CUSIP: 31418C5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1704117 | PA      | $1678407.54    | 0.01%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3565                      | CUSIP: 31418C6B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2735219 | PA      | $2768163.23    | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3575                      | CUSIP: 31418C6M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     431080 | PA      | $415390.51     | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2705                      | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138094 | PA      | $124606.66     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA2811                      | CUSIP: 31418CDR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1932381 | PA      | $1707412.36    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3058                      | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22785070 | PA      | $21864566.99   | 0.07%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3067                      | CUSIP: 31418CMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56753 | PA      | $52523.50      | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3210                      | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6920444 | PA      | $6441493.77    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3198                      | CUSIP: 31418CRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93234 | PA      | $86286.39      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3214                      | CUSIP: 31418CSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7351087 | PA      | $7000657.05    | 0.02%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3228                      | CUSIP: 31418CSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15935 | PA      | $14064.82      | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3305                      | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1569056 | PA      | $1460464.31    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3369                      | CUSIP: 31418CW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199708 | PA      | $184451.36     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3412                      | CUSIP: 31418CYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2130712 | PA      | $2063151.26    | 0.01%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4399                      | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2675926 | PA      | $2270368.12    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4474                      | CUSIP: 31418D6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   63086372 | PA      | $54726424.85   | 0.18%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4493                      | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20496127 | PA      | $17370559.48   | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4497                      | CUSIP: 31418D7K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31400634 | PA      | $28897532.01   | 0.09%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3753                      | CUSIP: 31418DE32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25141 | PA      | $23126.26      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3742                      | CUSIP: 31418DEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     476207 | PA      | $456792.01     | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3833                      | CUSIP: 31418DHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60060828 | PA      | $51408585.08   | 0.16%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA3902                      | CUSIP: 31418DKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31461802 | PA      | $26860654.90   | 0.09%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4077                      | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22246311 | PA      | $18135593.56   | 0.06%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4119                      | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223308 | PA      | $181835.41     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4158                      | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33342550 | PA      | $27150188.28   | 0.09%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4233                      | CUSIP: 31418DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2544675 | PA      | $2286906.34    | 0.01%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4236                      | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  134330997 | PA      | $103516339.53  | 0.33%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4237                      | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   89797682 | PA      | $73232748.20   | 0.23%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4208                      | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23313390 | PA      | $18969068.16   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4256                      | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2320418 | PA      | $1970915.18    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4278                      | CUSIP: 31418DXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11352525 | PA      | $10190166.85   | 0.03%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4305                      | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6671278 | PA      | $5423952.78    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4512                      | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50461645 | PA      | $42703393.82   | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4563                      | CUSIP: 31418EB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1959544 | PA      | $1658273.05    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4587                      | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     331193 | PA      | $295160.15     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4626                      | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6894252 | PA      | $6523517.75    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4784                      | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11209530 | PA      | $10921985.15   | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4841                      | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9385484 | PA      | $9360676.00    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4842                      | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51639380 | PA      | $52379785.23   | 0.17%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4869                      | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9873347 | PA      | $10005111.09   | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA4894                      | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29542951 | PA      | $30307531.26   | 0.10%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA5166                      | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2515567 | PA      | $2575953.89    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA5649                      | CUSIP: 31418FH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17115608 | PA      | $17899568.14   | 0.06%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA5684                      | CUSIP: 31418FJ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13870903 | PA      | $14177895.14   | 0.05%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA5676                      | CUSIP: 31418FJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30792268 | PA      | $32212293.41   | 0.10%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN MA5770                      | CUSIP: 31418FMU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10728089 | PA      | $10715559.79   | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD3808                      | CUSIP: 31418RGS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7191 | PA      | $7204.84       | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD4296                      | CUSIP: 31418RX22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39303 | PA      | $40048.77      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD4567                      | CUSIP: 31418SCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        610 | PA      | $632.96        | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD7136                      | CUSIP: 31418U4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28418 | PA      | $28956.31      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD6369                      | CUSIP: 31418UCF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9463 | PA      | $9478.54       | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD6987                      | CUSIP: 31418UXR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     593165 | PA      | $594259.63     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD6995                      | CUSIP: 31418UXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     361989 | PA      | $375850.14     | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD7992                      | CUSIP: 31418V3A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1673 | PA      | $1675.74       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD8057                      | CUSIP: 31418V5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87035 | PA      | $88681.72      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD7859                      | CUSIP: 31418VWV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34436 | PA      | $35088.39      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD8911                      | CUSIP: 31418W3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17567 | PA      | $17895.87      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD8953                      | CUSIP: 31418W5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4847 | PA      | $4940.15       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD8316                      | CUSIP: 31418WG20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78530 | PA      | $80020.81      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AD9143                      | CUSIP: 31418XER5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        720 | PA      | $721.47        | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE0217                      | CUSIP: 31419AG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9546 | PA      | $9563.34       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE0481                      | CUSIP: 31419ARB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8982 | PA      | $9150.14       | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE0725                      | CUSIP: 31419AYX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12004 | PA      | $12020.96      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE1000                      | CUSIP: 31419BDE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8556 | PA      | $8567.37       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE5471                      | CUSIP: 31419GCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5514 | PA      | $5523.10       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE5639                      | CUSIP: 31419GHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25473 | PA      | $25486.73      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE5839                      | CUSIP: 31419GPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1485786 | PA      | $1488539.35    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE5852                      | CUSIP: 31419GQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     144408 | PA      | $144633.49     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE7536                      | CUSIP: 31419JLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2604 | PA      | $2608.31       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                   | FN AE8842                      | CUSIP: 31419KZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26470 | PA      | $26511.15      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                                | FCCU 2025-1A A4                | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4930000 | PA      | $5007973.87    | 0.02%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WG9005                      | CUSIP: 31425SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  154154000 | PA      | $153965731.72  | 0.49%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WG9008                      | CUSIP: 31425SAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   74763000 | PA      | $74430977.52   | 0.24%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SL0331                      | CUSIP: 31427MLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13568919 | PA      | $13810113.35   | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SL0354                      | CUSIP: 31427MMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7071135 | PA      | $7065703.25    | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SL0716                      | CUSIP: 31427MYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11367412 | PA      | $11287633.32   | 0.04%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SL1383                      | CUSIP: 31427NRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8191565 | PA      | $7262516.95    | 0.02%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR SL2452                      | CUSIP: 31427PWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16911623 | PA      | $17318912.61   | 0.06%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                         | FH 8C1153                      | CUSIP: 3142BBH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8186000 | PA      | $8244719.82    | 0.03%             | 2055-09-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                         | FH 8C1156                      | CUSIP: 3142BBH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7632786 | PA      | $7709783.26    | 0.02%             | 2055-10-01      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                         | FH 8C6052                      | CUSIP: 3142BGWM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32562308 | PA      | $32657086.62   | 0.10%             | 2055-09-01      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR WR1005                      | CUSIP: 3142FEDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4130000 | PA      | $4140239.51    | 0.01%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ0011                      | CUSIP: 3142GQAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6416772 | PA      | $6657986.90    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ0662                      | CUSIP: 3142GQWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9789727 | PA      | $10149323.11   | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ1658                      | CUSIP: 3142GRZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20847642 | PA      | $21349724.07   | 0.07%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ2657                      | CUSIP: 3142GS5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41707803 | PA      | $42449179.69   | 0.14%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ2207                      | CUSIP: 3142GSNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   99085284 | PA      | $102493411.20  | 0.33%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ2401                      | CUSIP: 3142GSU30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12339940 | PA      | $12342028.84   | 0.04%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ2385                      | CUSIP: 3142GSUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22664909 | PA      | $23826785.23   | 0.08%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ3063                      | CUSIP: 3142GTMM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58938173 | PA      | $59985828.28   | 0.19%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ3891                      | CUSIP: 3142GUKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14133013 | PA      | $14593736.46   | 0.05%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ3903                      | CUSIP: 3142GUKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9762116 | PA      | $10194676.86   | 0.03%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ3908                      | CUSIP: 3142GUKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16522219 | PA      | $16697156.30   | 0.05%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                  | FR RJ3983                      | CUSIP: 3142GUM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6571987 | PA      | $6805174.00    | 0.02%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                     | FITAT 2023-1 A4                | CUSIP: 31680EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20880000 | PA      | $21321169.34   | 0.07%             | 2031-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                  | FNMNT 2023-2 A                 | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8850000 | PA      | $8996848.94    | 0.03%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                  | FNMNT 2024-1 A                 | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20520000 | PA      | $20957408.42   | 0.07%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                  | FNMNT 2025-1 A                 | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31640000 | PA      | $32245782.60   | 0.10%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                      | FIRSTENERGY TRAN               | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $3612738.81    | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 Mortgage Trust                                       | F1VE 2023-V1 A3                | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1845753.66    | 0.01%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                        | FLORIDA ST BRD OF ADM          | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   75000000 | PA      | $72211402.50   | 0.23%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                        | FLORIDA ST BRD OF ADM          | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   55000000 | PA      | $50316211.00   | 0.16%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                               | FORDO 2023-A A4                | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6520000 | PA      | $6567393.88    | 0.02%             | 2028-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                               | FORDO 2023-B A4                | CUSIP: 344930AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7760000 | PA      | $7876386.81    | 0.03%             | 2029-02-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                               | FORDO 2023-C A4                | CUSIP: 344940AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13000000 | PA      | $13313358.50   | 0.04%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                               | FORDL 2024-B B                 | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6280000 | PA      | $6354711.90    | 0.02%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                               | FORDL 2025-A A4                | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8250000 | PA      | $8349061.05    | 0.03%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                               | FORDL 2025-A B                 | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3850000 | PA      | $3898047.62    | 0.01%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                            | FORDR 2022-1 A                 | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20470000 | PA      | $20428474.56   | 0.07%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                        | FORDF 2024-1 A1                | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   18060000 | PA      | $18401548.91   | 0.06%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                        | FORDF 2024-3 A1                | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   28550000 | PA      | $28677284.47   | 0.09%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                        | FORDF 2024-4 A                 | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   20040000 | PA      | $20203568.48   | 0.06%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                        | FORDF 2025-1 A1                | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   87740000 | PA      | $88977239.29   | 0.29%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                        | FORDF 2025-1 B                 | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    8600000 | PA      | $8667282.96    | 0.03%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                               | FORDO 2024-B A4                | CUSIP: 34531QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13120000 | PA      | $13396479.07   | 0.04%             | 2030-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                               | FORDO 2025-B B                 | CUSIP: 34532BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10630000 | PA      | $10629885.20   | 0.03%             | 2031-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                          | FORDR 2025-1 A                 | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33728000 | PA      | $34602803.14   | 0.11%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                          | FORDR 2025-1 B                 | CUSIP: 34532MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17110000 | PA      | $17517488.34   | 0.06%             | 2037-08-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                            | FORDR 2024-1 A                 | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16280000 | PA      | $16670835.59   | 0.05%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                               | FORDL 2025-B B                 | CUSIP: 34533MAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5410000 | PA      | $5438490.68    | 0.02%             | 2029-08-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV2                            | FORDR 2023-2 A                 | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19210000 | PA      | $19820597.53   | 0.06%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                               | FORDO 2024-A A4                | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13300000 | PA      | $13562954.30   | 0.04%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                      | FORDO 2025-A B                 | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16350000 | PA      | $16581421.17   | 0.05%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                            | FORDR 2023-1 A                 | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18100000 | PA      | $18419016.12   | 0.06%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                               | FORDO 2024-D A4                | CUSIP: 34535VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4370000 | PA      | $4438329.32    | 0.01%             | 2030-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                               | FORDO 2024-D B                 | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3830000 | PA      | $3886416.67    | 0.01%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-REV2                            | FORDR 2025-2 B                 | CUSIP: 34536BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10370000 | PA      | $10385747.88   | 0.03%             | 2038-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                             | FOUNDRY JV HOLDC               | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $17131096.67   | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                               | STACR 2025-HQA1 A1             | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7938000 | PA      | $7940460.78    | 0.03%             | 2045-02-25      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                           | GA GLOBAL FNDING               | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15523563.53   | 0.05%             | 2029-01-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                           | GA GLOBAL FNDING               | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25465099.37   | 0.08%             | 2031-12-09      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                           | GA GLOBAL FNDING               | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31072543.09   | 0.10%             | 2030-01-13      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                              | GCAT 2022-INV1 A1              | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14682848 | PA      | $12723245.49   | 0.04%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2025-INV1 Trust                                              | GCAT 2025-INV1 A1              | CUSIP: 36171DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   83175899 | PA      | $84620830.33   | 0.27%             | 2055-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 762210                      | CUSIP: 36176CR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10942 | PA      | $10594.35      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 764429                      | CUSIP: 36176FA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10230 | PA      | $10405.32      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 764517                      | CUSIP: 36176FDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19174 | PA      | $19501.51      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 764519                      | CUSIP: 36176FDY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38464 | PA      | $38327.98      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 766310                      | CUSIP: 36176HDP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38954 | PA      | $38929.21      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 766378                      | CUSIP: 36176HFT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2660 | PA      | $2653.42       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 768143                      | CUSIP: 36176KEQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8451 | PA      | $8198.82       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 769898                      | CUSIP: 36176MDB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34646 | PA      | $34555.79      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 769934                      | CUSIP: 36176MEF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17155 | PA      | $17113.57      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 770446                      | CUSIP: 36176MWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5535 | PA      | $5517.44       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 771561                      | CUSIP: 36176N5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59713 | PA      | $57994.80      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 771563                      | CUSIP: 36176N5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184990 | PA      | $184329.48     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 774484                      | CUSIP: 36176SFZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4289 | PA      | $4362.22       | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 774502                      | CUSIP: 36176SGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18786 | PA      | $19102.02      | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 776431                      | CUSIP: 36176ULL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26913 | PA      | $26022.24      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 776656                      | CUSIP: 36176UTM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8408 | PA      | $8142.56       | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 778753                      | CUSIP: 36176W5N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11884 | PA      | $11303.21      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 778793                      | CUSIP: 36176W7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197499 | PA      | $186667.89     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 778421                      | CUSIP: 36176WSJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82110 | PA      | $79405.86      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 796386                      | CUSIP: 36177RCY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6484 | PA      | $6258.97       | 0.00%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 798875                      | CUSIP: 36177T2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55688 | PA      | $53837.21      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AA6294                      | CUSIP: 36178D7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69688 | PA      | $63990.98      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AA5647                      | CUSIP: 36178DHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     962725 | PA      | $879913.43     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AA5821                      | CUSIP: 36178DPE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     669080 | PA      | $614608.58     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AA8275                      | CUSIP: 36178GFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44668 | PA      | $42101.90      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AA8610                      | CUSIP: 36178GR71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     354979 | PA      | $325476.05     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AB5980                      | CUSIP: 36178SUD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31713 | PA      | $31354.33      | 0.00%             | 2045-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124136 | PA      | $114157.73     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AC3754                      | CUSIP: 36179DE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10401 | PA      | $9801.11       | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AC3752                      | CUSIP: 36179DEZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109827 | PA      | $100810.71     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0850                      | CUSIP: 36179M5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17263 | PA      | $15466.72      | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0317                      | CUSIP: 36179MK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     859610 | PA      | $793320.42     | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     649243 | PA      | $599081.04     | 0.00%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0624                      | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68189 | PA      | $62866.90      | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0698                      | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     851149 | PA      | $784742.14     | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1678                      | CUSIP: 36179N2K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     436153 | PA      | $422306.16     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1761                      | CUSIP: 36179N5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     500753 | PA      | $484854.81     | 0.00%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0932                      | CUSIP: 36179NA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     969292 | PA      | $868032.45     | 0.00%             | 2043-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA0933                      | CUSIP: 36179NBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99195 | PA      | $91362.07      | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1860363 | PA      | $1712280.60    | 0.01%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1089                      | CUSIP: 36179NF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161645 | PA      | $148741.92     | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1225                      | CUSIP: 36179NLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69439 | PA      | $67331.13      | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1286                      | CUSIP: 36179NNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4946 | PA      | $4794.15       | 0.00%             | 2043-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30849 | PA      | $29881.53      | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1447                      | CUSIP: 36179NTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1896165 | PA      | $1742683.59    | 0.01%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1449                      | CUSIP: 36179NTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     485265 | PA      | $470050.20     | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1522                      | CUSIP: 36179NVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183435 | PA      | $177661.18     | 0.00%             | 2043-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1601                      | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208542 | PA      | $201951.01     | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2602                      | CUSIP: 36179Q3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99190 | PA      | $95935.01      | 0.00%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1839                      | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247910 | PA      | $240007.67     | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1920                      | CUSIP: 36179QDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164502 | PA      | $159256.88     | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA1996                      | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180556 | PA      | $174775.05     | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2072                      | CUSIP: 36179QJR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104640 | PA      | $95889.14      | 0.00%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2074                      | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125948 | PA      | $121881.69     | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2149                      | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     761123 | PA      | $736450.42     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2224                      | CUSIP: 36179QPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53461 | PA      | $51721.20      | 0.00%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2304                      | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     317548 | PA      | $307129.03     | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2372                      | CUSIP: 36179QT50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     210329 | PA      | $203400.21     | 0.00%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2446                      | CUSIP: 36179QWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357557 | PA      | $345778.90     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     116833 | PA      | $112984.51     | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2753                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64415 | PA      | $58797.51      | 0.00%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2755                      | CUSIP: 36179RBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     132052 | PA      | $127683.18     | 0.00%             | 2045-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2827                      | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28232 | PA      | $27282.94      | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     343935 | PA      | $313660.53     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2960                      | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     298692 | PA      | $272320.31     | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56271 | PA      | $54343.52      | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23166 | PA      | $22367.33      | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     294545 | PA      | $284344.92     | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3245                      | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     227706 | PA      | $219762.24     | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3311                      | CUSIP: 36179RVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     590978 | PA      | $569826.34     | 0.00%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3377                      | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     538904 | PA      | $519615.83     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3455                      | CUSIP: 36179RZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70168 | PA      | $67657.04      | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4381                      | CUSIP: 36179S2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     253233 | PA      | $229538.47     | 0.00%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     101152 | PA      | $97341.90      | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4452                      | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3346471 | PA      | $3220423.16    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70550 | PA      | $63992.43      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4757846 | PA      | $4442589.64    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3664                      | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44335 | PA      | $42748.01      | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3737                      | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     261249 | PA      | $251735.19     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3804                      | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25269 | PA      | $24349.22      | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3875                      | CUSIP: 36179SJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44457 | PA      | $42865.69      | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA3936                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1083939 | PA      | $982516.02     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4003                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     511486 | PA      | $463626.83     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4004                      | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     448567 | PA      | $418284.25     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4005                      | CUSIP: 36179SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71821 | PA      | $69205.55      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     360671 | PA      | $316285.63     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4126                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1852878 | PA      | $1679506.67    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4128                      | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102417 | PA      | $98686.91      | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78800 | PA      | $71426.36      | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4197                      | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     279365 | PA      | $269017.33     | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4263                      | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229218 | PA      | $220583.85     | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4322                      | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     441985 | PA      | $425337.01     | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5319                      | CUSIP: 36179T4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     535254 | PA      | $487076.01     | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1772109 | PA      | $1697608.18    | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5331                      | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28406153 | PA      | $28135911.38   | 0.09%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5387                      | CUSIP: 36179T6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162666 | PA      | $148024.70     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     248119 | PA      | $237688.20     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4587                      | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2700897 | PA      | $2595789.17    | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4653                      | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     690390 | PA      | $663522.93     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4718                      | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10519210 | PA      | $9518504.15    | 0.03%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4720                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3340562 | PA      | $3210561.00    | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17093798 | PA      | $15446275.35   | 0.05%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7427108 | PA      | $7138074.46    | 0.02%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176519 | PA      | $169649.46     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4694055 | PA      | $4505513.87    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5078                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3921754 | PA      | $3764232.76    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5138                      | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5002094 | PA      | $4957632.83    | 0.02%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     128100 | PA      | $122714.20     | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5193                      | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13119189 | PA      | $13002578.76   | 0.04%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5264                      | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6770999 | PA      | $6486339.79    | 0.02%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5253                      | CUSIP: 36179TZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41656 | PA      | $37906.78      | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5457                      | CUSIP: 36179UB27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1527121 | PA      | $1440967.02    | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2307680 | PA      | $2210662.93    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5467                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4583162 | PA      | $4535263.05    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5527                      | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     151864 | PA      | $140899.39     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5528                      | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77366 | PA      | $74016.95      | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5594                      | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2663949 | PA      | $2471617.18    | 0.01%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5700                      | CUSIP: 36179UKM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     621328 | PA      | $586275.19     | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5710                      | CUSIP: 36179UKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     841516 | PA      | $805086.41     | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5753                      | CUSIP: 36179UMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     867354 | PA      | $817066.04     | 0.00%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5762                      | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1047924 | PA      | $972921.25     | 0.00%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5807                      | CUSIP: 36179UNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     309040 | PA      | $291122.19     | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5817                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     718935 | PA      | $686463.87     | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5866                      | CUSIP: 36179UQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88687 | PA      | $83683.38      | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5922                      | CUSIP: 36179USK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     364354 | PA      | $343228.92     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5931                      | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1353543 | PA      | $1292408.49    | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5932                      | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1364070 | PA      | $1347256.07    | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5977                      | CUSIP: 36179UUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163529 | PA      | $154047.77     | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA5979                      | CUSIP: 36179UUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1254350 | PA      | $1245168.29    | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6033                      | CUSIP: 36179UV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     528151 | PA      | $524285.21     | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6030                      | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     588379 | PA      | $533212.10     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6042                      | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     644049 | PA      | $652416.87     | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6082                      | CUSIP: 36179UXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183770 | PA      | $173115.30     | 0.00%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6084                      | CUSIP: 36179UXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249950 | PA      | $248120.82     | 0.00%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7136                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     399934 | PA      | $344717.76     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7193                      | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     144857 | PA      | $124766.61     | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6541                      | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34157959 | PA      | $30609585.96   | 0.10%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6657                      | CUSIP: 36179VME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11183881 | PA      | $10330993.75   | 0.03%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6709                      | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13244796 | PA      | $11424443.43   | 0.04%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6711                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13727269 | PA      | $12680422.02   | 0.04%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6767                      | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     744635 | PA      | $687848.69     | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2744033 | PA      | $2365751.85    | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6933                      | CUSIP: 36179VV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1441439 | PA      | $1333316.53    | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6997                      | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9051159 | PA      | $8360913.98    | 0.03%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9489616 | PA      | $7856003.11    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7052                      | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     179272 | PA      | $154465.14     | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7989                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35169993 | PA      | $32303821.05   | 0.10%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8044                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   74536680 | PA      | $68462328.49   | 0.22%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5428789 | PA      | $4494237.30    | 0.01%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7313                      | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   95945317 | PA      | $85798494.94   | 0.28%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7366                      | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8430634 | PA      | $6979321.92    | 0.02%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3792912 | PA      | $3266876.57    | 0.01%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7472                      | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8251109 | PA      | $7106770.27    | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7533                      | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  217989656 | PA      | $180395181.77  | 0.58%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA7768                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34760726 | PA      | $31098138.13   | 0.10%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8878                      | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19591981 | PA      | $19601637.59   | 0.06%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8879                      | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26083659 | PA      | $26422911.00   | 0.08%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8880                      | CUSIP: 36179X2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16512204 | PA      | $16916864.97   | 0.05%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8947                      | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     682151 | PA      | $682487.04     | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8267                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   43010510 | PA      | $40802441.18   | 0.13%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8346                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23348641 | PA      | $22149970.76   | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8427                      | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14987413 | PA      | $14630556.75   | 0.05%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8428                      | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7177074 | PA      | $7189582.60    | 0.02%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8489                      | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   61745629 | PA      | $60275440.76   | 0.19%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8490                      | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29759182 | PA      | $29811049.46   | 0.10%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8491                      | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14697535 | PA      | $14888695.53   | 0.05%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8492                      | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17475279 | PA      | $17924019.32   | 0.06%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8644                      | CUSIP: 36179XS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79481 | PA      | $72935.16      | 0.00%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8646                      | CUSIP: 36179XTB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27792699 | PA      | $27122258.05   | 0.09%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8725                      | CUSIP: 36179XVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1907629 | PA      | $1909165.64    | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8726                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6970457 | PA      | $7061116.44    | 0.02%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8727                      | CUSIP: 36179XVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9953124 | PA      | $10198597.66   | 0.03%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8800                      | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7873974 | PA      | $7877855.43    | 0.03%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA8801                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18161373 | PA      | $18397585.52   | 0.06%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA9106                      | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14176459 | PA      | $14351981.98   | 0.05%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA9107                      | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1209278 | PA      | $1238157.49    | 0.00%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA9170                      | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18015756 | PA      | $18024635.56   | 0.06%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA9241                      | CUSIP: 36179YHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8621788 | PA      | $8733925.13    | 0.03%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA9242                      | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4128274 | PA      | $4224607.07    | 0.01%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA9306                      | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8101774 | PA      | $8288296.79    | 0.03%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA9363                      | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9823979 | PA      | $10046313.19   | 0.03%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA9488                      | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11902250 | PA      | $12028228.01   | 0.04%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA9668                      | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20099162 | PA      | $20285205.73   | 0.07%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA9669                      | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6974379 | PA      | $7121324.03    | 0.02%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MA9726                      | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2526069 | PA      | $2576133.48    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AO2429                      | CUSIP: 3617A2VW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31138 | PA      | $28155.55      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BB3612                      | CUSIP: 3617AUAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2455190 | PA      | $2271792.40    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BB3761                      | CUSIP: 3617AUFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3162648 | PA      | $2923439.65    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BC8177                      | CUSIP: 3617BCCN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2591081 | PA      | $2397532.54    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN2048                      | CUSIP: 3617F0HZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5118671 | PA      | $4699526.58    | 0.02%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN3198                      | CUSIP: 3617F2RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2163363 | PA      | $1982159.14    | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BF9981                      | CUSIP: 3617GHCS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2118576 | PA      | $1977206.63    | 0.01%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BL1036                      | CUSIP: 3617JDEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4744542 | PA      | $4512458.21    | 0.01%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BM4124                      | CUSIP: 3617JUSM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2051867 | PA      | $1939956.03    | 0.01%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ0917                      | CUSIP: 3617LKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     403610 | PA      | $369173.25     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ2571                      | CUSIP: 3617LL2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274953 | PA      | $250461.80     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ5154                      | CUSIP: 3617LPWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1537854 | PA      | $1400873.17    | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ7369                      | CUSIP: 3617LSFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     276358 | PA      | $261371.65     | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ7636                      | CUSIP: 3617LSPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     308717 | PA      | $281218.67     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BQ8532                      | CUSIP: 3617LTPR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2505079 | PA      | $2569014.79    | 0.01%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR1489                      | CUSIP: 3617LXUN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     408378 | PA      | $372257.56     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR2354                      | CUSIP: 3617LYTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     395198 | PA      | $362219.89     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR2365                      | CUSIP: 3617LYTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223549 | PA      | $211915.12     | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR2416                      | CUSIP: 3617LYVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     180160 | PA      | $170446.11     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR2441                      | CUSIP: 3617LYWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1192034 | PA      | $1085856.06    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR2445                      | CUSIP: 3617LYWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     159162 | PA      | $150878.97     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BR6121                      | CUSIP: 3617M4YS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     551850 | PA      | $503212.30     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BS1355                      | CUSIP: 3617MBQG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138645 | PA      | $131429.97     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BY0784                      | CUSIP: 3617QG2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4444167 | PA      | $3965835.78    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BZ4016                      | CUSIP: 3617QYN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22147482 | PA      | $18916682.53   | 0.06%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 BZ8533                      | CUSIP: 3617U4PS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     681358 | PA      | $583028.44     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CB9155                      | CUSIP: 3617UVE44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7348610 | PA      | $6272027.00    | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CD3535                      | CUSIP: 3617VD4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7743456 | PA      | $6609027.10    | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL1797                      | CUSIP: 3617Y87J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7349176 | PA      | $6486979.91    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL1812                      | CUSIP: 3617Y9AM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     866551 | PA      | $770845.76     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2804                      | CUSIP: 3617YADH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4367003 | PA      | $4001221.51    | 0.01%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL2996                      | CUSIP: 3617YAKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     735091 | PA      | $673519.14     | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CL8489                      | CUSIP: 3617YGNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4002507 | PA      | $3667255.24    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM1131                      | CUSIP: 3617YLHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1153484 | PA      | $1059030.18    | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2346                      | CUSIP: 3617YMTB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     680980 | PA      | $625217.53     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CM2509                      | CUSIP: 3617YMYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1136087 | PA      | $1040928.07    | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CN1777                      | CUSIP: 3617YY6N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1883272 | PA      | $1725528.76    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD1612                      | CUSIP: 36180CYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145358 | PA      | $130057.20     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD1625                      | CUSIP: 36180CYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10877 | PA      | $10241.69      | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD2437                      | CUSIP: 36180DV61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6485 | PA      | $6083.42       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD2413                      | CUSIP: 36180DVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133318 | PA      | $125445.18     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD2414                      | CUSIP: 36180DVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     154500 | PA      | $145306.20     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AD5625                      | CUSIP: 36180HHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66089 | PA      | $62053.05      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AE0391                      | CUSIP: 36180SNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38262 | PA      | $35748.05      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AE0577                      | CUSIP: 36180SUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13249 | PA      | $12134.49      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AE3798                      | CUSIP: 36180WGF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204691 | PA      | $191409.70     | 0.00%             | 2045-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AE6447                      | CUSIP: 36181AEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3987 | PA      | $3732.87       | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AF3826                      | CUSIP: 36181KHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     111523 | PA      | $102444.10     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AF5097                      | CUSIP: 36181LUW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133189 | PA      | $128551.30     | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AG6295                      | CUSIP: 36182A7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11875 | PA      | $11089.73      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AG7248                      | CUSIP: 36182CBR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8492 | PA      | $8181.16       | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AH3681                      | CUSIP: 36182LCS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19719 | PA      | $19007.59      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AH3688                      | CUSIP: 36182LCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12357 | PA      | $11905.92      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AJ3271                      | CUSIP: 36182XT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247737 | PA      | $238829.13     | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AJ3305                      | CUSIP: 36182XU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165773 | PA      | $155050.73     | 0.00%             | 2044-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AJ9940                      | CUSIP: 36183GBH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33536 | PA      | $31339.40      | 0.00%             | 2044-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AK0397                      | CUSIP: 36183HNN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1134 | PA      | $1094.75       | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AK5750                      | CUSIP: 36183PL70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69733 | PA      | $65236.74      | 0.00%             | 2044-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AK6460                      | CUSIP: 36183QE92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41794 | PA      | $40200.90      | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AK6854                      | CUSIP: 36183QTK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2531714 | PA      | $2302312.00    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AK6860                      | CUSIP: 36183QTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136587 | PA      | $124866.55     | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AK7338                      | CUSIP: 36183REK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68174 | PA      | $63765.04      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL0786                      | CUSIP: 36183V2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     426051 | PA      | $386648.36     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL1504                      | CUSIP: 36183WU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78070 | PA      | $73217.95      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL1888                      | CUSIP: 36183XCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        436 | PA      | $419.30        | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL2149                      | CUSIP: 36183XL65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30116 | PA      | $28107.25      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL2172                      | CUSIP: 36183XMV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57498 | PA      | $53709.17      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL2283                      | CUSIP: 36183XRC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17396 | PA      | $16267.50      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL3006                      | CUSIP: 36183YKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76344 | PA      | $69572.34      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL5269                      | CUSIP: 36184B2A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12016 | PA      | $11224.47      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL4719                      | CUSIP: 36184BG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115010 | PA      | $107477.18     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL5265                      | CUSIP: 36184BZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58811 | PA      | $55031.34      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL5242                      | CUSIP: 36184BZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46010 | PA      | $42950.42      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL5247                      | CUSIP: 36184BZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305143 | PA      | $285533.22     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL5414                      | CUSIP: 36184CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39592 | PA      | $37097.18      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL8626                      | CUSIP: 36184FSP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73343 | PA      | $66514.50      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL9283                      | CUSIP: 36184HJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17964 | PA      | $16769.70      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AL9337                      | CUSIP: 36184HLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49184 | PA      | $44789.50      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM0874                      | CUSIP: 36184K6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44085 | PA      | $41224.74      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM0064                      | CUSIP: 36184KB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160917 | PA      | $150215.82     | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM0240                      | CUSIP: 36184KHR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66649 | PA      | $62365.86      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM2510                      | CUSIP: 36184MYF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79133 | PA      | $74130.02      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM2778                      | CUSIP: 36184NCP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3108 | PA      | $2914.27       | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM2842                      | CUSIP: 36184NEP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24051 | PA      | $22442.36      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM4136                      | CUSIP: 36184QSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3663 | PA      | $3447.42       | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AM6376                      | CUSIP: 36184XCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13642 | PA      | $13116.55      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2023-2 A                 | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18390000 | PA      | $18986205.64   | 0.06%             | 2030-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-1A A1               | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27580000 | PA      | $28008899.34   | 0.09%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-2A A                | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15350000 | PA      | $15820686.26   | 0.05%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-3A B                | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6460000 | PA      | $6509565.64    | 0.02%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-4A A1               | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39480000 | PA      | $40036004.74   | 0.13%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2024-4A B                | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3430000 | PA      | $3472151.96    | 0.01%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                    | GFORT 2025-1A B                | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4370000 | PA      | $4401326.35    | 0.01%             | 2029-03-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                               | GFORT 2025-2A B                | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6950000 | PA      | $7028427.28    | 0.02%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AQ0562                      | CUSIP: 36189MTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11478 | PA      | $10952.24      | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CV3461                      | CUSIP: 3618BYZ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6480120 | PA      | $6608953.61    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 CY2592                      | CUSIP: 3618G12Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10613320 | PA      | $10957163.92   | 0.04%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DB5165                      | CUSIP: 3618H7W24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3049054 | PA      | $3155975.79    | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DB7553                      | CUSIP: 3618HAMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2947867 | PA      | $3055345.56    | 0.01%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DB8649                      | CUSIP: 3618HBTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3013377 | PA      | $3120419.74    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DB8663                      | CUSIP: 3618HBTU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1103506 | PA      | $1142705.29    | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DC2938                      | CUSIP: 3618HHHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3112848 | PA      | $3224925.08    | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DD0521                      | CUSIP: 3618HSSJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     458683 | PA      | $475406.30     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DD0522                      | CUSIP: 3618HSSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     612685 | PA      | $634448.86     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DD0632                      | CUSIP: 3618HSVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2102204 | PA      | $2176879.05    | 0.01%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DE0510                      | CUSIP: 3618J5R71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5472157 | PA      | $5610109.74    | 0.02%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DE3686                      | CUSIP: 3618J9CX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4626312 | PA      | $4775531.47    | 0.02%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DE6391                      | CUSIP: 3618JCC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11876688 | PA      | $12213213.21   | 0.04%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 DF3978                      | CUSIP: 3618JMM38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26076406 | PA      | $26423712.06   | 0.08%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MB0262                      | CUSIP: 3618N5JG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5249479 | PA      | $5405627.41    | 0.02%             | 2055-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 MB0311                      | CUSIP: 3618N5KZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3928296 | PA      | $4051590.34    | 0.01%             | 2055-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AS6433                      | CUSIP: 36193SEE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     790090 | PA      | $715421.44     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT2364                      | CUSIP: 36194ATV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3145968 | PA      | $2844722.02    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT7613                      | CUSIP: 36194GN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     321949 | PA      | $291522.85     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT7695                      | CUSIP: 36194GRQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     648162 | PA      | $586906.28     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AT8111                      | CUSIP: 36194HAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     689150 | PA      | $623159.99     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AU7261                      | CUSIP: 36194VB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     719374 | PA      | $650489.76     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AU7266                      | CUSIP: 36194VCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     907834 | PA      | $820903.51     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AU7269                      | CUSIP: 36194VCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     594310 | PA      | $537401.50     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AV1810                      | CUSIP: 36195CAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1702087 | PA      | $1541229.35    | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AV1816                      | CUSIP: 36195CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4137522 | PA      | $3741328.08    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AV5898                      | CUSIP: 36195GRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1054786 | PA      | $953783.90     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AV6106                      | CUSIP: 36195GYB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239794 | PA      | $236708.80     | 0.00%             | 2046-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AW3240                      | CUSIP: 36195RS59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     231715 | PA      | $228734.25     | 0.00%             | 2046-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 AW5174                      | CUSIP: 36195TXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     478159 | PA      | $432371.98     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AX0458                      | CUSIP: 36196BQK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     164873 | PA      | $162751.81     | 0.00%             | 2046-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AX1651                      | CUSIP: 36196CZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34538 | PA      | $34093.28      | 0.00%             | 2046-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AI4463                      | CUSIP: 36198Q5Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92891 | PA      | $86883.24      | 0.00%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AI4695                      | CUSIP: 36198RGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94195 | PA      | $90861.04      | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AI5193                      | CUSIP: 36198RXW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130357 | PA      | $121872.29     | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN AI9978                      | CUSIP: 36198XCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66988 | PA      | $62614.03      | 0.00%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 3527                        | CUSIP: 36202D4L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31185 | PA      | $30709.04      | 0.00%             | 2034-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     851857 | PA      | $828324.25     | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     411015 | PA      | $399599.92     | 0.00%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5326                        | CUSIP: 36202F4K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25285 | PA      | $25062.13      | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4557                        | CUSIP: 36202FB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96782 | PA      | $94436.75      | 0.00%             | 2039-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4679                        | CUSIP: 36202FFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9908 | PA      | $10074.82      | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4680                        | CUSIP: 36202FFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42572 | PA      | $44066.70      | 0.00%             | 2040-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     367741 | PA      | $373961.36     | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27534 | PA      | $28000.16      | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4800                        | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     147590 | PA      | $143773.97     | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12131 | PA      | $12336.88      | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     957356 | PA      | $932638.31     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4835                        | CUSIP: 36202FLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59910 | PA      | $60920.61      | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4882                        | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120108 | PA      | $116996.94     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4853                        | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1448 | PA      | $1410.12       | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4945                        | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181378 | PA      | $176635.52     | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4947                        | CUSIP: 36202FP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37920 | PA      | $38566.86      | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129022 | PA      | $125664.73     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4979                        | CUSIP: 36202FQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2203572 | PA      | $2241294.96    | 0.01%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 4961                        | CUSIP: 36202FQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3327 | PA      | $3481.19       | 0.00%             | 2041-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5016                        | CUSIP: 36202FSD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54177 | PA      | $52743.79      | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5018                        | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46311 | PA      | $47102.60      | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5054                        | CUSIP: 36202FTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20085 | PA      | $19547.48      | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5056                        | CUSIP: 36202FTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      69906 | PA      | $71099.26      | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5116                        | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     413230 | PA      | $420304.30     | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5141                        | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19089 | PA      | $19415.70      | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5176                        | CUSIP: 36202FXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5440 | PA      | $5532.76       | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5205                        | CUSIP: 36202FYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22715 | PA      | $23100.03      | 0.00%             | 2041-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 5207                        | CUSIP: 36202FYC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         36 | PA      | $37.97         | 0.00%             | 2041-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 367097                      | CUSIP: 36204DX20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3406 | PA      | $3395.47       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 367095                      | CUSIP: 36204DXY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26303 | PA      | $26246.25      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 428113                      | CUSIP: 36207CSA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16964 | PA      | $16934.76      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 438590                      | CUSIP: 36207QF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96702 | PA      | $93648.68      | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 443383                      | CUSIP: 36207VRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182859 | PA      | $182496.05     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 479925                      | CUSIP: 36209SD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      49951 | PA      | $48328.78      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 717166                      | CUSIP: 3620A2W36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39842 | PA      | $39776.64      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 717173                      | CUSIP: 3620A2XA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9263 | PA      | $9249.26       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 717796                      | CUSIP: 3620A3NM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1562 | PA      | $1559.15       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 720060                      | CUSIP: 3620A55V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     238973 | PA      | $238534.58     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 720065                      | CUSIP: 3620A56A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35810 | PA      | $35748.80      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 719783                      | CUSIP: 3620A5UG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3722 | PA      | $3784.05       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 720159                      | CUSIP: 3620A6B48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        790 | PA      | $788.19        | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723640                      | CUSIP: 3620A94Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2491 | PA      | $2531.92       | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723069                      | CUSIP: 3620A9JN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65717 | PA      | $65546.68      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723344                      | CUSIP: 3620A9S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157908 | PA      | $153581.13     | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723430                      | CUSIP: 3620A9VX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121650 | PA      | $121417.87     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723526                      | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     274591 | PA      | $274066.94     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 723547                      | CUSIP: 3620A9ZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2570 | PA      | $2565.15       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 724138                      | CUSIP: 3620AAPX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182484 | PA      | $182066.09     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 726380                      | CUSIP: 3620AC6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27030 | PA      | $26979.83      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 727729                      | CUSIP: 3620AEPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6586 | PA      | $6893.77       | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 731269                      | CUSIP: 3620AJMS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118353 | PA      | $123619.41     | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 732087                      | CUSIP: 3620AKJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131545 | PA      | $131258.67     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 732186                      | CUSIP: 3620AKNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29592 | PA      | $29511.29      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733600                      | CUSIP: 3620AL7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28897 | PA      | $29391.19      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 732926                      | CUSIP: 3620ALHB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38502 | PA      | $38451.80      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733226                      | CUSIP: 3620ALSP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26092 | PA      | $26097.29      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733627                      | CUSIP: 3620AMA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3046 | PA      | $3098.39       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733602                      | CUSIP: 3620AMAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11560 | PA      | $11755.11      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733720                      | CUSIP: 3620AMDZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76217 | PA      | $76010.93      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733736                      | CUSIP: 3620AMEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43422 | PA      | $43330.45      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733795                      | CUSIP: 3620AMGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19308 | PA      | $19258.11      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 733873                      | CUSIP: 3620AMJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        267 | PA      | $271.85        | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 734101                      | CUSIP: 3620AMRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     105345 | PA      | $105191.41     | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 736158                      | CUSIP: 3620APZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      74530 | PA      | $74336.56      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737111                      | CUSIP: 3620AQ3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306883 | PA      | $306273.29     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737194                      | CUSIP: 3620AQ7F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4771 | PA      | $4761.04       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 736519                      | CUSIP: 3620AQG49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21203 | PA      | $21154.32      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 736548                      | CUSIP: 3620AQHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11787 | PA      | $11765.67      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 736568                      | CUSIP: 3620AQJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44456 | PA      | $44357.57      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 736666                      | CUSIP: 3620AQMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28641 | PA      | $28580.68      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737036                      | CUSIP: 3620AQY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        948 | PA      | $963.94        | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737269                      | CUSIP: 3620ARCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2572 | PA      | $2566.53       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737274                      | CUSIP: 3620ARCK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      52429 | PA      | $52313.19      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737286                      | CUSIP: 3620ARCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235421 | PA      | $234953.57     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737312                      | CUSIP: 3620ARDR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1219822 | PA      | $1217307.64    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 737453                      | CUSIP: 3620ARH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72494 | PA      | $72333.63      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 738882                      | CUSIP: 3620AS2P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46178 | PA      | $44776.97      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 738108                      | CUSIP: 3620ASAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     428889 | PA      | $427873.85     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 738652                      | CUSIP: 3620ASTH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16054 | PA      | $15998.37      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 738783                      | CUSIP: 3620ASXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85651 | PA      | $85428.55      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 739147                      | CUSIP: 3620ATEU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12452 | PA      | $12425.84      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 739188                      | CUSIP: 3620ATF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75034 | PA      | $76301.53      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 739635                      | CUSIP: 3620ATV46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68102 | PA      | $64500.84      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 739708                      | CUSIP: 3620ATYD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        577 | PA      | $586.26        | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 741273                      | CUSIP: 3620AVQ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4543 | PA      | $4532.20       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 741372                      | CUSIP: 3620AVT51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43588 | PA      | $43495.31      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 742224                      | CUSIP: 3620AWSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41881 | PA      | $41784.68      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 744034                      | CUSIP: 3620AYSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73050 | PA      | $75228.42      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 745242                      | CUSIP: 3620C05B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9879 | PA      | $9857.20       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 745243                      | CUSIP: 3620C05C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     287011 | PA      | $278677.05     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 745125                      | CUSIP: 3620C0YW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     185838 | PA      | $180617.68     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 746175                      | CUSIP: 3620C16L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33223 | PA      | $32289.47      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 747148                      | CUSIP: 3620C3BR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174870 | PA      | $169723.04     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 748784                      | CUSIP: 3620C42R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36693 | PA      | $36604.71      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 748063                      | CUSIP: 3620C4B82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3727 | PA      | $3713.97       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 750341                      | CUSIP: 3620C6S63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61412 | PA      | $62424.07      | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 487825                      | CUSIP: 36210B4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58856 | PA      | $58750.48      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783610                      | CUSIP: 3622A2AK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31084 | PA      | $31019.13      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783613                      | CUSIP: 3622A2AN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39017 | PA      | $38946.92      | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783637                      | CUSIP: 3622A2BE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47138 | PA      | $43523.36      | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783711                      | CUSIP: 3622A2DQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     369448 | PA      | $368516.95     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783750                      | CUSIP: 3622A2EX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50513 | PA      | $50325.20      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 784179                      | CUSIP: 3622A2UC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2733 | PA      | $2723.14       | 0.00%             | 2046-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 784188                      | CUSIP: 3622A2UM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4262801 | PA      | $4115787.25    | 0.01%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 784190                      | CUSIP: 3622A2UP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14077100 | PA      | $13410500.01   | 0.04%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 784210                      | CUSIP: 3622A2VB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58051 | PA      | $57303.66      | 0.00%             | 2046-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 784219                      | CUSIP: 3622A2VL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3963918 | PA      | $3634471.11    | 0.01%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 784221                      | CUSIP: 3622A2VN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     509270 | PA      | $508045.28     | 0.00%             | 2046-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 784329                      | CUSIP: 3622A2Y22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3365665 | PA      | $3099540.58    | 0.01%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 784643                      | CUSIP: 3622AABL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18446 | PA      | $18939.62      | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785816                      | CUSIP: 3622ABK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5721061 | PA      | $5414392.49    | 0.02%             | 2051-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 785958                      | CUSIP: 3622ABQK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   60800031 | PA      | $52291729.66   | 0.17%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786093                      | CUSIP: 3622ABUS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   67899904 | PA      | $58398052.95   | 0.19%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786219                      | CUSIP: 3622ABYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36206819 | PA      | $31140069.68   | 0.10%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 787211                      | CUSIP: 3622AC3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11004336 | PA      | $11223116.62   | 0.04%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 787228                      | CUSIP: 3622AC4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8673552 | PA      | $8981657.61    | 0.03%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 787278                      | CUSIP: 3622AC6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12413916 | PA      | $12847129.89   | 0.04%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786410                      | CUSIP: 3622ACAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4212943 | PA      | $4245299.64    | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786474                      | CUSIP: 3622ACCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6376668 | PA      | $6407708.88    | 0.02%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786660                      | CUSIP: 3622ACJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23445105 | PA      | $23925877.02   | 0.08%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786661                      | CUSIP: 3622ACJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30298865 | PA      | $30901245.65   | 0.10%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786692                      | CUSIP: 3622ACKD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29762072 | PA      | $30372381.74   | 0.10%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786912                      | CUSIP: 3622ACR93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26138512 | PA      | $26682684.68   | 0.09%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786901                      | CUSIP: 3622ACRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18164682 | PA      | $18531496.32   | 0.06%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786932                      | CUSIP: 3622ACSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15921152 | PA      | $16703352.19   | 0.05%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786963                      | CUSIP: 3622ACTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     788654 | PA      | $815264.47     | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 786977                      | CUSIP: 3622ACUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   66302608 | PA      | $66314569.19   | 0.21%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 787071                      | CUSIP: 3622ACW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27244435 | PA      | $27786089.87   | 0.09%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 787058                      | CUSIP: 3622ACWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7483377 | PA      | $7510450.68    | 0.02%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 788130                      | CUSIP: 3622AD4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15982074 | PA      | $16244880.11   | 0.05%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 787412                      | CUSIP: 3622ADDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   53339739 | PA      | $55201157.44   | 0.18%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 787663                      | CUSIP: 3622ADML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57308475 | PA      | $57211360.19   | 0.18%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 787764                      | CUSIP: 3622ADQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40529650 | PA      | $41877447.09   | 0.13%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 751248                      | CUSIP: 36230KL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3148 | PA      | $3057.18       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 754438                      | CUSIP: 36230N4X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38179 | PA      | $38120.63      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 755123                      | CUSIP: 36230PVQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86614 | PA      | $83919.19      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 756823                      | CUSIP: 36230RSL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5581 | PA      | $5676.87       | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 756893                      | CUSIP: 36230RUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9189 | PA      | $9343.60       | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 758419                      | CUSIP: 36230TK84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3727 | PA      | $3715.40       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783050                      | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16487 | PA      | $16766.17      | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783202                      | CUSIP: 36241LRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9814 | PA      | $9790.99       | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     580227 | PA      | $578941.82     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783278                      | CUSIP: 36241LUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56847 | PA      | $57812.59      | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783366                      | CUSIP: 36241LW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57029 | PA      | $57994.93      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783342                      | CUSIP: 36241LWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2726404 | PA      | $2772959.70    | 0.01%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 783449                      | CUSIP: 36241LZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9492 | PA      | $9653.26       | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS10                            | GSMS 2018-GS10 A5              | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     720000 | PA      | $708442.56     | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC38                            | GSMS 2019-GC38 A4              | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2549011.92    | 0.01%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                     | GMCAR 2025-2 B                 | CUSIP: 362549AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2220000 | PA      | $2237254.51    | 0.01%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                | GMCAR 2023-2 A4                | CUSIP: 362583AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6130000 | PA      | $6164776.10    | 0.02%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                            | GSMS 2020-GC47 A5              | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30503000 | PA      | $27911867.76   | 0.09%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                            | GSMS 2020-GC47 AS              | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2809000 | PA      | $2534816.88    | 0.01%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                            | GSMS 2020-GC45 A5              | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5441000 | PA      | $5097679.97    | 0.02%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                             | GSK CONSUMER                   | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    9973000 | PA      | $9716517.06    | 0.03%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                             | GSK CONSUMER                   | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    8185000 | PA      | $7754981.79    | 0.02%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                            | GSMS 2020-GSA2 A5              | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9640000 | PA      | $8495566.19    | 0.03%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-4         | GMCAR 2022-4 A4                | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5260000 | PA      | $5295710.14    | 0.02%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                    | GE HEALTHCARE                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   13425000 | PA      | $13647731.24   | 0.04%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                    | GE HEALTHCARE                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   12450000 | PA      | $12902128.89   | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3         | GMCAR 2023-3 A4                | CUSIP: 36267KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13860000 | PA      | $14100112.03   | 0.05%             | 2028-12-18      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                   | GMREV 2023-2 A                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28020000 | PA      | $29380824.92   | 0.09%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1         | GMCAR 2024-1 A4                | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5900000 | PA      | $5987083.41    | 0.02%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                   | GMREV 2024-1 A                 | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11540000 | PA      | $11842381.47   | 0.04%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                   | GMREV 2025-1 B                 | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2590000 | PA      | $2623020.95    | 0.01%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                    | GMALT 2025-1 A4                | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13880000 | PA      | $14021770.32   | 0.04%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                    | GMALT 2025-1 B                 | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9560000 | PA      | $9667042.36    | 0.03%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 618002                      | CUSIP: 36290URX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41515 | PA      | $42207.75      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 618133                      | CUSIP: 36290UV29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8359 | PA      | $8340.42       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 651825                      | CUSIP: 36292LD68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61918 | PA      | $64401.81      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 651881                      | CUSIP: 36292LFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15771 | PA      | $16411.15      | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 658880                      | CUSIP: 36294S6R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21911 | PA      | $22843.04      | 0.00%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 662505                      | CUSIP: 36294XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     379857 | PA      | $395747.35     | 0.00%             | 2037-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1         | GMCAR 2025-1 A4                | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11170000 | PA      | $11358799.81   | 0.04%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1         | GMCAR 2025-1 B                 | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1632806.40    | 0.01%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                | G2 675756                      | CUSIP: 36295NWR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     500299 | PA      | $461833.39     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 677292                      | CUSIP: 36295QNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29544 | PA      | $30040.64      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 678652                      | CUSIP: 36295R5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     134799 | PA      | $134378.48     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                    | GMALT 2025-2 A4                | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6930000 | PA      | $7015104.56    | 0.02%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                    | GMALT 2025-2 B                 | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12490000 | PA      | $12621242.42   | 0.04%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 698396                      | CUSIP: 36296Q3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3298 | PA      | $3292.08       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 698399                      | CUSIP: 36296Q3G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7205 | PA      | $7192.53       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 697827                      | CUSIP: 36296QHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3031 | PA      | $3159.33       | 0.00%             | 2039-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 697957                      | CUSIP: 36296QME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18922 | PA      | $18889.19      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 698097                      | CUSIP: 36296QRS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32313 | PA      | $32261.47      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 702044                      | CUSIP: 36296U5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5311 | PA      | $5299.52       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 701510                      | CUSIP: 36296UKX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33166 | PA      | $34657.27      | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 701895                      | CUSIP: 36296UXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17201 | PA      | $17170.77      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 703625                      | CUSIP: 36296WVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6266 | PA      | $6371.43       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 704750                      | CUSIP: 36296X5K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4793 | PA      | $4783.25       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 704411                      | CUSIP: 36296XR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21699 | PA      | $21661.30      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 704473                      | CUSIP: 36296XT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4812 | PA      | $4695.32       | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 704972                      | CUSIP: 36296YFM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81348 | PA      | $81142.81      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 705476                      | CUSIP: 36296YXD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45688 | PA      | $45607.55      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 711030                      | CUSIP: 36297F4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1348757 | PA      | $1346284.46    | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 711594                      | CUSIP: 36297GRP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11756 | PA      | $11959.30      | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 711765                      | CUSIP: 36297GW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235237 | PA      | $209146.86     | 0.00%             | 2043-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                 | GN 712374                      | CUSIP: 36297HMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6138 | PA      | $6124.78       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                | GCAT 2024-INV4 A1              | CUSIP: 367919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28730156 | PA      | $29122954.59   | 0.09%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                | GCAT 2024-INV4 A5              | CUSIP: 367919AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20530156 | PA      | $20818164.92   | 0.07%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                | GCAT 2024-INV4 A6              | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18610670 | PA      | $18725439.80   | 0.06%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                              | GCAT 2022-INV3 1A1             | CUSIP: 36830RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30677977 | PA      | $28705475.09   | 0.09%             | 2052-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                              | GCAT 2022-INV3 2A1             | CUSIP: 36830RAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20500687 | PA      | $19733407.38   | 0.06%             | 2052-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| General Electric Co                                               | GENERAL ELECTRIC               | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    9540000 | PA      | $9597807.96    | 0.03%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                               | GENERAL ELECTRIC               | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   21213000 | PA      | $21499116.19   | 0.07%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                 | GENERAL MILLS IN               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   22640000 | PA      | $23116884.43   | 0.07%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                 | GENERAL MILLS IN               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   22500000 | PA      | $22896410.38   | 0.07%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                 | GENERAL MOTORS C               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    8410000 | PA      | $8404825.43    | 0.03%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                 | GENERAL MOTORS C               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4205000 | PA      | $4389310.51    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                   | GEN MOTORS FIN                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   25230000 | PA      | $25256455.52   | 0.08%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                   | GEN MOTORS FIN                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2735974.87    | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                   | GEN MOTORS FIN                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5196770.64    | 0.02%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                               | GEORGIA-PACIFIC                | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   10290000 | PA      | $10556193.14   | 0.03%             | 2032-06-30      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                              | GLENCORE FDG LLC               | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   10440000 | PA      | $10846694.13   | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                          | GCAR 2025-3A B                 | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9760000 | PA      | $9795566.42    | 0.03%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                | GMCAR 2024-2 A4                | CUSIP: 379931AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10940000 | PA      | $11145606.36   | 0.04%             | 2029-09-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva                                    | GMREV 2025-A B                 | CUSIP: 379932AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5840000 | PA      | $5958237.81    | 0.02%             | 2037-11-12      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3         | GMCAR 2025-3 B                 | CUSIP: 379957AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1290000 | PA      | $1303158.90    | 0.00%             | 2031-09-16      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                      | GMALT 2025-3 B                 | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4130000 | PA      | $4148383.87    | 0.01%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-1                   | GMREV 2023-1 A                 | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24970000 | PA      | $25580853.60   | 0.08%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1         | GMCAR 2023-1 A4                | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2010000 | PA      | $2022359.49    | 0.01%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-1         | GMCAR 2022-1 A4                | CUSIP: 380146AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5476637 | PA      | $5436481.90    | 0.02%             | 2028-04-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4         | GMCAR 2024-4 A4                | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9070000 | PA      | $9157536.38    | 0.03%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                       | GOLDMAN SACHS GP               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15481480.47   | 0.05%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2013-90 ME                 | CUSIP: 38378TYT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18927540 | PA      | $17442245.09   | 0.06%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2018-78 NZ                 | CUSIP: 38380XFR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12561643 | PA      | $11588930.65   | 0.04%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2021-83 FN                 | CUSIP: 38382QWE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5985947 | PA      | $4980988.10    | 0.02%             | 2051-05-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2021-67 LG                 | CUSIP: 38382R2Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3957969 | PA      | $3198710.99    | 0.01%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2021-105 KA                | CUSIP: 38382TZK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10437942 | PA      | $8339613.77    | 0.03%             | 2051-04-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2021-227 E                 | CUSIP: 38383FNR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   50184399 | PA      | $44394027.51   | 0.14%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2021-227 F                 | CUSIP: 38383FQM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2580198 | PA      | $2233871.63    | 0.01%             | 2051-12-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2025-103 BA                | CUSIP: 38385GF20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51790983 | PA      | $48712713.16   | 0.16%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2025-104 AB                | CUSIP: 38385GG37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   57316455 | PA      | $55192404.38   | 0.18%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2025-89 GT                 | CUSIP: 38385GMP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14291353 | PA      | $12927150.60   | 0.04%             | 2055-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-2        | GALC 2024-2 A4                 | CUSIP: 39154GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9430000 | PA      | $9652119.88    | 0.03%             | 2031-05-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                    | GALC 2025-1 A3                 | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6820000 | PA      | $6884860.25    | 0.02%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1        | GALC 2024-1 A3                 | CUSIP: 39154TCJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13040000 | PA      | $13180517.74   | 0.04%             | 2028-01-18      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GreenState Auto Receivables Trust 2024-1                          | GRNST 2024-1A A3               | CUSIP: 39573AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12260000 | PA      | $12368661.61   | 0.04%             | 2029-01-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1691000 | PA      | $1702527.48    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   17440000 | PA      | $15782752.09   | 0.05%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   25000000 | PA      | $23951596.38   | 0.08%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9058793.08    | 0.03%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   36000000 | PA      | $33975155.74   | 0.11%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $3603401.10    | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5500000 | PA      | $5547371.85    | 0.02%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3112209.93    | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10845000 | PA      | $11520671.16   | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8500000 | PA      | $9253122.08    | 0.03%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   11015000 | PA      | $11366994.07   | 0.04%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC HOLDINGS                  | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15496933.74   | 0.05%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                      | HPEFS 2024-2A A3               | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5970000 | PA      | $6014591.72    | 0.02%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                      | HPEFS 2025-1A B                | CUSIP: 40446EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3330000 | PA      | $3347529.12    | 0.01%             | 2032-09-20      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                    | HDMOT 2025-A A4                | CUSIP: 41284XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7790000 | PA      | $7961742.24    | 0.03%             | 2033-02-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                           | HDMOT 2023-B A4                | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11340000 | PA      | $11618106.70   | 0.04%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                         | HARRIS CORP                    | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   11008000 | PA      | $11079106.76   | 0.04%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                 | HEALTHPEAK OP                  | CUSIP: 42250GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6894000 | PA      | $7046960.82    | 0.02%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                             | HELMERICH & PAYN               | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8392906.29    | 0.03%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                       | HERTZ 2022-2A A                | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2912262.60    | 0.01%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                     | HP ENTERPRISE                  | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    8429000 | PA      | $8468035.97    | 0.03%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                     | HP ENTERPRISE                  | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   11152000 | PA      | $11263015.88   | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                     | HP ENTERPRISE                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19836260.94   | 0.06%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                     | HP ENTERPRISE                  | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   11917000 | PA      | $11902390.69   | 0.04%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                | HOME DEPOT INC                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   16365000 | PA      | $15415990.13   | 0.05%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                         | HAROT 2024-1 A4                | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21820000 | PA      | $22203765.80   | 0.07%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                         | HAROT 2023-2 A4                | CUSIP: 437927AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11050000 | PA      | $11160654.70   | 0.04%             | 2029-09-17      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                | HAROT 2024-2 A4                | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22160000 | PA      | $22605473.62   | 0.07%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                         | HAROT 2023-3 A4                | CUSIP: 43815QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18750000 | PA      | $19031628.75   | 0.06%             | 2029-12-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                         | HAROT 2024-4 A3                | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32680000 | PA      | $32857651.75   | 0.11%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                         | HAROT 2024-4 A4                | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3050000 | PA      | $3072265.00    | 0.01%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                       | HONEYWELL INTL                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   20250000 | PA      | $17538301.74   | 0.06%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                             | HGMT 2025-HGLR A               | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14600000 | PA      | $15096325.54   | 0.05%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                      | HUNTINGTON BANCS               | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $21464950.35   | 0.07%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                      | HUNTINGTON NATL                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5030490.00    | 0.02%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                      | HUNTINGTON NATL                | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6539260.25    | 0.02%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                 | HYATT HOTELS                   | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4846046.58    | 0.02%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                             | HART 2024-A A3                 | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13710000 | PA      | $13846067.64   | 0.04%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                             | HART 2024-A A4                 | CUSIP: 448973AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11160000 | PA      | $11374442.75   | 0.04%             | 2031-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                             | HART 2024-C A4                 | CUSIP: 448976AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7030000 | PA      | $7095232.78    | 0.02%             | 2031-01-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                    | HALST 2024-C A3                | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5890000 | PA      | $5928955.28    | 0.02%             | 2028-04-17      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                    | HALST 2024-C B                 | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20490000 | PA      | $20711298.15   | 0.07%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                             | HART 2023-C A4                 | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11320000 | PA      | $11615499.54   | 0.04%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                             | HART 2023-B A4                 | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6930000 | PA      | $7046058.10    | 0.02%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                    | HALST 2024-B A4                | CUSIP: 44934FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8540000 | PA      | $8652231.83    | 0.03%             | 2028-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                    | HART 2025-A B                  | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4160000 | PA      | $4216927.10    | 0.01%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                    | HALST 2025-B A4                | CUSIP: 44935DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5780000 | PA      | $5839073.33    | 0.02%             | 2029-04-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                    | HALST 2025-B B                 | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10630000 | PA      | $10771587.35   | 0.03%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                    | HALST 2025-C B                 | CUSIP: 44935GAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9790000 | PA      | $9849038.60    | 0.03%             | 2029-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                             | HART 2025-C B                  | CUSIP: 44935JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5860000 | PA      | $5845110.33    | 0.02%             | 2032-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                    | HALST 2025-A A3                | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19210000 | PA      | $19426487.10   | 0.06%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                    | HALST 2025-A A4                | CUSIP: 44935WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7280000 | PA      | $7381393.66    | 0.02%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                    | HALST 2025-A B                 | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5060000 | PA      | $5127408.31    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                             | HART 2025-B B                  | CUSIP: 44935XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5820000 | PA      | $5924294.98    | 0.02%             | 2030-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                         | IRV 2025-200P A                | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8820000 | PA      | $9015696.40    | 0.03%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                        | INTEL CORP                     | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5675000 | PA      | $5585369.15    | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                        | INTEL CORP                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17484471.67   | 0.06%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                        | INTEL CORP                     | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10288077.63   | 0.03%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                        | INTEL CORP                     | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10262620.29   | 0.03%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | INTERCONTINENT                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4397265.86    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | INTERCONTINENT                 | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10499078.51   | 0.03%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14825286.83   | 0.05%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | INTERCONTINENT                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12580680.80   | 0.04%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                   | STATE OF ISRAEL                | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     435000 | PA      | $400720.75     | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                              | STATE OF ISRAEL                | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    5135000 | PA      | $5271004.41    | 0.02%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                              | STATE OF ISRAEL                | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   27875000 | PA      | $28720682.21   | 0.09%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32               | JPMBB 2015-C32 A5              | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1528760 | PA      | $1516529.81    | 0.00%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3     | JPMCC 2016-JP3 A5              | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1525000 | PA      | $1500671.52    | 0.00%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                | JPMDB 2018-C8 A4               | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $59748.35      | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $3892597.55    | 0.01%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27440000 | PA      | $27193926.21   | 0.09%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $8458784.82    | 0.03%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19835000 | PA      | $19774457.77   | 0.06%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   42077000 | PA      | $42398313.49   | 0.14%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4520719.79    | 0.01%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18888753.20   | 0.06%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1213000 | PA      | $1175890.06    | 0.00%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12330000 | PA      | $10899706.24   | 0.03%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24095000 | PA      | $21899678.85   | 0.07%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   36944000 | PA      | $35036733.37   | 0.11%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11696144.58   | 0.04%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13457849.64   | 0.04%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4685000 | PA      | $4610661.45    | 0.01%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30344237.88   | 0.10%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7750884.77    | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $51493370.30   | 0.17%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18340000 | PA      | $18707171.06   | 0.06%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21100003.07   | 0.07%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2201848.64    | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   84990000 | PA      | $85954332.58   | 0.28%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18401000 | PA      | $18846264.42   | 0.06%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19417846.86   | 0.06%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28125000 | PA      | $28848348.54   | 0.09%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7232579.29    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9624000 | PA      | $9770706.76    | 0.03%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   23870000 | PA      | $24064658.25   | 0.08%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12900000 | PA      | $13131743.65   | 0.04%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13040000 | PA      | $13466254.37   | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                               | JPMORGAN CHASE                 | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   33810000 | PA      | $35077198.75   | 0.11%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                | JPMDB 2017-C7 A5               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $352032.48     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                | JPMMT 2021-INV4 A2             | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24216621 | PA      | $20924686.55   | 0.07%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                | JPMMT 2021-INV6 A2             | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21948948 | PA      | $19074470.24   | 0.06%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                     | JDOT 2023-B A4                 | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7620000 | PA      | $7722565.96    | 0.02%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                     | JDOT 2025-B A4                 | CUSIP: 47800UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6850000 | PA      | $6914441.38    | 0.02%             | 2032-06-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                     | KSA SUKUK LTD                  | CUSIP: 48266XAL9<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |   26740000 | PA      | $27202881.69   | 0.09%             | 2027-06-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Utilities Co                                             | KENTUCKY UTIL                  | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    7630000 | PA      | $7991766.78    | 0.03%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                 | KINDER MORGAN                  | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   23500000 | PA      | $24034966.93   | 0.08%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp                                                    | KOREA GAS CORP                 | CUSIP: 50066CAT6<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |   35000000 | PA      | $34893801.68   | 0.11%             | 2027-07-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71179043                                | KCOT 2023-2A A3                | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17189992 | PA      | $17332767.03   | 0.06%             | 2028-01-18      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71179043                                | KCOT 2023-2A A4                | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6520000 | PA      | $6637375.65    | 0.02%             | 2028-06-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                     | KROGER CO                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   50292000 | PA      | $50698012.86   | 0.16%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2024-1                                  | KCOT 2024-1A A3                | CUSIP: 50117BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10040000 | PA      | $10178656.42   | 0.03%             | 2028-07-17      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                         | KCOT 2025-1A A4                | CUSIP: 50117FAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10380000 | PA      | $10645716.58   | 0.03%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2023-1                                  | KCOT 2023-1A A4                | CUSIP: 50117KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3570000 | PA      | $3610572.34    | 0.01%             | 2029-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                                  | KCOT 2025-2A A4                | CUSIP: 50117LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4550000 | PA      | $4615739.31    | 0.01%             | 2030-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                 | LADAR 2024-3A A3               | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7370000 | PA      | $7399239.00    | 0.02%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                 | LADAR 2024-3A A4               | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $3115108.41    | 0.01%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                        | LADAR 2025-1A A3               | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20790000 | PA      | $20978442.64   | 0.07%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                        | LADAR 2025-1A A4               | CUSIP: 505712AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7730000 | PA      | $7855758.60    | 0.03%             | 2030-04-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                        | LADAR 2025-1A B                | CUSIP: 505712AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9040000 | PA      | $9212752.59    | 0.03%             | 2030-05-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                 | LADAR 2025-2A A3               | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17150000 | PA      | $17189107.15   | 0.06%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                 | LADAR 2025-2A A4               | CUSIP: 505912AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7660000 | PA      | $7683676.29    | 0.02%             | 2030-07-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                 | LADAR 2025-2A B                | CUSIP: 505912AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7610000 | PA      | $7629118.60    | 0.02%             | 2032-05-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                 | LADAR 2024-2A A4               | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5360000 | PA      | $5453634.91    | 0.02%             | 2029-07-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                 | LADAR 2024-2A B                | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3310000 | PA      | $3385307.13    | 0.01%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                              | LOCKHEED MARTIN                | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    5895000 | PA      | $5320081.51    | 0.02%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                              | LOCKHEED MARTIN                | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    9670000 | PA      | $9445334.63    | 0.03%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                              | LOCKHEED MARTIN                | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   20460000 | PA      | $20756349.32   | 0.07%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                              | LOCKHEED MARTIN                | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   15050000 | PA      | $15179443.94   | 0.05%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                              | LOCKHEED MARTIN                | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   15853000 | PA      | $16102807.17   | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                    | LOWE'S COS INC                 | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $3925839.51    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                    | LOWE'S COS INC                 | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10490000 | PA      | $10420538.92   | 0.03%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                    | LOWE'S COS INC                 | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10040000 | PA      | $9955866.80    | 0.03%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                    | LOWE'S COS INC                 | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   12865000 | PA      | $12759019.08   | 0.04%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                     | M&T BANK CORP                  | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    5502000 | PA      | $5632739.98    | 0.02%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                     | M&T BANK CORP                  | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    9380000 | PA      | $9451233.52    | 0.03%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                  | MANUF & TRADERS                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   38940000 | PA      | $39453048.81   | 0.13%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                            | MTBAT 2024-1A A3               | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10390000 | PA      | $10522103.66   | 0.03%             | 2032-02-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                            | MTBAT 2024-1A A4               | CUSIP: 55286TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7920000 | PA      | $8102794.39    | 0.03%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                    | MTBAT 2025-1A A3               | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12150000 | PA      | $12317113.53   | 0.04%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                    | MTBAT 2025-1A A4               | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7030000 | PA      | $7162160.49    | 0.02%             | 2032-07-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                                 | MMAF 2024-A A3                 | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8350000 | PA      | $8481818.95    | 0.03%             | 2031-07-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                        | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14962530.70   | 0.05%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                               | MTLRF 2025-1A A3               | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10210000 | PA      | $10362720.16   | 0.03%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                               | MTLRF 2025-1A A4               | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3860000 | PA      | $3933531.07    | 0.01%             | 2032-03-16      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                             | MSWF 2023-2 A5                 | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9640000 | PA      | $10431432.43   | 0.03%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                           | MARATHON PETRO                 | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $28785218.99   | 0.09%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                           | MARATHON PETRO                 | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41295486.62   | 0.13%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                          | MARS INC                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   61875000 | PA      | $63287097.21   | 0.20%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                          | MARS INC                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   44590000 | PA      | $45563855.12   | 0.15%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                          | MARSH & MCLENNAN               | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5256626.29    | 0.02%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                          | MARSH & MCLENNAN               | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9664953.77    | 0.03%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                     | MARRIOTT INTL                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10173050.50   | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                    | MASTERCARD INC                 | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5166537.51    | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                     | MCKESSON CORP                  | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    6995000 | PA      | $7165036.44    | 0.02%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                     | MCKESSON CORP                  | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15445005.07   | 0.05%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                           | MERCEDES-BNZ FIN               | CUSIP: 58769JAG2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   29010000 | PA      | $29468298.31   | 0.09%             | 2028-03-30      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                           | MERCEDES-BNZ FIN               | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   41315000 | PA      | $41657010.36   | 0.13%             | 2027-01-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                           | MERCEDES-BNZ FIN               | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20353893.55   | 0.07%             | 2029-01-11      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                     | TOKYO METRO GOVT               | CUSIP: 59173LAG5<br>LEI: 353800FABE4GGB1BMO18 | Long             | DBT              | NUSS              | JP        |   14160000 | PA      | $14207919.81   | 0.05%             | 2026-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mid-America Apartments LP                                         | MID-AMER APT LP                | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   10991000 | PA      | $11145009.29   | 0.04%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6550000 | PA      | $6468155.37    | 0.02%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8000000 | PA      | $7705944.54    | 0.02%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $8865149.45    | 0.03%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10800000 | PA      | $10568838.63   | 0.03%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   11500000 | PA      | $11197901.78   | 0.04%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7000000 | PA      | $6234337.76    | 0.02%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3800000 | PA      | $3903816.91    | 0.01%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   18300000 | PA      | $18576574.85   | 0.06%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7330000 | PA      | $7536043.44    | 0.02%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3710000 | PA      | $3868355.89    | 0.01%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   12090000 | PA      | $12463287.07   | 0.04%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                | MITSUB UFJ FIN                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   15000000 | PA      | $15471416.86   | 0.05%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    5400000 | PA      | $5174709.00    | 0.02%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $3781136.20    | 0.01%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $4508975.73    | 0.01%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    8000000 | PA      | $7834228.92    | 0.03%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    7670000 | PA      | $7981855.97    | 0.03%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                        | MIZUHO FINANCIAL               | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   15000000 | PA      | $15926217.73   | 0.05%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                            | MORGAN STANLEY B               | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   19800000 | PA      | $20160479.08   | 0.06%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                            | MORGAN STANLEY B               | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   43050000 | PA      | $43475002.32   | 0.14%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                            | MORGAN STANLEY B               | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $13899424.15   | 0.04%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                            | MORGAN STANLEY B               | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   24988000 | PA      | $25358483.65   | 0.08%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                 | MSC 2017-HR2 ASB               | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     562829 | PA      | $560596.25     | 0.00%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                            | MSC 2018-L1 A4                 | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997998.70     | 0.00%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                            | MSC 2018-L1 AS                 | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15228165 | PA      | $15005687.60   | 0.05%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                            | MSC 2019-L3 A4                 | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18810000 | PA      | $17874302.19   | 0.06%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                            | MSC 2021-L6 A4                 | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2308119.06    | 0.01%             | 2054-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7234000 | PA      | $7247164.96    | 0.02%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12265000 | PA      | $11459764.44   | 0.04%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10510000 | PA      | $10198091.55   | 0.03%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   42486000 | PA      | $37037845.65   | 0.12%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8285000 | PA      | $7228906.25    | 0.02%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4403103.03    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24785109.51   | 0.08%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $18983767.81   | 0.06%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $16047326.59   | 0.05%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11646534.12   | 0.04%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22950000 | PA      | $23274134.47   | 0.07%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   27436000 | PA      | $28579874.66   | 0.09%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $31860545.78   | 0.10%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18480000 | PA      | $18519608.54   | 0.06%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24090000 | PA      | $24601777.08   | 0.08%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10233186.81   | 0.03%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   19420000 | PA      | $20017603.73   | 0.06%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20461000 | PA      | $21138346.18   | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25685508.60   | 0.08%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11739000 | PA      | $12002776.30   | 0.04%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $40983731.04   | 0.13%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1275327.93    | 0.00%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MORGAN STANLEY                 | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   54270000 | PA      | $56016204.65   | 0.18%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS9                          | MSC 2016-UBS9 A4               | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5373000 | PA      | $5345560.63    | 0.02%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3          | MSRM 2024-INV3 A1              | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12510761 | PA      | $12769771.64   | 0.04%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                    | MORGAN STANLEY                 | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   21170000 | PA      | $21291165.26   | 0.07%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV4          | MSRM 2024-INV4 A6              | CUSIP: 61776XAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7435771 | PA      | $7410207.27    | 0.02%             | 2054-09-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35       | MSBAM 2025-C35 A5              | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19360000 | PA      | $20554196.43   | 0.07%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35       | MSBAM 2025-C35 AS              | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15485000 | PA      | $16366649.31   | 0.05%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                  | NTT FINANCE                    | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4335000 | PA      | $3807576.09    | 0.01%             | 2031-04-03      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                  | NTT FINANCE                    | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    3990000 | PA      | $4017417.04    | 0.01%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                  | NTT FINANCE                    | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    9994000 | PA      | $10091666.24   | 0.03%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd                                       | NATL AUSTRALIABK               | CUSIP: 632525BS9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10480817.18   | 0.03%             | 2034-06-11      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                           | NATL BANK CANADA               | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   35000000 | PA      | $35347965.90   | 0.11%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                 | NATL RURAL UTIL                | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    9675000 | PA      | $9532365.69    | 0.03%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                 | NATL RURAL UTIL                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   10945000 | PA      | $10888854.00   | 0.03%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                 | NATL RURAL UTIL                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    9996000 | PA      | $9845965.67    | 0.03%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                 | NAVMT 2024-1 A                 | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4590000 | PA      | $4623585.49    | 0.01%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                        | NAVSL 2023-BA A1B              | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1971410 | PA      | $1988005.62    | 0.01%             | 2072-03-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                               | NAVEL 2025-A A                 | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11074416 | PA      | $11183027.31   | 0.04%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co                                                   | NEVADA POWER CO                | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    8360000 | PA      | $7728579.93    | 0.02%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                      | NEW YORK LIFE GL               | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4355955.38    | 0.01%             | 2031-08-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                      | NEW YORK LIFE GL               | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9978238.79    | 0.03%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                      | NEW YORK LIFE GL               | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9444498.29    | 0.03%             | 2034-01-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                      | NEW YORK LIFE GL               | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15247572.13   | 0.05%             | 2029-12-05      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEXTERA ENERGY                 | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    7810000 | PA      | $7896798.78    | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEXTERA ENERGY                 | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   14580000 | PA      | $14842606.67   | 0.05%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEXTERA ENERGY                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15588398.20   | 0.05%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                             | NFMOT 2025-1A A                | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30916783 | PA      | $31224328.03   | 0.10%             | 2030-02-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                      | NISOURCE INC                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   15027000 | PA      | $13054263.60   | 0.04%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                      | NISOURCE INC                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1333428.83    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-A Owner Trust                        | NAROT 2024-A A4                | CUSIP: 65479UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19160000 | PA      | $19587191.36   | 0.06%             | 2031-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                        | NAROT 2024-B A4                | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3130000 | PA      | $3152858.39    | 0.01%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                    | NALT 2025-A A3                 | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36020000 | PA      | $36477345.94   | 0.12%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                    | NALT 2025-A A4                 | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10060000 | PA      | $10205300.60   | 0.03%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                    | NALT 2025-A B                  | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4240000 | PA      | $4302578.58    | 0.01%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-A Owner Trust                        | NAROT 2023-A A4                | CUSIP: 65480WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12360000 | PA      | $12487157.21   | 0.04%             | 2030-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                     | NAROT 2025-A B                 | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4040000 | PA      | $4103122.98    | 0.01%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                    | NALT 2025-B B                  | CUSIP: 65481RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7655000 | PA      | $7695197.17    | 0.02%             | 2029-07-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                     | NONGHYUP BANK                  | CUSIP: 65540KAG0<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |   20000000 | PA      | $19530817.37   | 0.06%             | 2026-07-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                               | NORTHERN TRST CO               | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4853436.82    | 0.02%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                               | NORTHERN TRST CO               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5467327.35    | 0.02%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                             | NORTHROP GRUMMAN               | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   25747000 | PA      | $25316737.09   | 0.08%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                       | NUTRIEN LTD                    | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   12300000 | PA      | $11589353.07   | 0.04%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                       | NUTRIEN LTD                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   19561000 | PA      | $20140216.49   | 0.06%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OBX 2022-INV5 Trust                                               | OBX 2022-INV5 A1               | CUSIP: 67448JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14179522 | PA      | $13107593.05   | 0.04%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                         | ONEOK INC                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4459000 | PA      | $4446069.61    | 0.01%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                         | ONEOK INC                      | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   24300000 | PA      | $25208373.42   | 0.08%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                         | ONEOK INC                      | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4499000 | PA      | $4508744.08    | 0.01%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                           | OMFIT 2025-1A A                | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   52670000 | PA      | $53192280.99   | 0.17%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                           | OMFIT 2025-1A B                | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6880000 | PA      | $6959886.43    | 0.02%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust              | CADILLAC FAIRVIE               | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    6600000 | PA      | $6555990.76    | 0.02%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust              | CADILLAC FAIRVIE               | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   24580000 | PA      | $24416235.20   | 0.08%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                   | ONTARIO TEACHERS               | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   25000000 | PA      | $21979295.06   | 0.07%             | 2030-09-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                       | ORACLE CORP                    | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10450000 | PA      | $10626749.17   | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2023-B A                 | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7060000 | PA      | $7104715.92    | 0.02%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2024-B A                 | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33085000 | PA      | $33474648.66   | 0.11%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2024-D A                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17230000 | PA      | $17548730.88   | 0.06%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2025-B A                 | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30690000 | PA      | $31191723.19   | 0.10%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2025-D A                 | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14090000 | PA      | $14182837.60   | 0.05%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                | PFSFC 2025-F A                 | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22780000 | PA      | $22897280.55   | 0.07%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   27795000 | PA      | $27424235.51   | 0.09%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   11370000 | PA      | $11133088.96   | 0.04%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   41508000 | PA      | $38808532.47   | 0.12%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10782267.84   | 0.03%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4947269.59    | 0.02%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   24660000 | PA      | $25168922.23   | 0.08%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   64069000 | PA      | $66362333.07   | 0.21%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    8820000 | PA      | $9034962.39    | 0.03%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $10763747.17   | 0.03%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   80980000 | PA      | $84274889.46   | 0.27%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6995000 | PA      | $7225292.30    | 0.02%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                              | PNC FINANCIAL                  | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   25034000 | PA      | $25553921.64   | 0.08%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                       | PNC BANK NA                    | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4988413.89    | 0.02%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                       | PPL ELECTRIC UTI               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    9950000 | PA      | $10087561.29   | 0.03%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                       | PNC BANK NA                    | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   17317000 | PA      | $17027895.10   | 0.05%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                       | PNC BANK NA                    | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $14871815.52   | 0.05%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                    | PSEG POWER LLC                 | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7455000 | PA      | $7791992.18    | 0.02%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                    | PMTLT 2025-INV3 A3             | CUSIP: 69382CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38226644 | PA      | $38478061.11   | 0.12%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV6                                          | PMTLT 2025-INV6 A8             | CUSIP: 69382MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   46707682 | PA      | $47378002.49   | 0.15%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                          | PMTLT 2025-INV9 A3             | CUSIP: 69392UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12150000 | PA      | $12232582.34   | 0.04%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                          | PMTLT 2025-INV9 A9             | CUSIP: 69392UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16100000 | PA      | $16239860.70   | 0.05%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                          | PMTLT 2025-INV9 A34            | CUSIP: 69392UBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6100000 | PA      | $6099911.55    | 0.02%             | 2056-09-01      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                          | PMTLT 2025-INV1 A1             | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   72342984 | PA      | $73332056.91   | 0.24%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                          | PMTLT 2025-INV1 A7             | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35361989 | PA      | $35896779.04   | 0.12%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                       | PAYCHEX INC                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   12580000 | PA      | $13051713.71   | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                        | PNFED 2025-A A3                | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7590000 | PA      | $7579611.57    | 0.02%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                        | PNFED 2025-A A4                | CUSIP: 706916AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3950000 | PA      | $3934980.92    | 0.01%             | 2031-05-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                        | PNFED 2025-A B                 | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1360000 | PA      | $1354527.90    | 0.00%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                     | PENSKE TRUCK LE                | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47548000 | PA      | $49041198.72   | 0.16%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                              | PETRONAS CAP LTD               | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   33250000 | PA      | $34345527.60   | 0.11%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                             | PFIZER INVSTMNT                | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   38820000 | PA      | $39538816.66   | 0.13%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                             | PFIZER INVSTMNT                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   13620000 | PA      | $13760907.84   | 0.04%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                        | PFIZER INC                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $4263122.72    | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                        | PFIZER INC                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4765000 | PA      | $4277035.45    | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                         | PG&E RECOV FND                 | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2034412 | PA      | $2078011.11    | 0.01%             | 2034-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10230000 | PA      | $9939176.80    | 0.03%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   60575000 | PA      | $61881564.89   | 0.20%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   21035000 | PA      | $22147956.16   | 0.07%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10680000 | PA      | $11375404.15   | 0.04%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   24115000 | PA      | $24542915.45   | 0.08%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   26850000 | PA      | $27748708.62   | 0.09%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   17675000 | PA      | $18463588.48   | 0.06%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5782000 | PA      | $6080500.49    | 0.02%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2117881.23    | 0.01%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10211882.22   | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   23310000 | PA      | $24114388.79   | 0.08%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   34715000 | PA      | $35836905.13   | 0.11%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                   | PHILIP MORRIS IN               | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   12419000 | PA      | $12508051.63   | 0.04%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                          | PMTLT 2024-INV1 A8             | CUSIP: 73015BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14767855 | PA      | $15039017.54   | 0.05%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                          | PMTLT 2024-INV1 A9             | CUSIP: 73015BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5410436 | PA      | $5446223.97    | 0.02%             | 2059-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                          | PMTLT 2024-INV2 A1             | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  104624342 | PA      | $106054766.20  | 0.34%             | 2059-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                          | PMTLT 2024-INV2 A7             | CUSIP: 73015CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43298780 | PA      | $43951842.85   | 0.14%             | 2059-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                          | PMTLT 2025-INV7 A1             | CUSIP: 73015FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11485554 | PA      | $11678476.35   | 0.04%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                          | PMTLT 2025-INV7 A8             | CUSIP: 73015FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36374696 | PA      | $36594217.09   | 0.12%             | 2056-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                          | PMTLT 2025-INV2 A7             | CUSIP: 73015JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37357681 | PA      | $37894066.75   | 0.12%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                          | PMTLT 2025-INV2 A8             | CUSIP: 73015JAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6927833 | PA      | $6961874.13    | 0.02%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-2                | PFAST 2023-2A A4               | CUSIP: 732916AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11820000 | PA      | $12040357.90   | 0.04%             | 2031-11-24      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1                | PFAST 2024-1A A4               | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7110000 | PA      | $7156398.44    | 0.02%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-1                | PFAST 2023-1A A4               | CUSIP: 73328QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10450000 | PA      | $10533453.70   | 0.03%             | 2031-06-23      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                                    | PILOT 2025-1A A4               | CUSIP: 73329KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5970000 | PA      | $6064785.09    | 0.02%             | 2030-11-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR2 Trust                              | PROG 2024-SFR2 A               | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6827046 | PA      | $6564142.22    | 0.02%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp/The                                              | PROGRESSIVE CORP               | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    8620000 | PA      | $8297319.90    | 0.03%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                              | PROGRESSIVE CORP               | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10285666.62   | 0.03%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                              | PROG 2024-SFR1 A               | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7488208 | PA      | $7227985.69    | 0.02%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                              | PROG 2022-SFR3 A               | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4212759 | PA      | $4135629.68    | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR3 Trust                              | PROG 2024-SFR3 A               | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10565814 | PA      | $10062777.31   | 0.03%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                              | PROG 2024-SFR5 A               | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17569912 | PA      | $16640214.12   | 0.05%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                              | PROG 2022-SFR5 A               | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5093858 | PA      | $5094130.83    | 0.02%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                              | PROG 2025-SFR3 A               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16510000 | PA      | $15639435.96   | 0.05%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                              | PROG 2025-SFR3 B               | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8940000 | PA      | $8305496.02    | 0.03%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                        | PROG 2025-SFR2 A               | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7733421 | PA      | $7337163.82    | 0.02%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR4 Trust                              | PROG 2024-SFR4 A               | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16091783 | PA      | $15340007.09   | 0.05%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                        | PROG 2025-SFR1 A               | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18966564 | PA      | $18118231.67   | 0.06%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                        | PROG 2025-SFR1 B               | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3510000 | PA      | $3347441.02    | 0.01%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                       | PROLOGIS LP                    | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3500698.84    | 0.01%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                       | PROLOGIS LP                    | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8681301.03    | 0.03%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                       | PROLOGIS LP                    | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7817000 | PA      | $7875691.19    | 0.03%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                       | PROLOGIS LP                    | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7783000 | PA      | $6826585.54    | 0.02%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                       | PROLOGIS LP                    | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7623289.06    | 0.02%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                    | PROTECTIVE LIFE                | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15268892.01   | 0.05%             | 2029-12-09      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                       | ST JOSEPH HLTH                 | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     278000 | PA      | $273534.73     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                       | ST JOSEPH HLTH                 | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4678615.64    | 0.02%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                     | PUBLIC SERV COLO               | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    6110000 | PA      | $6310533.98    | 0.02%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                | PUBLIC SERVICE                 | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    9990000 | PA      | $10044278.50   | 0.03%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                | PUBLIC SERVICE                 | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10347887.36   | 0.03%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                       | PUBLIC STORAGE                 | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $11535870.23   | 0.04%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                       | PUBLIC STORAGE                 | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3290754.40    | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                       | PUBLIC STORAGE                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    9170000 | PA      | $8249049.77    | 0.03%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                       | PUBLIC STORAGE                 | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2757312.26    | 0.01%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                             | QUEST DIAGNOSTIC               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   15245000 | PA      | $15258112.29   | 0.05%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                             | QUEST DIAGNOSTIC               | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   16485000 | PA      | $15529253.69   | 0.05%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                             | QUEST DIAGNOSTIC               | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $8825835.47    | 0.03%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                             | QUEST DIAGNOSTIC               | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   11430000 | PA      | $11604697.05   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-INV1                                     | RCKT 2024-INV1 A1              | CUSIP: 74938QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25075453 | PA      | $25563245.74   | 0.08%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                               | RCKTL 2025-1A B                | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1590000 | PA      | $1596825.55    | 0.01%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                          | RTX CORP                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   11326000 | PA      | $10011175.38   | 0.03%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                          | RTX CORP                       | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $16575184.32   | 0.05%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                        | RENAISSANCERE HO               | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   17217000 | PA      | $18051559.27   | 0.06%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                | RGA GLOBAL                     | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25864477.51   | 0.08%             | 2030-01-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7300000 | PA      | $7078727.08    | 0.02%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8552000 | PA      | $8828344.09    | 0.03%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   12470000 | PA      | $12861370.02   | 0.04%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   42856000 | PA      | $43184182.00   | 0.14%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2329000 | PA      | $2368845.17    | 0.01%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   13640000 | PA      | $14052927.87   | 0.05%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    9511000 | PA      | $9736365.54    | 0.03%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10036353.33   | 0.03%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | ROYAL BK CANADA                | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10085891.35   | 0.03%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                  | SFAST 2024-2A A3               | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6900000 | PA      | $6981344.10    | 0.02%             | 2029-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                  | SFAST 2024-2A A4               | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3970000 | PA      | $4075182.77    | 0.01%             | 2030-08-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                  | SFAST 2025-2A A4               | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20880000 | PA      | $21209375.74   | 0.07%             | 2031-05-20      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                  | SFAST 2025-2A B                | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3760000 | PA      | $3835365.82    | 0.01%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| S&P Global Inc                                                    | S&P GLOBAL INC                 | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   10680000 | PA      | $10015993.89   | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                    | S&P GLOBAL INC                 | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   35960000 | PA      | $34359838.21   | 0.11%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                    | S&P GLOBAL INC                 | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4417499.76    | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                  | SFAST 2024-1A A4               | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5890000 | PA      | $5982543.09    | 0.02%             | 2031-01-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                | SCCU 2024-1A A4                | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3350000 | PA      | $3407861.20    | 0.01%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                  | SFAST 2024-3A A4               | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8180000 | PA      | $8274920.72    | 0.03%             | 2031-11-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                             | SBALT 2025-A A3                | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17750000 | PA      | $17887358.38   | 0.06%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                             | SBALT 2025-A A4                | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5970000 | PA      | $6042477.59    | 0.02%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                | SBAT 2024-A A3                 | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5585317 | PA      | $5608113.57    | 0.02%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                | SBAT 2024-A A4                 | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4640000 | PA      | $4685822.78    | 0.02%             | 2029-04-16      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                           | SMB 2018-B A2A                 | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |     105774 | PA      | $105018.49     | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                           | SMB 2018-C A2A                 | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |     197033 | PA      | $196096.62     | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                         | SLG 2021-OVA A                 | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8025000 | PA      | $7132924.15    | 0.02%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B             | SBCLN 2024-B A2                | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     951355 | PA      | $958071.34     | 0.00%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B             | SBCLN 2024-B B                 | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1450000 | PA      | $1457807.38    | 0.00%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                     | SDART 2023-6 A3                | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4137183 | PA      | $4154338.71    | 0.01%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                     | SDART 2024-3 B                 | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11910000 | PA      | $12088953.71   | 0.04%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | SDART 2025-2 B                 | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34890000 | PA      | $35219598.85   | 0.11%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                     | SDART 2024-1 B                 | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1850000 | PA      | $1860419.57    | 0.01%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                     | SDART 2025-1 B                 | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   54120000 | PA      | $54626454.96   | 0.18%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                     | SDART 2025-3 B                 | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9280000 | PA      | $9334334.40    | 0.03%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A             | SBCLN 2024-A B                 | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1114618 | PA      | $1126587.69    | 0.00%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bond                               | SAUDI INT BOND                 | CUSIP: 80413TBJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |  109550000 | PA      | $111823315.38  | 0.36%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                                | SCCU 2023-1A A4                | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $3169254.17    | 0.01%             | 2029-08-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                | SCCU 2025-1A A3                | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12860000 | PA      | $12953006.09   | 0.04%             | 2031-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                | SCCU 2025-1A A4                | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2420000 | PA      | $2442837.78    | 0.01%             | 2031-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                        | SCHLUMBERGER HLD               | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   11870000 | PA      | $11909117.75   | 0.04%             | 2033-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9895251.06    | 0.03%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4143000 | PA      | $4070317.27    | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    8980000 | PA      | $8976911.63    | 0.03%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    6955000 | PA      | $6754725.31    | 0.02%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3428000 | PA      | $3395278.25    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   23980000 | PA      | $23464289.97   | 0.08%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8308108.31    | 0.03%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                           | CHARLES SCHWAB                 | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8561288.13    | 0.03%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                                  | SEMT 2024-INV1 A2              | CUSIP: 816939AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12875286 | PA      | $13091230.18   | 0.04%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                                  | SEMT 2024-INV1 A5              | CUSIP: 816939AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3605474 | PA      | $3651257.10    | 0.01%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                    | SFAST 2025-1A A3               | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10660000 | PA      | $10783089.95   | 0.03%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                    | SFAST 2025-1A A4               | CUSIP: 81885BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7710000 | PA      | $7857631.08    | 0.03%             | 2030-12-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                    | SFAST 2025-1A B                | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2051691.20    | 0.01%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                           | SIMON PROP GP LP               | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   10780000 | PA      | $10674071.54   | 0.03%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                           | SIMON PROP GP LP               | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3098694.72    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                           | SIMON PROP GP LP               | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    7630000 | PA      | $7103545.20    | 0.02%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                           | SIMON PROP GP LP               | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4835233.22    | 0.02%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                           | SMB 2017-B A2A                 | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-CBDO         | CORP              | US        |      25259 | PA      | $25107.96      | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                        | SMURFIT KAPPA                  | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    7000000 | PA      | $7249683.34    | 0.02%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                    | SMURFIT WESTROCK               | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   60540000 | PA      | $62472932.49   | 0.20%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                         | SOFI 2017-F A2FX               | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       4669 | PA      | $4659.20       | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corp                                               | SPRINT CAP CORP                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $5619184.83    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                 | STATE STREET CRP               | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     280000 | PA      | $269002.24     | 0.00%             | 2031-03-30      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                 | STATE STREET CRP               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20708976.74   | 0.07%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                 | STATE STREET CRP               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10360953.06   | 0.03%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                 | STATE STREET CRP               | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   12760000 | PA      | $12894667.14   | 0.04%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                  | REP OF POLAND                  | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   20202000 | PA      | $20782392.51   | 0.07%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                         | STELLANTIS FIN                 | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   11415000 | PA      | $11701413.38   | 0.04%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                    | SFUEL 2025-AA A3               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25180000 | PA      | $25348260.31   | 0.08%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                    | SFUEL 2025-AA A4               | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7010000 | PA      | $7068050.51    | 0.02%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                    | SFUEL 2025-AA B                | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5980000 | PA      | $6033322.46    | 0.02%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B     | SFUEL 2025-BA A4               | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8150000 | PA      | $8193305.84    | 0.03%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B     | SFUEL 2025-BA B                | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4010000 | PA      | $4024945.67    | 0.01%             | 2029-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp                                                      | STRYKER CORP                   | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20503723.84   | 0.07%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10290000 | PA      | $10216183.18   | 0.03%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   21000000 | PA      | $20732528.92   | 0.07%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4040000 | PA      | $3994257.82    | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   13550000 | PA      | $12959552.50   | 0.04%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   12030000 | PA      | $11281490.17   | 0.04%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   21350000 | PA      | $19321043.24   | 0.06%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   24260000 | PA      | $22785867.19   | 0.07%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   40437000 | PA      | $41899584.62   | 0.13%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $31414965.24   | 0.10%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   25000000 | PA      | $26378998.15   | 0.08%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                               | SUMITOMO MITSUI                | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10300000 | PA      | $10673640.35   | 0.03%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ENERGY TRANSFER                | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $4130277.40    | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                     | SUTTER HEALTH                  | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    3785000 | PA      | $3888223.58    | 0.01%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                      | SYNOPSYS INC                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   11440000 | PA      | $11652097.26   | 0.04%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                      | SYNOPSYS INC                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    7397000 | PA      | $7557056.83    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                      | SYNOPSYS INC                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $8487266.90    | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                        | SYNIT 2024-A1 A                | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34680000 | PA      | $35192098.75   | 0.11%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                        | SYNIT 2024-A2 A                | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39770000 | PA      | $40424121.05   | 0.13%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                     | SYNIT 2025-A1 A                | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   46940000 | PA      | $47759553.62   | 0.15%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                        | SYNIT 2025-A2 A                | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   59965000 | PA      | $60683740.49   | 0.19%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                        | SYSCO CORP                     | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12913809.95   | 0.04%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                  | T-MOBILE USA INC               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   18870000 | PA      | $18497547.92   | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                  | T-MOBILE USA INC               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13710000 | PA      | $13313160.81   | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                  | T-MOBILE USA INC               | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7161139.85    | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                  | T-MOBILE USA INC               | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8718000 | PA      | $8709681.75    | 0.03%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2024-2                                          | TMUST 2024-2A A                | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18020000 | PA      | $18089283.30   | 0.06%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-2                                          | TMUST 2025-2A A                | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25640000 | PA      | $25817464.70   | 0.08%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust                                                 | TMUST 2025-1A A                | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26750000 | PA      | $27091450.38   | 0.09%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                              | TARGA RESOURCES                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   31322000 | PA      | $32992640.75   | 0.11%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                           | TEMASEK FINL I                 | CUSIP: 87973PBA1<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |  125000000 | PA      | $109837203.25  | 0.35%             | 2031-08-02      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                           | TEMASEK FINL I                 | CUSIP: 87973RAU4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    5000000 | PA      | $4344265.40    | 0.01%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC            | TLEVS 2025-A A3                | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22610000 | PA      | $22635024.75   | 0.07%             | 2028-11-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC            | TLEVS 2025-A A4                | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5650000 | PA      | $5656748.36    | 0.02%             | 2029-05-21      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC            | TLEVS 2025-A B                 | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6160000 | PA      | $6168577.18    | 0.02%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                     | TESLA 2023-B A4                | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8970000 | PA      | $9002430.14    | 0.03%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                               | TEVT 2023-1 A3                 | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11470000 | PA      | $11579617.64   | 0.04%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                               | TEVT 2023-1 A4                 | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6070000 | PA      | $6181859.78    | 0.02%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments Inc                                             | TEXAS INSTRUMENT               | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    6365000 | PA      | $6111120.15    | 0.02%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7948000 | PA      | $7376461.53    | 0.02%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8686000 | PA      | $8891862.97    | 0.03%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10056652.05   | 0.03%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                         | TORONTO DOM BANK               | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7490000 | PA      | $7660296.01    | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                        | TAOT 2023-A A4                 | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4340000 | PA      | $4364730.19    | 0.01%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                        | TAOT 2023-B A4                 | CUSIP: 891941AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27670000 | PA      | $27922104.14   | 0.09%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2025-1                       | TALNT 2025-1A A                | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-CBDO         | CORP              | US        |   66430000 | PA      | $67698952.50   | 0.22%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-C Owner Trust                        | TAOT 2022-C A4                 | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2630000 | PA      | $2626714.34    | 0.01%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2022-1                       | TALNT 2022-1A A                | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-CBDO         | CORP              | US        |   12870000 | PA      | $12836212.39   | 0.04%             | 2035-04-25      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                        | TAOT 2023-C A4                 | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12880000 | PA      | $13067514.77   | 0.04%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2024-1                       | TALNT 2024-1A A                | CUSIP: 89231JAA0<br>LEI: 254900CVU48B7WLCPS92 | Long             | ABS-CBDO         | CORP              | US        |    4650000 | PA      | $4821655.22    | 0.02%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2023-1                       | TALNT 2023-1A A                | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-CBDO         | CORP              | US        |   18060000 | PA      | $18482936.30   | 0.06%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19776513.92   | 0.06%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7185000 | PA      | $7289467.00    | 0.02%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15522699.23   | 0.05%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   17205000 | PA      | $17488047.34   | 0.06%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   19450000 | PA      | $20175702.56   | 0.06%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   20930000 | PA      | $21599137.73   | 0.07%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                          | TOYOTA MTR CRED                | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   15185000 | PA      | $15377639.92   | 0.05%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-B Owner Trust                        | TAOT 2024-B A4                 | CUSIP: 89237NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14340000 | PA      | $14710861.08   | 0.05%             | 2029-07-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                        | TAOT 2024-A A4                 | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6965000 | PA      | $7069105.16    | 0.02%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                        | TAOT 2022-B A4                 | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7990000 | PA      | $7954531.59    | 0.03%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71471129                                | TLOT 2024-A A4                 | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10960000 | PA      | $11055655.59   | 0.04%             | 2028-06-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-D Owner Trust                        | TAOT 2022-D A4                 | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9450000 | PA      | $9619283.52    | 0.03%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                          | TLOT 2025-A A4                 | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11670000 | PA      | $11824876.07   | 0.04%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                        | TAOT 2024-D A3                 | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13230000 | PA      | $13320323.86   | 0.04%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                        | TAOT 2024-D A4                 | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $3121289.65    | 0.01%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                              | TRFIG 2024-1A A2               | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |   18260000 | PA      | $18569032.24   | 0.06%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                         | TRANSCANADA PL                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   21236000 | PA      | $20922315.26   | 0.07%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                | TCN 2024-SFR4 A                | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8004562 | PA      | $7937473.34    | 0.03%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                             | TRUIST FINANCIAL               | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $6412702.90    | 0.02%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                             | TRUIST FINANCIAL               | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1738546.29    | 0.01%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                             | TRUIST FINANCIAL               | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   20003000 | PA      | $20501348.72   | 0.07%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                   | TYSON FOODS INC                | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    3219000 | PA      | $3187364.04    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                   | TYSON FOODS INC                | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    9243000 | PA      | $9252931.46    | 0.03%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                   | TYSON FOODS INC                | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   29355000 | PA      | $30934094.14   | 0.10%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP                      | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    8220000 | PA      | $8246864.31    | 0.03%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   15000000 | PA      | $15490702.16   | 0.05%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP                      | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   50920000 | PA      | $53174925.84   | 0.17%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                | UBS AG STAMFORD                | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   12820000 | PA      | $12931036.67   | 0.04%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                     | UBS AG LONDON                  | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    5000000 | PA      | $5225822.56    | 0.02%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                             | UBSCM 2017-C7 A4               | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1710000 | PA      | $1688805.23    | 0.01%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2024-A                                      | USAOT 2024-A A4                | CUSIP: 90327VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $2740715.73    | 0.01%             | 2029-12-17      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                          | US BANK NA OHIO                | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10033323.61   | 0.03%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                       | USCAR 2025-1A A4               | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3845000 | PA      | $3912367.09    | 0.01%             | 2030-12-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co                                                 | UNION ELECTRIC                 | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7727286.08    | 0.02%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                              | UNITED MEXICAN                 | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3050000 | PA      | $2986250.47    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                              | UNITED MEXICAN                 | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1040000 | PA      | $1076219.35    | 0.00%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                              | UNITED MEXICAN                 | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    9634000 | PA      | $9631479.93    | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7687416.19    | 0.02%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6429000 | PA      | $5640425.80    | 0.02%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   26508000 | PA      | $25825561.48   | 0.08%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   37091000 | PA      | $37262437.91   | 0.12%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   16955000 | PA      | $18076061.50   | 0.06%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4970000 | PA      | $4990635.74    | 0.02%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14572290.43   | 0.05%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   19610000 | PA      | $20276800.71   | 0.07%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                        | US BANCORP                     | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   17645000 | PA      | $18143067.69   | 0.06%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                       | TREASURY BILL                  | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  164338000 | PA      | $158969031.53  | 0.51%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   62740000 | PA      | $60965634.38   | 0.20%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  162698000 | PA      | $151251941.89  | 0.49%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120000000 | PA      | $111740624.40  | 0.36%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  113183000 | PA      | $105569674.20  | 0.34%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  296985000 | PA      | $277495359.38  | 0.89%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  129650000 | PA      | $122286284.51  | 0.39%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  319800000 | PA      | $306383389.03  | 0.98%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60000000 | PA      | $58406250.00   | 0.19%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  289049000 | PA      | $285040702.60  | 0.91%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   83122000 | PA      | $80504955.37   | 0.26%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87895000 | PA      | $89055488.23   | 0.29%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136358000 | PA      | $138632409.17  | 0.44%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  124247000 | PA      | $127731739.46  | 0.41%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  337626000 | PA      | $349653926.25  | 1.12%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  179945000 | PA      | $183839121.37  | 0.59%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  169294000 | PA      | $171132426.18  | 0.55%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  259302000 | PA      | $264224685.11  | 0.85%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  246621000 | PA      | $254482044.38  | 0.82%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  168720000 | PA      | $168311380.41  | 0.54%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  144382000 | PA      | $146683088.13  | 0.47%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135006100 | PA      | $135591478.35  | 0.43%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $102125000.00  | 0.33%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                  | US TREASURY N/B                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120434000 | PA      | $120824469.91  | 0.39%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8345000 | PA      | $8300549.35    | 0.03%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1753295.21    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $10304213.74   | 0.03%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2861340.03    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2936916.36    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   27295000 | PA      | $27392307.70   | 0.09%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   19795000 | PA      | $19576140.45   | 0.06%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   39835000 | PA      | $40843430.90   | 0.13%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   16555000 | PA      | $16812926.26   | 0.05%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   15870000 | PA      | $16216921.49   | 0.05%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7295000 | PA      | $7392941.31    | 0.02%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                            | UNITEDHEALTH GRP               | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9945000 | PA      | $10280851.10   | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                | VALERO ENERGY                  | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   10620000 | PA      | $10937101.35   | 0.04%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                              | VERISK ANALYTICS               | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    7386000 | PA      | $7455313.48    | 0.02%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2023-3 B                  | CUSIP: 92348KBQ5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   14570000 | PA      | $14784136.75   | 0.05%             | 2031-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2023-7 A1A                | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   23920000 | PA      | $24384696.23   | 0.08%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-2 A                  | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   33560000 | PA      | $34339431.00   | 0.11%             | 2031-12-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-3 B                  | CUSIP: 92348KCS0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    9225000 | PA      | $9399528.70    | 0.03%             | 2030-04-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                | VZMT 2024-5 A                  | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11440000 | PA      | $11789784.86   | 0.04%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-6 A1A                | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   41654000 | PA      | $41848761.61   | 0.13%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-7 B                  | CUSIP: 92348KDK6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   32172000 | PA      | $32308460.76   | 0.10%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-8 A1A                | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   43740000 | PA      | $44298432.95   | 0.14%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-8 B                  | CUSIP: 92348KDP5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   11270000 | PA      | $11383929.56   | 0.04%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2025-1 B                  | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    5850000 | PA      | $5941953.23    | 0.02%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                | VZMT 2025-2 A                  | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   61910000 | PA      | $63711079.53   | 0.20%             | 2033-01-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                | VZMT 2025-2 B                  | CUSIP: 92348KDW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6410000 | PA      | $6561684.32    | 0.02%             | 2033-01-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2025-3 A1A                | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   36480000 | PA      | $36783039.36   | 0.12%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2025-3 B                  | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   21260000 | PA      | $21407816.53   | 0.07%             | 2030-03-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2025-4 A                  | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   33329000 | PA      | $34166361.13   | 0.11%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2025-4 B                  | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   12320000 | PA      | $12522657.84   | 0.04%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2023-6 A                  | CUSIP: 92348VAA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    9350000 | PA      | $9695182.37    | 0.03%             | 2031-09-22      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2023-6 B                  | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   26840000 | PA      | $27312464.52   | 0.09%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                    | VIRGINIA EL&PWR                | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   15190000 | PA      | $15462013.93   | 0.05%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                        | VMWARE LLC                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4405324.28    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                        | VALET 2024-1 A3                | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   51350000 | PA      | $51943246.55   | 0.17%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                        | VALET 2024-1 A4                | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3330000 | PA      | $3388171.44    | 0.01%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2025-2                       | VFET 2025-2A A4                | CUSIP: 92886CAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7900000 | PA      | $7898013.94    | 0.03%             | 2033-06-15      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                     | VFET 2025-1A A3                | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12610000 | PA      | $12700707.51   | 0.04%             | 2029-05-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Vulcan Materials Co                                               | VULCAN MATERIALS               | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    7226000 | PA      | $7401774.29    | 0.02%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                         | WRKCO INC                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12236404.84   | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   16620000 | PA      | $16449410.72   | 0.05%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C32                    | WFCM 2016-C32 A4               | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    2139000 | PA      | $2131576.60    | 0.01%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                    | WFCM 2024-C63 A5               | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26660000 | PA      | $27611684.69   | 0.09%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7050779.25    | 0.02%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14020000 | PA      | $13628426.69   | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10158200.37   | 0.03%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   30320000 | PA      | $32119671.34   | 0.10%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23080000 | PA      | $23877490.42   | 0.08%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                  | WELLS FARGO CO                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7320000 | PA      | $7387332.28    | 0.02%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                    | WFCM 2017-C40 A3               | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3152600.32    | 0.01%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                    | WFCM 2017-C40 A4               | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3040000 | PA      | $2998035.23    | 0.01%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                    | WFCM 2017-C41 A4               | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3160000 | PA      | $3104230.74    | 0.01%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                    | WFCM 2017-C38 A5               | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1285000 | PA      | $1264907.23    | 0.00%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                    | WFCM 2018-C45 A4               | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    6170000 | PA      | $6145312.60    | 0.02%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                    | WFCM 2018-C46 A4               | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1095000 | PA      | $1087468.92    | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                    | WFCM 2018-C48 ASB              | CUSIP: 95001RAV1<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |     613711 | PA      | $614502.15     | 0.00%             | 2052-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                    | WFCM 2018-C48 A5               | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    1820000 | PA      | $1819317.50    | 0.01%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                    | WFCM 2018-C47 A4               | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    6370000 | PA      | $6395962.21    | 0.02%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                    | WFCM 2020-C58 ASB              | CUSIP: 95002UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2850000 | PA      | $2703083.93    | 0.01%             | 2053-07-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                  | WELLTOWER INC                  | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2066903.19    | 0.01%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                      | WLAKE 2025-2A A3               | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7910000 | PA      | $7965832.74    | 0.03%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                      | WLAKE 2025-2A B                | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7470000 | PA      | $7509330.30    | 0.02%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                              | WILLIAMS COS INC               | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   20244000 | PA      | $20869378.35   | 0.07%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                              | WILLIAMS COS INC               | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   44953000 | PA      | $46682334.62   | 0.15%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                              | WILLIAMS COS INC               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6540000 | PA      | $6497447.27    | 0.02%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                       | WISCONSIN ELECTR               | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2559528.27    | 0.01%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-D                          | WOART 2022-D A4                | CUSIP: 98163VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6940000 | PA      | $7050968.52    | 0.02%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                          | WOART 2023-D A4                | CUSIP: 98164DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9905000 | PA      | $10193624.77   | 0.03%             | 2029-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                          | WOART 2023-C A4                | CUSIP: 98164FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8940000 | PA      | $9064562.81    | 0.03%             | 2029-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                          | WOART 2024-B A4                | CUSIP: 98164HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13320000 | PA      | $13618780.92   | 0.04%             | 2030-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                          | WOART 2023-A A4                | CUSIP: 98164JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7550000 | PA      | $7602115.39    | 0.02%             | 2029-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                    | WOLS 2025-A A4                 | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8260000 | PA      | $8331518.38    | 0.03%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                          | WOART 2023-B A4                | CUSIP: 98164QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4390000 | PA      | $4428982.32    | 0.01%             | 2029-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                          | WOART 2024-A A4                | CUSIP: 98164RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13540000 | PA      | $13727204.04   | 0.04%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                          | WOART 2025-B A4                | CUSIP: 98164TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9365000 | PA      | $9515963.80    | 0.03%             | 2031-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                               | WOSAT 2025-A A3                | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13820000 | PA      | $13791736.72   | 0.04%             | 2031-08-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                          | WOART 2025-A A4                | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13280000 | PA      | $13522197.98   | 0.04%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                          | WOART 2025-A B                 | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4930000 | PA      | $5031155.71    | 0.02%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                          | WOART 2025-C B                 | CUSIP: 981936AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7720000 | PA      | $7754648.13    | 0.02%             | 2031-11-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A           | WOLS 2024-A B                  | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1260000 | PA      | $1282544.93    | 0.00%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                        | ZIMMER BIOMET                  | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   42020000 | PA      | $43212501.69   | 0.14%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                        | ZIMMER BIOMET                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   20455000 | PA      | $21327445.31   | 0.07%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                        | ZOETIS INC                     | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   15555000 | PA      | $15700484.12   | 0.05%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petronas Energy Canada Ltd                                        | PETRONAS ENERG                 | CUSIP: N/A<br>LEI: 5493001PEB90YGTDC638       | Long             | DBT              | CORP              | CA        |   26681000 | PA      | $25506286.86   | 0.08%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                             | BERMUDA-GOVT OF                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |   11758000 | PA      | $11629495.64   | 0.04%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                             | BERMUDA-GOVT OF                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |    5000000 | PA      | $4543704.10    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                             | BERMUDA-GOVT OF                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |   10984000 | PA      | $11115905.61   | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                             | BERMUDA-GOVT OF                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |   11700000 | PA      | $11992247.23   | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                | KOREA HYDRO & NU               | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |   35000000 | PA      | $34425813.46   | 0.11%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                                | KOREA HYDRO & NU               | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |   35000000 | PA      | $35082137.48   | 0.11%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                              | PETRONAS CAP LTD               | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   18743000 | PA      | $18212743.65   | 0.06%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US LONG BOND(CBT) Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         74 | NC      | $8729.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | US 10yr Ultra Fut Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -3791 | NC      | $-2527287.16   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | ICE: (CHILE)                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -19154000 | NC      | $443701.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | ICE: (CDX.NA.IG.45.V1)         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       | 1562000000 | NC      | $-35436370.39  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | US ULTRA BOND CBT Dec25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        305 | NC      | $794681.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Israel Government International Bond                              | STATE OF ISRAEL                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    2886000 | PA      | $3210727.74    | 0.01%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                  | GALAXY PIPELINE                | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   22000000 | PA      | $19388270.00   | 0.06%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                              | SAUDI ARAB OIL                 | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |    7190000 | PA      | $7157005.09    | 0.02%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                              | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |   30882000 | PA      | $31721502.46   | 0.10%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                     | KSA SUKUK LTD                  | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   10700000 | PA      | $10891876.68   | 0.03%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                             | HUNGARY                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    8905000 | PA      | $10689643.78   | 0.03%             | 2034-06-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                               | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |   51338000 | PA      | $52436977.16   | 0.17%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer