# EDGAR Filing Document

**Accession Number:** 0001413032
**File Stem:** 0001413032-25-000111
**Filing Date:** 2025-8
**Character Count:** 959265
**Document Hash:** 91892882f166e11552e62bd415597d03
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001413032-25-000111.hdr.sgml**: 20250822

**ACCESSION NUMBER**: 0001413032-25-000111

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250822

**DATE AS OF CHANGE**: 20250822

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia Funds Variable Series Trust II
- **CENTRAL INDEX KEY:** 0001413032

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22127
- **FILM NUMBER:** 251244790

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-345-6611

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RiverSource Variable Series Trust
- **DATE OF NAME CHANGE:** 20070920

## Series and Classes Contracts Data

### Variable Portfolio - Partners Core Bond Fund (Series ID: S000028690)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000087798 | Variable Portfolio - Partners Core Bond Fund Class 1 |  |
| C000087799 | Variable Portfolio - Partners Core Bond Fund Class 2 |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia Funds Variable Series Trust II

- **b. Investment Company Act file number:** 811-22127

- **c. CIK number of Registrant:** 0001413032

- **d. LEI of Registrant:** 54930017CSZ4UCL7G406

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Variable Portfolio - Partners Core Bond Fund

- **b. EDGAR series identifier (if any):** S000028690

- **c. LEI of Series:** 549300GHOJ3FWRULCJ38

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3896144980.06

**Total Liabilities:** $145170115.91

**Net Assets:** $3750974864.15

**Delayed Delivery Securities:** $144134110.34

**Cash Not Reported:** $41410.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 51465.327200000000 | **1-Year:** 20911.274700000000 | **5-Year:** 260444.970800000000 | **10-Year:** 399580.163000000000 | **30-Year:** 729411.780300001000

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

- **3-Month:** 50.008700000000 | **1-Year:** 27033.762400000000 | **5-Year:** 39445.764000000000 | **10-Year:** 35093.427100000000 | **30-Year:** 54241.669100000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000087798 | 0.20%                | -0.61%               | 1.63%                |
| Class ID C000087799 | 0.20%                | -0.61%               | 1.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-23880143.17            | $21900549.93                               |
| Month 2  | $-4469727.78             | $-29074095.33                              |
| Month 3  | $-107992.66              | $44655258.38                               |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 20YR LTV >125                      | CUSIP: 3132G7HK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    209681 | PA      | $200142.41    | 0.01%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_326                                            | FHLMC_326                                     | CUSIP: 3132HT3R5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4307860 | PA      | $4287794.52   | 0.11%             | 2044-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_299                                            | FHLMC_299                                     | CUSIP: 3132HTJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    180730 | PA      | $164036.79    | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_310                                     | CUSIP: 3132HTSS6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    681365 | PA      | $510475.57    | 0.01%             | 2043-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140J5K32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1641432 | PA      | $1564472.67   | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2746827 | PA      | $2479208.28   | 0.07%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR BALLOON MULTI                       | CUSIP: 3140J8TU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2117315 | PA      | $2048707.33   | 0.05%             | 2029-10-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7881049 | PA      | $7116834.45   | 0.19%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    652015 | PA      | $621051.19    | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140J9XG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    505459 | PA      | $496066.49    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR - JUMBO-C            | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8943107 | PA      | $7923251.32   | 0.21%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 5/6M 30D SOFR ARM                        | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4737547 | PA      | $4699525.58   | 0.13%             | 2052-10-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8230124 | PA      | $8283514.05   | 0.22%             | 2053-04-01      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 10/6M 30D SOFR ARM                         | CUSIP: 3140JB6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5289157 | PA      | $5226576.59   | 0.14%             | 2053-04-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 10/1 SFFBK12M ARM                          | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    941416 | PA      | $904103.36    | 0.02%             | 2050-06-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR BALLOON MULTI                       | CUSIP: 3140JBF92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9090696 | PA      | $7486750.64   | 0.20%             | 2032-11-01      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140JUS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    428346 | PA      | $403357.38    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140JY2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1042891 | PA      | $992376.77    | 0.03%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140K9S59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    754649 | PA      | $694703.97    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140K9TA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    865551 | PA      | $792304.09    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140K9W39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2974027 | PA      | $2620795.90   | 0.07%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140KEB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4405243 | PA      | $3859106.72   | 0.10%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140KLYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1677123 | PA      | $1454902.77   | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                   | CUSIP: 3140LGA69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6236000 | PA      | $5902309.89   | 0.16%             | 2031-02-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DPRW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4212176 | PA      | $3821368.60   | 0.10%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2024210 | PA      | $1830213.05   | 0.05%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    603311 | PA      | $546115.42    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_197                                            | FHLMC_197                                     | CUSIP: 31351BWQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     21482 | PA      | $20439.51     | 0.00%             | 2028-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA                                          | CUSIP: 31358DDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8393000 | PA      | $6749502.24   | 0.18%             | 2030-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA_99-7                                                        | FNMA_99-7                                     | CUSIP: 31359VLW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     28117 | PA      | $28332.65     | 0.00%             | 2029-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-75                                            | FNMA_11-75                                    | CUSIP: 3136A0GK7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     57652 | PA      | $57544.47     | 0.00%             | 2041-08-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-118                                           | FNMA_11-118                                   | CUSIP: 3136A12F1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    204967 | PA      | $217949.33    | 0.01%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNR_11-117                                            | FNMA_11-117                                   | CUSIP: 3136A14A0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1081284 | PA      | $1069195.89   | 0.03%             | 2041-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LGBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5565000 | PA      | $5083408.46   | 0.14%             | 2032-05-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LGR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7921000 | PA      | $7438036.19   | 0.20%             | 2032-06-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LHSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3400000 | PA      | $3442418.77   | 0.09%             | 2032-11-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LHTF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3851441 | PA      | $3799725.59   | 0.10%             | 2032-11-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 10/6M 30D SOFR ARM                         | CUSIP: 3140LXFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    593263 | PA      | $575453.53    | 0.02%             | 2052-08-01      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    997250 | PA      | $859789.40    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1197896 | PA      | $976358.95    | 0.03%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    806957 | PA      | $677109.81    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1239604 | PA      | $1037472.03   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1770489 | PA      | $1771560.79   | 0.05%             | 2052-08-01      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2              | AMCAR_23-2                                    | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810000 | PA      | $1821971.88   | 0.05%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_22-2              | AMCAR_22-2                                    | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210702 | PA      | $210601.00    | 0.01%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-1              | AMCAR_23-1                                    | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670072 | PA      | $672802.42    | 0.02%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                     | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    439000 | PA      | $375811.06    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1333516.58   | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    662000 | PA      | $628934.78    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $449338.28    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    242000 | PA      | $260274.05    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    831000 | PA      | $910135.24    | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 5/6M 30D SOFR ARM                        | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1885111 | PA      | $1870224.15   | 0.05%             | 2052-09-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10/6M 30D SOFR ARM                       | CUSIP: 3140MMXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2019376 | PA      | $1968758.96   | 0.05%             | 2052-07-01      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | BOMBARDIER INC                                | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $582903.90    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                                    | BOYNE USA INC                                 | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $577273.27    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    412000 | PA      | $251816.82    | 0.01%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $991797.79    | 0.03%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2518964 | PA      | $2502333.51   | 0.07%             | 2052-07-01      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 5/6M 30D SOFR ARM                        | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1595897 | PA      | $1582663.50   | 0.04%             | 2052-11-01      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2739042 | PA      | $2738233.76   | 0.07%             | 2052-08-01      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140N4VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4743384 | PA      | $4673173.56   | 0.12%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                   | CUSIP: 3140NVJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4543944 | PA      | $4730738.20   | 0.13%             | 2028-11-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QDLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3294719 | PA      | $2879446.58   | 0.08%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1461284 | PA      | $1267580.91   | 0.03%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9806820 | PA      | $8455876.55   | 0.23%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QKKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5183817 | PA      | $4244070.25   | 0.11%             | 2046-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3209930 | PA      | $2872013.77   | 0.08%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4717079 | PA      | $3960433.89   | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QMDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5919658 | PA      | $5011021.03   | 0.13%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1133130 | PA      | $1166175.31   | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1721230 | PA      | $1783048.54   | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                         | EQT CORP                                      | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1196108.42   | 0.03%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | PERMIAN RESOURCES OPERATING LLC               | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $175539.33    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED CO                                       | EATON CAPITAL UNLIMITED CO                    | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1064000 | PA      | $1069032.34   | 0.03%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | ECHOSTAR CORP                                 | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87387.55     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                     | ECOPETROL SA                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    150000 | PA      | $144771.76    | 0.00%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                                        | EDGEWELL PERSONAL CARE CO                     | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    508000 | PA      | $505612.98    | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL                          | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    799000 | PA      | $772552.96    | 0.02%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                      | EDISON INTERNATIONAL                          | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    213000 | PA      | $210651.02    | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | ENTERGY LOUISIANA LLC                         | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    514000 | PA      | $318469.75    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                            | ENTERGY LOUISIANA LLC                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    211000 | PA      | $208227.09    | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                             | ENTEGRIS ESCROW CORP                          | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $278988.74    | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9569277 | PA      | $9898227.11   | 0.26%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5098778 | PA      | $5288192.61   | 0.14%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Tx                                                       | ENTERGY TEXAS INC                             | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    979000 | PA      | $844447.70    | 0.02%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Entergy Tx                                                       | ENTERGY TEXAS INC                             | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    299000 | PA      | $285568.19    | 0.01%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4466138 | PA      | $4700331.97   | 0.13%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4938217 | PA      | $4146768.02   | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                             | ENTERGY ARKANSAS LLC                          | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    946000 | PA      | $554766.93    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                             | ENTERGY ARKANSAS LLC                          | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1615166.31   | 0.04%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4971245 | PA      | $4192345.74   | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8166024 | PA      | $7239363.08   | 0.19%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING II LLC                         | ENTERGY TEXAS RESTORATION FD II               | CUSIP: 29366NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $540849.18    | 0.01%             | 2035-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                          | ENTERGY MISSISSIPPI LLC                       | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    292000 | PA      | $292033.55    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1138673 | PA      | $1010402.32   | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR REVERSE REMIC GIAN            | CUSIP: 3132FCAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17898 | PA      | $18437.23     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 20YR LTV >125                      | CUSIP: 3132G7H73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142478 | PA      | $137780.03    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FHLMC GOLD 30YR                               | CUSIP: 3132VLHS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    612182 | PA      | $607093.31    | 0.02%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                          | ENTERGY MISSISSIPPI LLC                       | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1208031.11   | 0.03%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                | ENTERPRISE PRODUCTS OPERATING LLC             | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $538713.13    | 0.01%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H26                                                      | GNMA_15-H26                                   | CUSIP: 38376RKA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    246571 | PA      | $247064.37    | 0.01%             | 2065-10-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-47              | GNMA_10-47                                    | CUSIP: 38376YT68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    364751 | PA      | $24153.57     | 0.00%             | 2037-06-20      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 31334WFA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    589629 | PA      | $556408.93    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                              | CUSIP: 31335PMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69009 | PA      | $71345.94     | 0.00%             | 2038-10-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                      | EQUINOR ASA                                   | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    692000 | PA      | $703755.11    | 0.02%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARECOM INC                                            | EQUIPMENTSHARECOM INC                         | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    530000 | PA      | $564233.61    | 0.02%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FHLMC_2399                                                       | FHLMC_2399                                    | CUSIP: 31339MWA2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     57814 | PA      | $60372.12     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133A4LM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2077552 | PA      | $1745063.38   | 0.05%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                               | ESSEX PORTFOLIO LP                            | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152620.64    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                               | ESSEX PORTFOLIO LP                            | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    700000 | PA      | $621152.77    | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133AUP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6211867 | PA      | $5209619.00   | 0.14%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2899821 | PA      | $2354538.72   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                               | ESSEX PORTFOLIO LP                            | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1205380.68   | 0.03%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                              | EXELON CORPORATION                            | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475509.21    | 0.01%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    856711 | PA      | $681366.72    | 0.02%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    492599 | PA      | $412466.21    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                              | EXELON GENERATION CO LLC                      | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    349000 | PA      | $342366.86    | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                               | EXELON CORPORATION                            | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1580715.35   | 0.04%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B5NM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4635119 | PA      | $3887706.64   | 0.10%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B6YK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3766436 | PA      | $3513764.40   | 0.09%             | 2052-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-5                    | EART_23-5A                                    | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2934000 | PA      | $3007646.63   | 0.08%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EXPORT FINANCE AND INSURANCE CORP                                | EXPORT FINANCE & INSURANCE CORP               | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   2720000 | PA      | $2767795.63   | 0.07%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1771919 | PA      | $1485551.27   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133BH7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4274777 | PA      | $3983538.99   | 0.11%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-47                                            | FNMA_12-47                                    | CUSIP: 3136A6EJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    666128 | PA      | $659509.63    | 0.02%             | 2042-05-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-106                                           | FNMA_12-106                                   | CUSIP: 3136A9AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    449168 | PA      | $443462.33    | 0.01%             | 2042-10-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133D4KC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    957561 | PA      | $824275.33    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133D4KR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1396257 | PA      | $1201909.73   | 0.03%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-151                                           | FNMA_12-151                                   | CUSIP: 3136AA5N1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    444939 | PA      | $382177.25    | 0.01%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-133                                           | FNMA_12-133                                   | CUSIP: 3136AAZN8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    199075 | PA      | $195518.57    | 0.01%             | 2042-12-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133KGYU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    894082 | PA      | $851439.78    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19513612 | PA      | $16434070.97  | 0.44%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-11                                            | FNMA_13-11                                    | CUSIP: 3136ABZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     42000 | PA      | $38753.03     | 0.00%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-49                                            | FNMA_13-49C                                   | CUSIP: 3136AD7G8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    592571 | PA      | $501098.47    | 0.01%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5166402 | PA      | $4518150.27   | 0.12%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4815452 | PA      | $4215285.83   | 0.11%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-43                                            | FNMA_13-43                                    | CUSIP: 3136ADY52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1700872 | PA      | $1466335.16   | 0.04%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA_13-59                                                       | FNMA_13-59                                    | CUSIP: 3136AEG50<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000000 | PA      | $824519.30    | 0.02%             | 2043-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-90                                            | FNMA_13-90                                    | CUSIP: 3136AF6H2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1144426 | PA      | $1121949.47   | 0.03%             | 2033-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA_13-81                                                       | FNMA_13-81                                    | CUSIP: 3136AFK60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    520038 | PA      | $511117.12    | 0.01%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2779412 | PA      | $2466673.71   | 0.07%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 10YR UMBS                               | CUSIP: 3133LPS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    815500 | PA      | $779753.43    | 0.02%             | 2030-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-107             | GNMA_10-107                                   | CUSIP: 38377JFF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    236089 | PA      | $46771.94     | 0.00%             | 2039-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-130             | GNMA_10-130                                   | CUSIP: 38377LK72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    150004 | PA      | $160235.19    | 0.00%             | 2040-10-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                                   | CUSIP: 3136AGA69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1656254 | PA      | $1580643.17   | 0.04%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-92                                            | FNMA_13-92                                    | CUSIP: 3136AGGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    494916 | PA      | $370034.16    | 0.01%             | 2043-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 10YR UMBS                               | CUSIP: 3133LPTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1589602 | PA      | $1520033.27   | 0.04%             | 2030-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2127                                           | FHLMC_2127                                    | CUSIP: 3133TJM34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      9917 | PA      | $9968.14      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC_2165                                                       | FHLMC_2165                                    | CUSIP: 3133TLEK0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     14466 | PA      | $14684.82     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2326                                           | FHLMC_2326                                    | CUSIP: 3133TTX48<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     71567 | PA      | $73484.88     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-108                                           | FNMA_13-108                                   | CUSIP: 3136AGMM1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1337631 | PA      | $1289643.57   | 0.03%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-100                                           | FNMA_13-100                                   | CUSIP: 3136AGWP3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1696645 | PA      | $1635309.19   | 0.04%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC SUPER               | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1202575 | PA      | $1069489.41   | 0.03%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC SUPER               | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1406704 | PA      | $1247838.96   | 0.03%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_13-101                                           | FNMA_13-101                                   | CUSIP: 3136AGZH8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    764849 | PA      | $569093.51    | 0.02%             | 2043-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA_13-128                                                      | FNMA_13-128                                   | CUSIP: 3136AHNE6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    446140 | PA      | $326006.25    | 0.01%             | 2043-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_14-25                                            | FNMA_14-25                                    | CUSIP: 3136AJ3U8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1105777 | PA      | $1022532.55   | 0.03%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA_14-74                                                       | FNMA_14-74                                    | CUSIP: 3136ALXB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    563298 | PA      | $554743.32    | 0.01%             | 2044-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-8                                             | FNMA_15-8                                     | CUSIP: 3136AMUK3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1923495 | PA      | $1728387.13   | 0.05%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA_15-26A                                   | CUSIP: 3136ANQS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |    333749 | PA      | $327244.15    | 0.01%             | 2045-05-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-72                                            | FNMA_15-72                                    | CUSIP: 3136AQAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    751000 | PA      | $651612.21    | 0.02%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-24                                            | FNMA_17-24                                    | CUSIP: 3136AVP94<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3140248 | PA      | $2747878.29   | 0.07%             | 2047-04-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-11                                            | FNMA_17-11                                    | CUSIP: 3136AVRD3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    348349 | PA      | $345683.37    | 0.01%             | 2047-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-12                                            | FNMA_17-12                                    | CUSIP: 3136AVTN9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1038568 | PA      | $1028451.09   | 0.03%             | 2047-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-9                                             | FNMA_17-9                                     | CUSIP: 3136AVWS4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    991028 | PA      | $981458.59    | 0.03%             | 2047-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-9                                             | FNMA_17-9                                     | CUSIP: 3136AVWX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    906659 | PA      | $897968.17    | 0.02%             | 2047-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-9                                             | FNMA_17-9                                     | CUSIP: 3136AVXA2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    380662 | PA      | $377982.44    | 0.01%             | 2047-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-26                                            | FNMA_17-26                                    | CUSIP: 3136AWBV8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2179569 | PA      | $2157539.52   | 0.06%             | 2047-04-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-35                                            | FNMA_17-35                                    | CUSIP: 3136AWNE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    699655 | PA      | $677114.21    | 0.02%             | 2044-12-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M5                                       | FNMA_17-M5                                    | CUSIP: 3136AWWF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1034548 | PA      | $994819.11    | 0.03%             | 2029-04-25      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_17-M12                                      | FNMA_17-M12                                   | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1408005 | PA      | $1379348.20   | 0.04%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-113                                           | FNMA_17-113                                   | CUSIP: 3136AY7F4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    344277 | PA      | $340266.52    | 0.01%             | 2048-01-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-82                                            | FNMA_17-82                                    | CUSIP: 3136AYPC1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    792097 | PA      | $790059.16    | 0.02%             | 2047-10-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3802                                           | FHLMC_3802                                    | CUSIP: 3137A6CE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    177373 | PA      | $15116.21     | 0.00%             | 2040-01-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3819                                           | FHLMC_3819                                    | CUSIP: 3137A8N20<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    213380 | PA      | $225774.67    | 0.01%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3852                                           | FHLMC_3852                                    | CUSIP: 3137ABAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    115785 | PA      | $110714.42    | 0.00%             | 2041-05-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3890                                           | FHLMC_3890                                    | CUSIP: 3137ADLC9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    979859 | PA      | $999124.92    | 0.03%             | 2041-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3919                                           | FHLMC_3919                                    | CUSIP: 3137AFPQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    542410 | PA      | $537182.50    | 0.01%             | 2041-09-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-157             | GNMA_10-157                                   | CUSIP: 38377NF41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    188243 | PA      | $160953.51    | 0.00%             | 2040-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-163             | GNMA_10-163                                   | CUSIP: 38377RKA2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1201557 | PA      | $1195979.12   | 0.03%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3958                                           | FHLMC_3958                                    | CUSIP: 3137AJB29<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    635998 | PA      | $628860.83    | 0.02%             | 2041-11-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3975                                           | FHLMC_3975                                    | CUSIP: 3137AK4K4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    589100 | PA      | $583613.50    | 0.02%             | 2041-12-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3990                                           | FHLMC_3990                                    | CUSIP: 3137AL3F4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    737703 | PA      | $729606.39    | 0.02%             | 2042-01-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4015                                           | FHLMC_4015                                    | CUSIP: 3137ANDK8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1523066 | PA      | $1445930.51   | 0.04%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4048                                           | FHLMC_4048                                    | CUSIP: 3137AQUG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    185555 | PA      | $184265.35    | 0.00%             | 2037-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4059                                           | FHLMC_4059                                    | CUSIP: 3137AQZV3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    677481 | PA      | $669272.47    | 0.02%             | 2042-06-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4587                                           | FHLMC_4587                                    | CUSIP: 3137BPXH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1227655 | PA      | $1217726.87   | 0.03%             | 2046-06-15      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4604                                           | FHLMC_4604                                    | CUSIP: 3137BRN76<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1854223 | PA      | $1833251.32   | 0.05%             | 2046-08-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FHLMC_4620                                            | FHLMC_4620                                    | CUSIP: 3137BSAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1255518 | PA      | $1243315.02   | 0.03%             | 2046-10-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5058                | FHLMC_5058                                    | CUSIP: 3137F8AV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1024245 | PA      | $1011532.14   | 0.03%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-75              | GNMA_11-75                                    | CUSIP: 38377WFA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    163331 | PA      | $10554.81     | 0.00%             | 2041-05-20      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-137             | GNMA_11-137                                   | CUSIP: 38377YX39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    328078 | PA      | $339168.61    | 0.01%             | 2040-07-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-8                                             | FNMA_06-8                                     | CUSIP: 31394VX47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    356564 | PA      | $33928.89     | 0.00%             | 2036-03-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-15                                            | FNMA_06-15                                    | CUSIP: 31395BTU7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     56867 | PA      | $48326.76     | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNMA FNMA_06-43                             | FNMA_06-43                                    | CUSIP: 31395DP45<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    322605 | PA      | $32906.45     | 0.00%             | 2036-06-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| FHLMC STUCTURED PASS THROUGH SECURITIES FHLMC_T-62               | FHLMC_T-62                                    | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    252271 | PA      | $230966.24    | 0.01%             | 2044-10-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-58                                            | FNMA_06-58                                    | CUSIP: 31395NE86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     88666 | PA      | $6447.78      | 0.00%             | 2036-07-25      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2953                                           | FHLMC_2953                                    | CUSIP: 31395PMJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1076927 | PA      | $1116463.62   | 0.03%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_414                                              | FNMA_414                                      | CUSIP: 31395QDZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    194486 | PA      | $183511.21    | 0.00%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_2990                                                       | FHLMC_2990                                    | CUSIP: 31395V4P1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    395496 | PA      | $413766.42    | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3101                                           | FHLMC_3101                                    | CUSIP: 31396GLR0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    106498 | PA      | $112674.38    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3100                                           | FHLMC_3100                                    | CUSIP: 31396H2D0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     38236 | PA      | $31921.68     | 0.00%             | 2036-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3117                                           | FHLMC_3117                                    | CUSIP: 31396HVT3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     16043 | PA      | $14173.08     | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3123                                           | FHLMC_3123                                    | CUSIP: 31396JNW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    135154 | PA      | $143207.17    | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REFERENCE REMIC FHLMC_R006                           | FHLMC_R006                                    | CUSIP: 31396JT21<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    162286 | PA      | $171712.40    | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-94                                            | FNMA_06-94                                    | CUSIP: 31396K4E9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     19696 | PA      | $179.25       | 0.00%             | 2026-10-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNW_06-W3                                   | FNMA_06-W3                                    | CUSIP: 31396L7E4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     69043 | PA      | $71653.75     | 0.00%             | 2046-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-117                                           | FNMA_06-117                                   | CUSIP: 31396LD23<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     77609 | PA      | $7518.58      | 0.00%             | 2036-12-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-105                                           | FNMA_06-105                                   | CUSIP: 31396LUS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    244076 | PA      | $254014.18    | 0.01%             | 2036-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3143-                                          | FHLMC_3143                                    | CUSIP: 31396NG75<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    148028 | PA      | $151373.03    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REFERENCE REMIC FHLM                                 | FHLMC_R007                                    | CUSIP: 31396NRF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    306886 | PA      | $320347.84    | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-18                                            | FNMA_07-18                                    | CUSIP: 31396P5P2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    117437 | PA      | $123989.52    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-37                                            | FNMA_09-37                                    | CUSIP: 31396QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    110090 | PA      | $7182.98      | 0.00%             | 2039-06-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-68                                            | FNMA_09-68                                    | CUSIP: 31396QD71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    153363 | PA      | $15113.64     | 0.00%             | 2039-09-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-60                                            | FNMA_09-60                                    | CUSIP: 31396QPL7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    169917 | PA      | $180238.40    | 0.00%             | 2039-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-17                                            | FNMA_09-17                                    | CUSIP: 31397NGH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     24458 | PA      | $2497.42      | 0.00%             | 2039-03-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-141             | GNMA_12-141                                   | CUSIP: 38378GPG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    249425 | PA      | $237331.62    | 0.01%             | 2042-01-20      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| GNMA_13-75                                                       | GNMA_13-75                                    | CUSIP: 38378J4C3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    165951 | PA      | $170066.94    | 0.00%             | 2040-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3385                                           | FHLMC_3385                                    | CUSIP: 31397PAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     24254 | PA      | $1649.82      | 0.00%             | 2037-11-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-2                                             | FNMA_11-2                                     | CUSIP: 31397QHL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     38569 | PA      | $40037.09     | 0.00%             | 2051-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-147                                           | FNMA_10-147                                   | CUSIP: 31397QW95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    664926 | PA      | $82034.24     | 0.00%             | 2041-01-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1697755 | PA      | $1760825.67   | 0.05%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1793208 | PA      | $1854850.59   | 0.05%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140W1RW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1687421 | PA      | $1455378.20   | 0.04%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1672818 | PA      | $1510055.99   | 0.04%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3367000 | PA      | $2835452.22   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140X5YX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3001312 | PA      | $2833125.24   | 0.08%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140X7TJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1098534 | PA      | $1074351.39   | 0.03%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140X8KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4976760 | PA      | $4346237.77   | 0.12%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    810376 | PA      | $683233.92    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR UMBS SUPER                          | CUSIP: 3140XAKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1333878 | PA      | $1273496.30   | 0.03%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XAL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1256581 | PA      | $1135101.88   | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    744820 | PA      | $661925.09    | 0.02%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1910643 | PA      | $1605386.22   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XBZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7760947 | PA      | $6522810.97   | 0.17%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5960297 | PA      | $5382854.45   | 0.14%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1577733 | PA      | $1410976.42   | 0.04%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3218618 | PA      | $2775993.56   | 0.07%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-54              | GNMA_13-54                                    | CUSIP: 38378MRL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    654361 | PA      | $669378.37    | 0.02%             | 2042-11-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-152             | GNMA_13-152                                   | CUSIP: 38378UWV5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1365874 | PA      | $1264727.93   | 0.03%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TOTALENERGIES CAPITAL SA                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    413000 | PA      | $386296.01    | 0.01%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_25-1                  | TALNT_25-1A                                   | CUSIP: 891950AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1991000 | PA      | $2010423.40   | 0.05%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C                    | TAOT_23-C                                     | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720539 | PA      | $2735064.50   | 0.07%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D                    | TAOT_22-D                                     | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158000 | PA      | $1174689.10   | 0.03%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE CO                               | TRANS-ALLEGHENY INTERSTATE LINE CO            | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1524044.44   | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                        | TRANSCANADA PIPELINES LIMITED                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $594304.45    | 0.02%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TRANSDIGM INC                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    900000 | PA      | $932171.82    | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                                      | TRIMAS CORPORATION                            | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    505000 | PA      | $479837.70    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GENERATION UNLIMITED                                    | TRINIDAD GENERATION UNLIMITED                 | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    213000 | PA      | $219295.27    | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                         | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1098505.04   | 0.03%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA_14-133                                                      | GNMA_14-133                                   | CUSIP: 38379GQX8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1029077 | PA      | $925598.45    | 0.02%             | 2044-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-149             | GNMA_14-149                                   | CUSIP: 38379GSW8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1026673 | PA      | $942890.60    | 0.03%             | 2044-07-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-181             | GNMA_14-181                                   | CUSIP: 38379HMV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    966138 | PA      | $877128.18    | 0.02%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-144                                   | CUSIP: 38379QD93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1474755 | PA      | $1304744.71   | 0.03%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-215             | GNMA_21-215                                   | CUSIP: 38383D2L1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6884550 | PA      | $5983967.76   | 0.16%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-5               | GNMA_22-5                                     | CUSIP: 38383FF57<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6483315 | PA      | $5475654.45   | 0.15%             | 2049-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GAP INC                                                          | GAP INC                                       | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    520000 | PA      | $482893.70    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                        | GARDA WORLD SECURITY CORP (MONTREA            | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    378000 | PA      | $375736.87    | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                            | GENERAL DYNAMICS CORPORATION                  | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1555723.96   | 0.04%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC               | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2625716.15   | 0.07%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC               | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    438000 | PA      | $444339.12    | 0.01%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL CO INC               | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    843000 | PA      | $852837.78    | 0.02%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINANCIAL COMPANY I            | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2033920.86   | 0.05%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC.                                           | GENESEE & WYOMING INC                         | CUSIP: 371559AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $577276.44    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY                                                   | GENESIS ENERGY LP/GENESIS ENERGY              | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284141.90    | 0.01%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY                         | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    360000 | PA      | $367221.20    | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER COMPANY                         | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    412000 | PA      | $417812.16    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                                 | GERDAU TRADE INC                              | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |   1617000 | PA      | $1617770.39   | 0.04%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                           | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    805000 | PA      | $734223.40    | 0.02%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                           | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    202000 | PA      | $165087.06    | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-9               | GNMA_22-9                                     | CUSIP: 38383FR62<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1199066 | PA      | $986676.11    | 0.03%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-24              | GNMA_22-24                                    | CUSIP: 38383FX73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    413545 | PA      | $351852.60    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                              | NUSTAR LOGISTICS LP                           | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    530000 | PA      | $549182.41    | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                        | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    300000 | PA      | $299797.62    | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY             | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1014774.49   | 0.03%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY             | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    785000 | PA      | $811231.10    | 0.02%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NEW            | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1368219.46   | 0.04%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                         | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    352000 | PA      | $367540.76    | 0.01%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                         | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    695000 | PA      | $751910.79    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | CONSUMERS ENERGY COMPANY                      | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    412000 | PA      | $407869.23    | 0.01%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | CONSUMERS ENERGY COMPANY                      | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2068248.21   | 0.06%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                         | CONSUMERS ENERGY COMPANY                      | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1535054.75   | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 23 SECURE FUND CMRS_23                                 | CONSUMERS 23 SECURE FUND                      | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    897000 | PA      | $921214.75    | 0.02%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COLONY AMERICAN FINANCE LTD CAFL_19-3                            | CAFL_19-3                                     | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213695 | PA      | $210041.60    | 0.01%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | COREWEAVE INC                                 | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102237.69    | 0.00%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $2012753.10   | 0.05%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                          | CORPORACION NACIONAL DEL COBRE DE             | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    237000 | PA      | $247723.69    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR TBA(REG C)                         | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16600000 | PA      | $16621784.01  | 0.44%             | 2055-07-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                            | TRUIST FINANCIAL CORP                         | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269407.73    | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                         | TUCSON ELECTRIC POWER CO                      | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    238000 | PA      | $226119.84    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1227376.35   | 0.03%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2276000 | PA      | $2317593.94   | 0.06%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                          | CORPORATE OFFICE PROPERTIES LP                | CUSIP: 22003BAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    322000 | PA      | $284873.19    | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)                   | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    202000 | PA      | $194399.73    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                             | TURKEY (REPUBLIC OF)                          | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $409820.58    | 0.01%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TURKEY (REPUBLIC OF)                                             | TURKEY (REPUBLIC OF)                          | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $200359.77    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1643002.74   | 0.04%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1902233.27   | 0.05%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)                   | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    552000 | PA      | $532455.05    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                            | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    435000 | PA      | $404646.40    | 0.01%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TURKIYE CUMHURIYETI ZIRAAT BANKASI AS                            | TC ZIRAAT BANKASI AS                          | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | NUSS              | TR        |    238000 | PA      | $237599.06    | 0.01%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                    | II-VI INCORPORATED                            | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    440000 | PA      | $432292.37    | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                        | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $200904.58    | 0.01%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LENDING CORP                                   | OAKTREE SPECIALTY LENDING CORP                | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1348886.69   | 0.04%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    671000 | PA      | $670933.12    | 0.02%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ACADEMIC LOAN FUNDING TRUST ALFT                                 | ALFT_13-1A                                    | CUSIP: 00389VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331944 | PA      | $319289.25    | 0.01%             | 2044-12-26      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-2                                   | DTAOT_23-2                                    | CUSIP: 23346CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $967932.90    | 0.03%             | 2030-04-15      | Fixed         | 11.06%                | No            |                  2 | On Loan: No      |
| DANA INC                                                         | DANA INC                                      | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250625.00    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2774000 | PA      | $2615712.11   | 0.07%             | 2030-08-13      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1091000 | PA      | $1096778.80   | 0.03%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                            | ACCENTURE CAPITAL INC                         | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   3196000 | PA      | $3163065.80   | 0.08%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                            | ACCENTURE CAPITAL INC                         | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $2065322.38   | 0.06%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                               | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    320000 | PA      | $331677.48    | 0.01%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                  | DANSKE BANK A/S                               | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    524000 | PA      | $521708.70    | 0.01%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    320000 | PA      | $369717.22    | 0.01%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    315000 | PA      | $343362.02    | 0.01%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    683000 | PA      | $709053.03    | 0.02%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-2                            | VERUS_21-2                                    | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    925317 | PA      | $840779.12    | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                          | DARLING INGREDIENTS INC                       | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249768.04    | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC COLO_21-1A                                   | COLO_21-1A                                    | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2850000 | PA      | $2787836.94   | 0.07%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                          | ALLEGHENY TECHNOLOGIES INC                    | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    480000 | PA      | $479863.72    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                       | ALLIANZ SE                                    | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $797840.50    | 0.02%             | 2054-09-03      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-8                            | VERUS_21-8                                    | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1385014 | PA      | $1256205.38   | 0.03%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-4                            | VERUS_21-4                                    | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1335199 | PA      | $1114516.60   | 0.03%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                       | DAVITA INC                                    | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574989.65    | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                                       | DEERE & CO                                    | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3749326.87   | 0.10%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                      | ATLAS LUXCO 4 SARL/ALLIED UNIV                | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227979.80    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | ALLISON TRANSMISSION INC                      | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    515000 | PA      | $519385.26    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                  | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    178000 | PA      | $177571.16    | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                     | WP CAREY INC                                  | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    255000 | PA      | $207708.11    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_25-2          | AMXCA_25-2                                    | CUSIP: 02582JKP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6837000 | PA      | $6874211.74   | 0.18%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     59000 | PA      | $57944.30     | 0.00%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO CARD ISSUANCE TRUST WFCIT_24-A2                      | WFCIT_24-A2                                   | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3287000 | PA      | $3302420.63   | 0.09%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| WBCMT_04-C12                                                     | WBCMT_04-C12                                  | CUSIP: 929766SJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140682 | PA      | $299.84       | 0.00%             | 2041-07-15      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1489000 | PA      | $1414627.67   | 0.04%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    932000 | PA      | $957213.69    | 0.03%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WACHOVIA BANK COMMERCIAL MORTGAGE WBCMT_06-C24                   | WBCMT_06-C24                                  | CUSIP: 92976BGA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33547 | PA      | $0.34         | 0.00%             | 2045-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                      | WALMART INC                                   | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2807000 | PA      | $2838683.79   | 0.08%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2517000 | PA      | $2591769.81   | 0.07%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    396000 | PA      | $398902.68    | 0.01%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                      | WALMART INC                                   | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3674000 | PA      | $3722271.40   | 0.10%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WFMBS_04-U                                                       | WFMBS_04-U                                    | CUSIP: 949803AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66146 | PA      | $65474.54     | 0.00%             | 2034-10-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                       | AXALTA COATING SYSTEMS/HOLDING BV             | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    371000 | PA      | $368583.32    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SEC                                 | BBCMS_16-ETC                                  | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7198915.20   | 0.19%             | 2036-08-14      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1005477.12   | 0.03%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1471054.70   | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_18-C2          | BBCMS_18-C2                                   | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399764 | PA      | $398463.20    | 0.01%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_22-C17         | BBCMS_22-C17                                  | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2556000 | PA      | $2479346.58   | 0.07%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                              | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    436000 | PA      | $485613.91    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_24-A1                    | BACCT_24-A1                                   | CUSIP: 05522RDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1882000 | PA      | $1910150.39   | 0.05%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1242862.44   | 0.03%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    792000 | PA      | $810992.59    | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    785000 | PA      | $810459.08    | 0.02%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1209273.09   | 0.03%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2251000 | PA      | $2379425.76   | 0.06%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    398000 | PA      | $435066.96    | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                           | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    295000 | PA      | $211564.52    | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                           | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    566000 | PA      | $584983.67    | 0.02%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1276124.28   | 0.03%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1833493.11   | 0.05%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_25-A1                    | BACCT_25-A1                                   | CUSIP: 05522RDK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4779000 | PA      | $4809032.19   | 0.13%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                  | BAE SYSTEMS PLC                               | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    217000 | PA      | $188488.70    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    642000 | PA      | $658583.36    | 0.02%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE WFCM_21-SAVE                     | WFCM_21-SAVE                                  | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681742 | PA      | $681349.84    | 0.02%             | 2040-02-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_25-C64                | WFCM_25-C64                                   | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    767000 | PA      | $798431.05    | 0.02%             | 2058-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO DISTRIBUTION INC                        | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    810000 | PA      | $819599.48    | 0.02%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                              | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2258995.48   | 0.06%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                              | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1348427.13   | 0.04%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-4                 | WLAKE_23-4A                                   | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4150000 | PA      | $4323020.14   | 0.12%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| WILLIAM CARTER CO (THE)                                          | WILLIAM CARTER COMPANY (THE)                  | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    405000 | PA      | $402486.44    | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT CAPITAL CORP                              | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1196867.42   | 0.03%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BMD2_19-FRR1                                                     | BMD2_19-FRR1                                  | CUSIP: 055631BY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6739000 | PA      | $4864245.24   | 0.13%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                           | WILLIAMS COMPANIES INC                        | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    885000 | PA      | $868235.42    | 0.02%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC                         | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    365000 | PA      | $383828.25    | 0.01%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BMD2_19-FRR1                                                     | BMD2_19-FRR1                                  | CUSIP: 055631CJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8685000 | PA      | $6448205.17   | 0.17%             | 2052-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP CAPITAL MARKETS PLC                        | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    456000 | PA      | $454917.06    | 0.01%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $644925.41    | 0.02%             | 2027-10-19      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    804000 | PA      | $850780.47    | 0.02%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1044000 | PA      | $1147215.56   | 0.03%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA                               | BANCO BILBAO VIZCAYA ARGENTARIA SA            | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1648397.07   | 0.04%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION BAFC_04-3                    | BAFC_04-3                                     | CUSIP: 05946XGP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20999 | PA      | $21011.44     | 0.00%             | 2034-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                            | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $193168.44    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                            | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2478752.03   | 0.07%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                        | CALIFORNIA RESOURCES CORP                     | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121067.66    | 0.00%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                  | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    640000 | PA      | $634171.19    | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                  | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    830000 | PA      | $829226.20    | 0.02%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                     | CALPINE CORP                                  | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    649000 | PA      | $640422.50    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMER                                 | CANADIAN IMPERIAL BANK OF COMMERCE            | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    295000 | PA      | $295105.21    | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORP                    | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    254000 | PA      | $245397.64    | 0.01%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                             | CAPITAL ONE FINANCIAL CORPORATION             | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $3215737.00   | 0.09%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                      | CARGILL INC                                   | CUSIP: 141781AF1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $333057.94    | 0.01%             | 2036-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_25-2                               | CARMX_25-2                                    | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3726000 | PA      | $3755133.97   | 0.10%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | CARNIVAL CORP                                 | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1135000 | PA      | $1160224.80   | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | CAROLINA POWER & LIGHT COMPANY                | CUSIP: 144141CV8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    174000 | PA      | $181450.20    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECH CORP                                              | CARPENTER TECHNOLOGY CORP                     | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    485000 | PA      | $486131.14    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARS MTI1 LP CARM_20-1                                           | CARM_20-1A                                    | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840650 | PA      | $784284.08    | 0.02%             | 2050-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_24-N3                       | CRVNA_24-N3                                   | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4967358.00   | 0.13%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                  | CATERPILLAR INC                               | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2668090.47   | 0.07%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES                | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1616868.15   | 0.04%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES                | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2397000 | PA      | $2437193.65   | 0.06%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                              | CATERPILLAR FINANCIAL SERVICES                | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1655231.31   | 0.04%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                          | CENTERPOINT ENERGY HOUSTON ELEC               | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    776000 | PA      | $558105.17    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                              | GILEAD SCIENCES INC                           | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    501000 | PA      | $491594.33    | 0.01%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    831000 | PA      | $730151.22    | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                 | CHART INDUSTRIES INC                          | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    685000 | PA      | $717472.89    | 0.02%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    167000 | PA      | $157358.40    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3234000 | PA      | $3301314.59   | 0.09%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC                              | GLOBAL INFRASTRUCTURE SOLUTIONS               | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    670000 | PA      | $665494.88    | 0.02%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    231000 | PA      | $185001.97    | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    255000 | PA      | $169965.89    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_24-2              | GMREV_24-2                                    | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988000 | PA      | $991004.31    | 0.03%             | 2037-03-11      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3                 | GMALT_23-3                                    | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812000 | PA      | $815315.80    | 0.02%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                            | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1320000 | PA      | $1294947.27   | 0.03%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                            | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    970000 | PA      | $1019275.93   | 0.03%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $2341720.98   | 0.06%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    481000 | PA      | $506590.31    | 0.01%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                            | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $380428.52    | 0.01%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                            | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    555000 | PA      | $575356.64    | 0.02%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    264000 | PA      | $274798.56    | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1257837.74   | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA                            | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2797000 | PA      | $2849254.65   | 0.08%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_24-2                     | CAALT_24-2A                                   | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6667000 | PA      | $6874075.69   | 0.18%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2714000 | PA      | $2746234.53   | 0.07%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2405027.62   | 0.06%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG                                  | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $246099.66    | 0.01%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURIT                                 | CSFB_03-21                                    | CUSIP: 22541QPB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24573 | PA      | $24580.39     | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    962000 | PA      | $950383.98    | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    730000 | PA      | $754476.36    | 0.02%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURIT                                 | CSFB_04-8                                     | CUSIP: 22541SU55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86508 | PA      | $88022.20     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MORTGAGE SECURITIES CORP CSFB_04-4               | CSFB_04-4                                     | CUSIP: 22541SUD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63111 | PA      | $64076.03     | 0.00%             | 2034-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4123237.15   | 0.11%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1129330.79   | 0.03%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | CRESTWOOD MIDSTREAM PARTNERS LP               | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1481523.47   | 0.04%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWLEY CONRO LLC                                                | CROWLEY CONRO LLC                             | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | USGA              | US        |    558712 | PA      | $508639.64    | 0.01%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC/THE                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5756000 | PA      | $5902343.86   | 0.16%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    782000 | PA      | $771174.81    | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INTERNATIONAL CORP               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1143782.54   | 0.03%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                 | CROWN CASTLE INC                              | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1248346.42   | 0.03%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $422946.50    | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-1               | GNMA_25-1                                     | CUSIP: 38385CKW7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |  16018510 | PA      | $15321660.03  | 0.41%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST DBW                                          | DBWF_15-LCM                                   | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    438701 | PA      | $430213.16    | 0.01%             | 2034-06-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST DBW                                          | DBWF_15-LCM                                   | CUSIP: 23306NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3152000 | PA      | $3037871.12   | 0.08%             | 2034-06-10      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                              | GRAPHIC PACKAGING INTERNATIONAL               | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    395000 | PA      | $403271.58    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | GRAY TELEVISION INC                           | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $453860.56    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC CO                               | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    453000 | PA      | $370570.77    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC COMPANY                          | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $800022.16    | 0.02%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC COMPANY                          | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    562000 | PA      | $413231.70    | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DTE ELECTRIC COMPANY                          | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    722000 | PA      | $735392.80    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                  | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    885000 | PA      | $895721.47    | 0.02%             | 2030-11-05      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                 | DT MIDSTREAM INC                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $483251.18    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST DTAOT_23-3                                   | DTAOT_23-3A                                   | CUSIP: 23345WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1069623.30   | 0.03%             | 2030-05-15      | Fixed         | 10.21%                | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                                                 | GREENKO DUTCH BV                              | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | NUSS              | NL        |    176000 | PA      | $172767.54    | 0.00%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORP                                                     | GRIFFON CORPORATION                           | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    436000 | PA      | $435555.95    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                 | GRUPO NUTRESA SA                              | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $270682.07    | 0.01%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                                                 | GUARA NORTE SARL                              | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    153658 | PA      | $145327.90    | 0.00%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | HARVEST MIDSTREAM I LP                        | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    420000 | PA      | $443642.94    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JORDAN (HASHEMITE KINGDOM OF)                                    | JORDAN (HASHEMITE KINGDOM OF)                 | CUSIP: 418097AG6<br>LEI: N/A                  | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $199018.10    | 0.01%             | 2026-01-29      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JORDAN (HASHEMITE KINGDOM OF)                                    | JORDAN (HASHEMITE KINGDOM OF)                 | CUSIP: 418097AJ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $176719.60    | 0.00%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | HERC HOLDINGS INC                             | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399839.18    | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST HERO_16-3A                                    | HERO_16-3A                                    | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205037 | PA      | $186679.95    | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST HERO_17-3A                                    | HERO_17-3A                                    | CUSIP: 42771AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427917 | PA      | $386830.73    | 0.01%             | 2048-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST HERO_17-1A                                    | HERO_17-1A                                    | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336330 | PA      | $310522.41    | 0.01%             | 2047-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HERTZ CORPORATION (THE)                                          | HERTZ CORPORATION (THE)                       | CUSIP: 428040DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $448858.11    | 0.01%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                        | HESS CORPORATION                              | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1218356.96   | 0.03%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                     | HESS MIDSTREAM PARTNERS LP                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $421157.80    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                    | HEWLETT PACKARD ENTERPRISE CO                 | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    855000 | PA      | $788971.61    | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                              | HILCORP ENERGY I LP/HILCORP FIN               | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    540000 | PA      | $533094.58    | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND                                                      | HILLENBRAND INC                               | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    505000 | PA      | $452689.28    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY             | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144232.54    | 0.00%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY             | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    490000 | PA      | $468952.16    | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON DOMESTIC OPERATING COMPANY             | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50952.18     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                            | HILTON WORLDWIDE FIN LLC / FIN                | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304529.91    | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_20-PLS1              | NZES_20-PLS1                                  | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1110815 | PA      | $1099651.35   | 0.03%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                      | HOLOGIC INC                                   | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    525000 | PA      | $500569.54    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                      | HONEYWELL INTERNATIONAL INC                   | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    245000 | PA      | $232330.67    | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                             | HOWMET AEROSPACE INC                          | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1082306.88   | 0.03%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                        | HUNTINGTON BANCSHARES INC/OH                  | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    254000 | PA      | $259518.41    | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-117                                           | FNMA_11-117                                   | CUSIP: 3136A14M4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    467967 | PA      | $462632.45    | 0.01%             | 2041-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-118                                           | FNMA_11-118                                   | CUSIP: 3136A1Y82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    234088 | PA      | $251642.58    | 0.01%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPERATING PARTNER            | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1161793.21   | 0.03%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA INC                                     | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    358000 | PA      | $356950.72    | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                | IRON MOUNTAIN INC                             | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745392.61    | 0.02%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                             | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    733000 | PA      | $514691.38    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                             | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    363000 | PA      | $345157.63    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1879000 | PA      | $1743798.75   | 0.05%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3081000 | PA      | $3147707.74   | 0.08%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ISRAEL (STATE OF)                                                | ISRAEL (STATE OF)                             | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1807000 | PA      | $1839516.10   | 0.05%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ISTANBUL METROPOLITAN MUNICIPALITY OF                            | ISTANBUL METROPOLITAN MUNICIPALITY            | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    455000 | PA      | $489319.90    | 0.01%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ITC HOLDINGS                                                     | ITC HOLDINGS CORP                             | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    310000 | PA      | $288197.13    | 0.01%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS                                                     | ITC HOLDINGS CORP                             | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    193000 | PA      | $195104.34    | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS                                                     | ITC HOLDINGS CORP                             | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    409000 | PA      | $413558.90    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS                                                     | ITC HOLDINGS CORP                             | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    689000 | PA      | $706384.57    | 0.02%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA            | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1988000 | PA      | $1740094.49   | 0.05%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA            | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2814000 | PA      | $2574039.09   | 0.07%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA            | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1224000 | PA      | $1268772.54   | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA LUX SA/JBS FOOD CO/JBS USA            | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1317000 | PA      | $1354262.46   | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_06-A2                             | JPMMT_06-A2                                   | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36238 | PA      | $35936.74     | 0.00%             | 2033-11-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST JPMMT_07-A1                             | JPMMT_07-A1                                   | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42411 | PA      | $43076.58     | 0.00%             | 2035-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| MLCC_03-A                                                        | MLCC_03-A                                     | CUSIP: 589929G28<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12347 | PA      | $10999.92     | 0.00%             | 2028-03-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| MLCC_03-E                                                        | MLCC_03-E                                     | CUSIP: 589929Y36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73210 | PA      | $69658.69     | 0.00%             | 2028-10-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| MLCC_04-A                                                        | MLCC_04-A                                     | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67012 | PA      | $61900.36     | 0.00%             | 2029-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MLMI_04-A4                                                       | MLMI_04-A4                                    | CUSIP: 59020ULR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64905 | PA      | $61468.20     | 0.00%             | 2034-08-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_25-2             | SFAST_25-2A                                   | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1469000 | PA      | $1474394.02   | 0.04%             | 2031-05-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                   | S&P GLOBAL INC                                | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    938000 | PA      | $852188.80    | 0.02%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                          | SBA COMMUNICATIONS CORP                       | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283352.69    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                         | SCE RECOVERY FUNDING LLC                      | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112651 | PA      | $109338.57    | 0.00%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1             | SFAST_24-1A                                   | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2726000 | PA      | $2736320.09   | 0.07%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1             | SFAST_24-1A                                   | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462000 | PA      | $467243.28    | 0.01%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST SBAT_24-A                            | SBAT_24-A                                     | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1031035 | PA      | $1033824.23   | 0.03%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST SBAT_24-A                            | SBAT_24-A                                     | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $528590.53    | 0.01%             | 2029-04-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_21-A                        | SMB_21-A                                      | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2548756 | PA      | $2298638.64   | 0.06%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST SMB_18-A                        | SMB_18-A                                      | CUSIP: 78449PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1276311 | PA      | $1260999.70   | 0.03%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                                  | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280191.72    | 0.01%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM ENERGY CO                                  | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300274.53    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                    | SS&C TECHNOLOGIES INC                         | CUSIP: 78466CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $475173.50    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM S                                 | SOFI_17-D                                     | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32568 | PA      | $32135.12     | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH_25-DATA                      | SWCH_25-DATA                                  | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515000 | PA      | $1502304.68   | 0.04%             | 2042-03-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA LUXEMBOURG SARL                                    | SAAVI ENERGIA LUXEMBOURG SARL                 | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    549000 | PA      | $571136.30    | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                             | SABRA HEALTH CARE LP                          | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    257000 | PA      | $229345.30    | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | SALESFORCE.COM INC                            | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    347000 | PA      | $249343.08    | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                      | SAN DIEGO GAS & ELECTRIC CO                   | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    318000 | PA      | $199767.53    | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP               | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    567000 | PA      | $537116.80    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP               | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    310000 | PA      | $318989.16    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                      | SUMITOMO MITSUI FINANCIAL GROUP IN            | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $362992.38    | 0.01%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                     | SUN COMMUNITIES OPERATING LP                  | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1414704.94   | 0.04%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US 2YR NOTE SEP 25                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       165 | NC      | $129731.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US 10YR NOTE SEP 25                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       166 | NC      | $430457.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US LONG BOND SEP 25                           | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       -78 | NC      | $-365413.05   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US ULTRA 10YR NOTE SEP 25                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       133 | NC      | $376456.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi                                                             | US ULTRA T-BOND SEP 25                        | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       341 | NC      | $1667396.43   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION FINANCE TRUST DRVPNK_25-1                             | DRVPNK_25-1A                                  | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $827824.69    | 0.02%             | 2030-06-10      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                              | AVANTOR FUNDING INC                           | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    345000 | PA      | $338851.84    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | AVIENT CORPORATION                            | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    470000 | PA      | $484585.23    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    911000 | PA      | $895932.78    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    688000 | PA      | $717174.32    | 0.02%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    547000 | PA      | $561905.65    | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    701000 | PA      | $700610.78    | 0.02%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1115222.30   | 0.03%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    817000 | PA      | $840266.93    | 0.02%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    682000 | PA      | $704334.95    | 0.02%             | 2079-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOWEGO                                      | BANK GOSPODARSTWA KRAJOWEGO-WARSAW            | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |   1727000 | PA      | $1704831.31   | 0.05%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                        | BANK OF IRELAND GROUP PLC                     | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    350000 | PA      | $360875.19    | 0.01%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                              | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    263000 | PA      | $274953.64    | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                 | BANK OF MONTREAL                              | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    409000 | PA      | $412490.84    | 0.01%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP                  | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    202000 | PA      | $214396.82    | 0.01%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP/THE                                 | BANK OF NEW YORK MELLON CORP/THE              | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2311685.49   | 0.06%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                              | BANK OF NOVA SCOTIA                           | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    473000 | PA      | $472574.33    | 0.01%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK BANK_22-BNK44                                               | BANK_22-BNK44                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705000 | PA      | $739877.06    | 0.02%             | 2032-10-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK5 BANK5_25-5YR13                                             | BANK5_25-5YR13                                | CUSIP: 06650CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380000 | PA      | $396117.78    | 0.01%             | 2058-01-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                            | BANQUE FEDERATIVE DU CREDIT MUTUEL            | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    545000 | PA      | $526452.63    | 0.01%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                            | BANQUE FEDERATIVE DU CREDIT MUTUEL            | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    737000 | PA      | $764817.14    | 0.02%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC - (LT) GTD                                          | BARCLAYS PLC                                  | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1195000 | PA      | $1355312.32   | 0.04%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                        | BAXTER INTERNATIONAL INC                      | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    733000 | PA      | $625693.30    | 0.02%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_25-5C33        | BBCMS_25-5C33                                 | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3635000 | PA      | $3799453.22   | 0.10%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                               | BAYTEX ENERGY CORP                            | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $660482.61    | 0.02%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_25-5C34        | BBCMS_25-5C34                                 | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030000 | PA      | $1070473.75   | 0.03%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BSARM_03-4                                                       | BSARM_03-4                                    | CUSIP: 07384MVR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13082 | PA      | $12653.29     | 0.00%             | 2033-07-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4227744 | PA      | $3438015.57   | 0.09%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5954421 | PA      | $4829175.51   | 0.13%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BSARM_03-7                                                       | BSARM_03-7                                    | CUSIP: 07384MYW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46770 | PA      | $45354.16     | 0.00%             | 2033-10-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURI                                 | BSABS_03-SD1                                  | CUSIP: 07384YKL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166426 | PA      | $171366.74    | 0.00%             | 2033-12-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR3                                          | AMSR_21-SFR3                                  | CUSIP: 00180UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3845000 | PA      | $3691750.22   | 0.10%             | 2038-10-17      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL LTD (LONDON BRANCH)                         | ANZ NEW ZEALAND INTL/LDN                      | CUSIP: 00182EBM0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    298000 | PA      | $275013.51    | 0.01%             | 2030-02-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BSCMS_07-T26                                                     | BSCMS_07-T26                                  | CUSIP: 07388VAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33468 | PA      | $0.83         | 0.00%             | 2045-01-12      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_21-B25                            | BMARK_21-B25                                  | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $678627.10    | 0.02%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST BMARK_25-V15                            | BMARK_25-V15                                  | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757000 | PA      | $792181.73    | 0.02%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BENIN ( REPUBLIC OF)                                             | BENIN ( REPUBLIC OF)                          | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    310000 | PA      | $293465.81    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    558000 | PA      | $537819.42    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    755000 | PA      | $592146.34    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORP                                  | BERKSHIRE HATHAWAY FINANCE CORP               | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    912000 | PA      | $547404.64    | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC                              | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $2039071.22   | 0.05%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL LLC                                              | BIG RIVER STEEL/BRS FIN                       | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322419.07    | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                       | BIOGEN INC                                    | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    930000 | PA      | $837887.75    | 0.02%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2079487.75   | 0.06%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)                      | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    500000 | PA      | $404967.63    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN CTF LTD                                     | BIOCEANICO SOVEREIGN CERTIFICATE              | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    295972 | PA      | $234137.12    | 0.01%             | 2034-06-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC                                         | BLUE RACER MIDSTREAM LLC/FIN CORP             | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $475475.01    | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT GOVERNMENT INTL BOND                    | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $354894.14    | 0.01%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)                      | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $202159.11    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                      | BLUE OWL CREDIT INCOME CORP                   | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1310013.79   | 0.03%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1530000 | PA      | $1542904.76   | 0.04%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    230000 | PA      | $226028.04    | 0.01%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    341000 | PA      | $303244.55    | 0.01%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT GOVERNMENT INTERNATIONAL BON            | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $202571.30    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EGYPT (ARAB REPUBLIC OF)                                         | EGYPT (ARAB REPUBLIC OF)                      | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $604556.26    | 0.02%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                                              | ARBOR REALTY SR INC                           | CUSIP: 03881NAG2<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2873666.20   | 0.08%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC                                           | ARBOR REALTY TRUST INC                        | CUSIP: 038923AX6<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5742052.08   | 0.15%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    708000 | PA      | $736460.24    | 0.02%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                        | BOEING CO                                     | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $183538.35    | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC                                     | ARDAGH PACKAGING FIN PLC/HLDGS USA            | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |   1465000 | PA      | $1375541.40   | 0.04%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                             | ARES MANAGEMENT CORP                          | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1133757.91   | 0.03%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                       | ARES STRATEGIC INCOME FUND                    | CUSIP: 04020EAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1592411.84   | 0.04%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC.                                     | ASBURY AUTOMOTIVE GROUP INC                   | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296631.27    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                | ATMOS ENERGY CORPORATION                      | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    298000 | PA      | $184000.51    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                     | AUTODESK INC                                  | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     97000 | PA      | $85106.60     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                     | AUTODESK INC                                  | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1049266.30   | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST DRVPNK_25-1                             | DRVPNK_25-1A                                  | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1578000 | PA      | $1589885.97   | 0.04%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MERCEDESBENZ AUTO RECEIVABLES TRUST MBART_25-1                   | MBART_25-1                                    | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1384000 | PA      | $1395234.90   | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | MERCK & CO INC                                | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    191000 | PA      | $151961.66    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                   | MERCK & CO INC                                | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    668000 | PA      | $469301.73    | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MLCC_04-1                                                        | MLCC_04-1                                     | CUSIP: 59020UNN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59133 | PA      | $55762.38     | 0.00%             | 2034-12-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| MLCC_04-G                                                        | MLCC_04-G                                     | CUSIP: 59020UPA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5586 | PA      | $5384.62      | 0.00%             | 2030-01-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | METROPOLITAN EDISON COMPANY                   | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1224551.18   | 0.03%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | METROPOLITAN EDISON COMPANY                   | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    809000 | PA      | $825449.99    | 0.02%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                               | METROPOLITAN LIFE GLOBAL FUNDING I            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    799000 | PA      | $810677.28    | 0.02%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4901094 | PA      | $4243221.00   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4438052 | PA      | $3906302.70   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | MICRON TECHNOLOGY INC                         | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1071497.63   | 0.03%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                            | MICRON TECHNOLOGY INC                         | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2819000 | PA      | $2948456.25   | 0.08%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-STATE TRUST MDST_06-1                                        | MDST_06-1                                     | CUSIP: 59548PAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365432 | PA      | $366572.11    | 0.01%             | 2040-10-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                       | MIDAMERICAN ENERGY COMPANY                    | CUSIP: 595620AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $365610.49    | 0.01%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                       | MIDAMERICAN ENERGY COMPANY                    | CUSIP: 595620AW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    911000 | PA      | $560992.36    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_18-DA                           | NAVSL_18-DA                                   | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785075 | PA      | $778208.55    | 0.02%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-CA                           | NAVSL_19-CA                                   | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258449 | PA      | $252961.90    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-A                            | NAVSL_19-A                                    | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257651 | PA      | $255198.45    | 0.01%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-D                            | NAVSL_19-D                                    | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135112 | PA      | $1093263.55   | 0.03%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-E                  | NAVSL_20-EA                                   | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2040081 | PA      | $1901386.05   | 0.05%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_20-GA                 | NAVSL_20-GA                                   | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739160 | PA      | $687880.80    | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-EA                           | NAVSL_21-EA                                   | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2847572 | PA      | $2520213.42   | 0.07%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-FA                           | NAVSL_21-FA                                   | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1823936 | PA      | $1588836.14   | 0.04%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-CA                           | NAVSL_21-CA                                   | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1284028 | PA      | $1150433.25   | 0.03%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST NAVSL_21-GA                 | NAVSL_21-GA                                   | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460404 | PA      | $414236.20    | 0.01%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_21-3                            | NAVSL_21-3A                                   | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1882131 | PA      | $1665964.50   | 0.04%             | 2070-08-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST NSLT_04-4                              | NSLT_04-4                                     | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701103 | PA      | $698047.74    | 0.02%             | 2037-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| NSLT_05-1                                                        | NSLT_05-1                                     | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1133962 | PA      | $1122502.98   | 0.03%             | 2033-10-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA (REPUBLIC OF)                         | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $189814.39    | 0.01%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE INC                                  | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    180000 | PA      | $154133.39    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                    | NISOURCE FINANCE CORPORATION                  | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    222000 | PA      | $216911.21    | 0.01%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_25-A                                | NALT_25-A                                     | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2116000 | PA      | $2131295.29   | 0.06%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR4                                          | AMSR_21-SFR4                                  | CUSIP: 66982FAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3844883.20   | 0.10%             | 2038-12-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE SA                                          | RAIZEN FUELS FINANCE SA                       | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $187363.66    | 0.00%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                         | RTX CORP                                      | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    504000 | PA      | $551876.31    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    982000 | PA      | $859785.37    | 0.02%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                       | SANTANDER HOLDINGS USA INC                    | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1061593.41   | 0.03%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-2                | SDART_24-2                                    | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2647000 | PA      | $2720737.21   | 0.07%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-3                | SDART_24-3                                    | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2002000 | PA      | $2012432.02   | 0.05%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_25-2                | SDART_25-2                                    | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1551000 | PA      | $1560689.25   | 0.04%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | SAUDI ARABIAN OIL CO                          | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    761000 | PA      | $764262.72    | 0.02%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                             | SAUDI ARABIAN OIL CO                          | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   3449000 | PA      | $3462712.65   | 0.09%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1145417 | PA      | $1023588.38   | 0.03%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1771199 | PA      | $1588491.62   | 0.04%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCOTTS MIRACLE-GRO CO/THE                                        | SCOTTS MIRACLE-GRO CO/THE                     | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    695000 | PA      | $671976.97    | 0.02%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO                | CUSIP: 845437BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $200522.26    | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | SOUTHWESTERN ENERGY COMPANY                   | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400526.57    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                               | SOUTHWESTERN ENERGY COMPANY                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2097000 | PA      | $2036275.78   | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1603764.21   | 0.04%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    519000 | PA      | $538151.48    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                              | SOUTHWESTERN PUBLIC SERVICE CO                | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    192000 | PA      | $166569.85    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                       | SPRINT CAPITAL CORPORATION                    | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $245820.52    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | BLOCK INC                                     | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    710000 | PA      | $651839.87    | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                    | SRM ESCROW ISSUER LLC                         | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    575000 | PA      | $573679.87    | 0.02%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                         | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    789000 | PA      | $817190.27    | 0.02%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $1269806.48   | 0.03%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                        | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $255636.06    | 0.01%             | 2027-01-14      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                        | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    885000 | PA      | $946194.26    | 0.03%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                        | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    569000 | PA      | $590676.34    | 0.02%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                        | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    515000 | PA      | $525155.77    | 0.01%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC                        | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1036000 | PA      | $1076497.69   | 0.03%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| STARWOOD NON-AGENCY LENDING LLC STAR_21-1                        | STAR_21-1                                     | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330519 | PA      | $309235.79    | 0.01%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | FOUNDRY JV HOLDCO LLC                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1086156.48   | 0.03%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN1                   | MSCR_21-MN1                                   | CUSIP: 35563FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1567321 | PA      | $1560137.93   | 0.04%             | 2051-01-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| STAR_20-3                                                        | STAR_20-3                                     | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    261652 | PA      | $253848.71    | 0.01%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-4                    | STAR_21-4                                     | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1357412 | PA      | $1216097.88   | 0.03%             | 2056-08-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                             | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    448000 | PA      | $466845.30    | 0.01%             | N/A             | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                | STATE STREET CORP                             | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $3253037.30   | 0.09%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN1                   | MSCR_21-MN1                                   | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1024896.20   | 0.03%             | 2051-01-25      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_22-MN4                   | MSCR_22-MN4                                   | CUSIP: 35563HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3735156 | PA      | $3790730.60   | 0.10%             | 2052-05-25      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                              | STATION CASINOS LLC                           | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294252.63    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENCHANCED LEASE TRUST SFUEL_25 | SFUEL_25-AA                                   | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5280000 | PA      | $5299830.62   | 0.14%             | 2028-07-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_22-MN4                   | MSCR_22-MN4                                   | CUSIP: 35563HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2814556.00   | 0.08%             | 2052-05-25      | Variable      | 10.81%                | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT RISK MSCR_21-MN2                   | MSCR_21-MN2                                   | CUSIP: 35563JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7250000 | PA      | $7250036.98   | 0.19%             | 2041-07-25      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                | STORE CAPITAL CORP                            | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1058331.35   | 0.03%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                | STORE CAPITAL CORP                            | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    472000 | PA      | $400352.34    | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                | STORE CAPITAL LLC                             | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    805000 | PA      | $814427.20    | 0.02%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRE_24-1A                                                       | STRE_24-1A                                    | CUSIP: 86324CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2449000 | PA      | $2699232.94   | 0.07%             | 2044-07-15      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_18-4                          | SCRT_18-4                                     | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4165832 | PA      | $3022681.31   | 0.08%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_19-3                          | SCRT_19-3                                     | CUSIP: 35563PLJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1570000 | PA      | $1285678.97   | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST STRE_24-2                        | STRE_24-2A                                    | CUSIP: 86324EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1734114.27   | 0.05%             | 2045-02-15      | Fixed         | 9.05%                 | No            |                  2 | On Loan: No      |
| SASC_03-34A                                                      | SASC_03-34A                                   | CUSIP: 86359A5B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71277 | PA      | $70846.71     | 0.00%             | 2033-11-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| SCRT_19-4                                                        | SCRT_19-4                                     | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1427452 | PA      | $1325887.55   | 0.04%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_24-2                          | SCRT_24-2                                     | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5922100 | PA      | $5062011.00   | 0.13%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SASC_03-40A                                                      | SASC_03-40A                                   | CUSIP: 86359BEK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57996 | PA      | $56797.25     | 0.00%             | 2034-01-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION SASC_04-4XS              | SASC_04-4XS                                   | CUSIP: 86359BHL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151840 | PA      | $149588.62    | 0.00%             | 2034-02-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER SCRT_25-1                          | SCRT_25-1                                     | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4224172 | PA      | $3578437.01   | 0.10%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST SLST_18-2                                     | SLST_18-2                                     | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2339401 | PA      | $2268593.77   | 0.06%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SARM_04-4                                                        | SARM_04-4                                     | CUSIP: 86359BPD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52372 | PA      | $48621.05     | 0.00%             | 2034-04-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| SAMI_04-AR5                                                      | SAMI_04-AR5                                   | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     94800 | PA      | $90720.99     | 0.00%             | 2034-10-19      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| SAMI_05-AR5                                                      | SAMI_05-AR5                                   | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50743 | PA      | $49692.08     | 0.00%             | 2035-07-19      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                     | STRYKER CORPORATION                           | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2253000 | PA      | $2298237.61   | 0.06%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                             | FREEPORT-MCMORAN INC                          | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    308000 | PA      | $305670.41    | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                             | FRONTIER COMMUNICATIONS CORP                  | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $295114.59    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                                     | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173287.24    | 0.00%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | SUNOCO LP                                     | CUSIP: 86765LAQ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300076.81    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS LP                                                 | SUPERIOR PLUS LP/SUPERIOR GEN                 | CUSIP: 86828LAC6<br>LEI: 549300K5Y13GU6TPZJ49 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $528844.61    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                         | SVENSKA HANDELSBANKEN AB                      | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1320000 | PA      | $1364249.79   | 0.04%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER PTY LTD                                         | GAIF BOND ISSUER PTY LTD                      | CUSIP: 361435AA8<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |    184000 | PA      | $181356.72    | 0.00%             | 2026-09-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                         | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $359726.94    | 0.01%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                                    | SYNAPTICS INCORPORATED                        | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |    340000 | PA      | $322229.89    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                  | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1214279.70   | 0.03%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                  | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1743235.37   | 0.05%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                  | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1392523.08   | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                            | GFL ENVIRONMENTAL INC                         | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    901000 | PA      | $941803.19    | 0.03%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II 30YR SF - JUMBO-CONFORMING            | CUSIP: 36179VQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6946379 | PA      | $5784401.39   | 0.15%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                  | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    151000 | PA      | $152221.91    | 0.00%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC                                  | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1196570.65   | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A1                        | SYNIT_25-A1                                   | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715000 | PA      | $2754299.63   | 0.07%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST SYNIT_25-A2                        | SYNIT_25-A2                                   | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5260000 | PA      | $5324719.57   | 0.14%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4967804 | PA      | $4222697.45   | 0.11%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1310621.84   | 0.03%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                              | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    217000 | PA      | $212467.82    | 0.01%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                              | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1401185.28   | 0.04%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-MOBILE USA INC                              | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    827000 | PA      | $829015.82    | 0.02%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_22-1                                     | TMUST_22-1A                                   | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511457 | PA      | $511746.82    | 0.01%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                          | UDR INC                                       | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    212000 | PA      | $208389.42    | 0.01%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                         | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3534280.48   | 0.09%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC                         | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    952000 | PA      | $889630.60    | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| USASF RECEIVABLES LLC USAUT_21-1A                                | USAUT_21-1A                                   | CUSIP: 90355EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1924504 | PA      | $1651913.34   | 0.04%             | 2026-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US AUTO FUNDING LLC USAUT_22-1                                   | USAUT_22-1A                                   | CUSIP: 90355FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $50.00        | 0.00%             | 2027-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| USCAR_25-1A-A3-MTGE                                              | USCAR_25-1A                                   | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1793000 | PA      | $1805226.47   | 0.05%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                        | UNITED PARCEL SERVICE INC                     | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1378000 | PA      | $1407405.01   | 0.04%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                        | UNITED PARCEL SERVICE INC                     | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1273132.14   | 0.03%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                        | UNITED PARCEL SERVICE INC                     | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1622511.02   | 0.04%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                               | UNITED RENTALS NA INC                         | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    765000 | PA      | $767165.32    | 0.02%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21126000 | PA      | $15623337.19  | 0.42%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4434000 | PA      | $3507709.69   | 0.09%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14492000 | PA      | $10681056.88  | 0.28%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2074000 | PA      | $1217826.88   | 0.03%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-111                                           | FNMA_11-111                                   | CUSIP: 3136A2HP1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1104952 | PA      | $1070015.76   | 0.03%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-127                                           | FNMA_11-127                                   | CUSIP: 3136A2SV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    499302 | PA      | $493273.54    | 0.01%             | 2041-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_12-12                                            | FNMA_12-12                                    | CUSIP: 3136A32U4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    495576 | PA      | $490694.81    | 0.01%             | 2042-02-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-142                                           | FNMA_11-142                                   | CUSIP: 3136A3NR8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    557051 | PA      | $551680.17    | 0.01%             | 2042-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                | JAPAN TOBACCO INC                             | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $334462.28    | 0.01%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA HOLDING LUX SARL                      | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    383000 | PA      | $396773.14    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA FOOD CO                               | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1430000 | PA      | $1428063.93   | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA FOOD CO                               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    533000 | PA      | $535907.99    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                         | JBS USA HOLDING LUX SARL                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2355000 | PA      | $2654796.33   | 0.07%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO               | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150643.98    | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT CO               | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $1898474.30   | 0.05%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                                 | KNIFE RIVER CORP                              | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $295047.68    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                        | KROGER CO                                     | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    385000 | PA      | $365142.38    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | BATH & BODY WORKS INC                         | CUSIP: 501797AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $605737.70    | 0.02%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL COMMERCIAL MORTGAGE SECURITIES LLC LCCM_13-GCP    | LCCM_13-GCP                                   | CUSIP: 50184BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1452899.76   | 0.04%             | 2036-02-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                      | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $299599.27    | 0.01%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                      | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1420000 | PA      | $1458900.48   | 0.04%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                      | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    356000 | PA      | $347190.89    | 0.01%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| STAGWELL GLOBAL LLC                                              | MIDAS OPCO HOLDINGS LLC                       | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $430589.31    | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MISS PWR CO                                                      | MISSISSIPPI POWER CO                          | CUSIP: 605417BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $456101.04    | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISS PWR CO                                                      | MISSISSIPPI POWER CO                          | CUSIP: 605417CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $826370.90    | 0.02%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC            | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    242000 | PA      | $208176.29    | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC            | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    349000 | PA      | $309812.12    | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC            | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    220000 | PA      | $213437.04    | 0.01%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC            | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2782000 | PA      | $2847083.21   | 0.08%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP                                   | MITSUBISHI UFJ FINANCIAL GROUP INC            | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2443000 | PA      | $2514642.28   | 0.07%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                    | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    219000 | PA      | $204374.36    | 0.01%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP INC                    | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $308634.66    | 0.01%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_18-L1                         | MSC_18-L1                                     | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    888000 | PA      | $879372.46    | 0.02%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_20-HR8                        | MSC_20-HR8                                    | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846282 | PA      | $740965.56    | 0.02%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    318000 | PA      | $317271.31    | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2719000 | PA      | $2325623.14   | 0.06%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1628868.74   | 0.04%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    192000 | PA      | $189056.77    | 0.01%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANELY CAPITAL I TRUST MSC_06-T21                        | MSC_06-T21                                    | CUSIP: 617451CU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1584803 | PA      | $2.38         | 0.00%             | 2052-10-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MSM_04-3                                                         | MSM_04-3                                      | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76942 | PA      | $75059.90     | 0.00%             | 2034-04-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    251000 | PA      | $213240.91    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    169000 | PA      | $150822.95    | 0.00%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    191000 | PA      | $181313.50    | 0.00%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NAA_04-R2                                                        | NAA_04-R2                                     | CUSIP: 62951MAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63572 | PA      | $57448.43     | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT FINANCE CORP                              | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $255919.98    | 0.01%             | 2031-07-02      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                      | NATIONAL AUSTRALIA BANK LIMITED               | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    366000 | PA      | $351315.66    | 0.01%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                           | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    270000 | PA      | $250728.54    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                           | CUSIP: 71654QCK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $576735.52    | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                           | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $707973.30    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | PETROLEOS MEXICANOS                           | CUSIP: 71654QDE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    720000 | PA      | $650119.94    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                     | PETSMART INC/PETSMART FIN CORP                | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $545838.68    | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                            | PFIZER INVESTMENT ENTERPRISES PTE             | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    663000 | PA      | $625858.76    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                        | PG&E RECOVERY FND LLC                         | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $807371.29    | 0.02%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                        | PG&E RECOVERY FUNDING LLC                     | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $278718.15    | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                        | PG&E RECOVERY FUNDING LLC                     | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $329062.18    | 0.01%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1670632.52   | 0.04%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1375708.69   | 0.04%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-96                                            | FNMA_17-96B                                   | CUSIP: 3136B0AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1329705 | PA      | $1309046.18   | 0.03%             | 2047-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-1                                             | FNMA_18-1                                     | CUSIP: 3136B0WX0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    431066 | PA      | $425038.87    | 0.01%             | 2048-02-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-14                                            | FNMA_18-14                                    | CUSIP: 3136B1FM1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     79179 | PA      | $75655.87     | 0.00%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_18-M3                                       | FNMA_18-M3                                    | CUSIP: 3136B1LF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    801170 | PA      | $764353.26    | 0.02%             | 2030-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-38                                            | FNMA_18-38                                    | CUSIP: 3136B1Q49<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1941365 | PA      | $1848288.63   | 0.05%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_18-M4                                        | FNMA_18-M4                                    | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1043587 | PA      | $1016380.53   | 0.03%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| FNMA_18-55                                                       | FNMA_18-55                                    | CUSIP: 3136B2TN2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1461068 | PA      | $1389597.65   | 0.04%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-15                                            | FNMA_19-15                                    | CUSIP: 3136B36T2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    637454 | PA      | $620441.60    | 0.02%             | 2049-04-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1178770.20   | 0.03%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    456000 | PA      | $464944.76    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3488000 | PA      | $3480906.98   | 0.09%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2952000 | PA      | $2944310.60   | 0.08%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                  | PHILIP MORRIS INTERNATIONAL INC               | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3087887.93   | 0.08%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                 | PIEDMONT NATURAL GAS COMPANY INC              | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    291000 | PA      | $194697.64    | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIONEER NAT RES CO                                               | PIONEER NATURAL RESOURCES COMPANY             | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    255000 | PA      | $226089.13    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF NEW YORK AND NEW JERSEY                        | Port Authority of New York & New Jersey       | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1552442.12   | 0.04%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_18-85                                     | FNMA_18-85                                    | CUSIP: 3136B3QB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    872903 | PA      | $848085.53    | 0.02%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-86                                            | FNMA_18-86                                    | CUSIP: 3136B3TC4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    277244 | PA      | $274635.45    | 0.01%             | 2048-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | POST HOLDINGS INC                             | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    475000 | PA      | $456888.40    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORPORATION                                   | PRECISION DRILLING CORPORATION                | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    117000 | PA      | $117070.97    | 0.00%             | 2026-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PRET LLC PRET_21-RN3                                             | PRET_21-RN3                                   | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3316472 | PA      | $3304085.59   | 0.09%             | 2051-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                             | PRIME SECURITY SERVICES BORROWER              | CUSIP: 74166MAE6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285652.57    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA_19-8                                                        | FNMA_19-8                                     | CUSIP: 3136B3W30<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2911050 | PA      | $2596372.71   | 0.07%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-25                                            | FNMA_19-25                                    | CUSIP: 3136B4B64<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1312242 | PA      | $1226922.87   | 0.03%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-13                                            | FNMA_19-13                                    | CUSIP: 3136B4GU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    729061 | PA      | $660009.27    | 0.02%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-41                                            | FNMA_19-41                                    | CUSIP: 3136B5D77<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1552655 | PA      | $1515863.39   | 0.04%             | 2059-08-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-43                                            | FNMA_19-43                                    | CUSIP: 3136B5ZS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1220100 | PA      | $1199014.94   | 0.03%             | 2049-08-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-67                                            | FNMA_19-67                                    | CUSIP: 3136B64V2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    673538 | PA      | $661807.90    | 0.02%             | 2049-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_19-81                                            | FNMA_19-81                                    | CUSIP: 3136B8DW6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    883789 | PA      | $794505.62    | 0.02%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_20-M5                                        | FNMA_20-M5                                    | CUSIP: 3136B8TG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4801560 | PA      | $4352203.74   | 0.12%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_20-48                                            | FNMA_20-48                                    | CUSIP: 3136BAUL6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1662133 | PA      | $1431530.02   | 0.04%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-59                 | FNMA_20-59                                    | CUSIP: 3136BBKP6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1355027 | PA      | $1247382.69   | 0.03%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_21-M3                                        | FNMA_21-M3                                    | CUSIP: 3136BDXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51750 | PA      | $51591.75     | 0.00%             | 2033-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNMA_21-M3                                        | FNMA_21-M3                                    | CUSIP: 3136BDXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  32666111 | PA      | $2284458.76   | 0.06%             | 2033-11-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-42                 | FNMA_21-42                                    | CUSIP: 3136BGAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1221361 | PA      | $1063011.18   | 0.03%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_21-27                                            | FNMA_21-27                                    | CUSIP: 3136BHAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3344001 | PA      | $2697864.67   | 0.07%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNMA_21-91                                     | FNMA_21-91A                                   | CUSIP: 3136BK2Z4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1515309 | PA      | $1345725.24   | 0.04%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-M1S                                           | FNMA_22-M1S                                   | CUSIP: 3136BNET9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8700000 | PA      | $7482934.38   | 0.20%             | 2032-04-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_23-14                                            | FNMA_23-14                                    | CUSIP: 3136BPL41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1789667 | PA      | $1661085.51   | 0.04%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_23-38                                            | FNMA_23-38                                    | CUSIP: 3136BQHF9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3132058 | PA      | $3114094.95   | 0.08%             | 2040-06-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_23-38                                            | FNMA_23-38                                    | CUSIP: 3136BQHM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    598850 | PA      | $593715.67    | 0.02%             | 2039-10-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES FNA_23-M8                                         | FNMA_23-M8                                    | CUSIP: 3136BQSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3685000 | PA      | $3681063.68   | 0.10%             | 2033-03-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_24-64                                            | FNMA_24-64                                    | CUSIP: 3136BSN43<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    913000 | PA      | $760204.89    | 0.02%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-18                 | FNMA_25-18                                    | CUSIP: 3136BVLQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   8046212 | PA      | $6650271.89   | 0.18%             | 2054-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31371LG52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    104354 | PA      | $105129.01    | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31371MSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3198 | PA      | $3227.09      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31371MT49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20969 | PA      | $22230.56     | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                                     | CUSIP: 31371MWM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9626 | PA      | $9941.72      | 0.00%             | 2026-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31371PAK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    133266 | PA      | $142135.70    | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR FHA/VA                              | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1426299 | PA      | $1304107.94   | 0.03%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP FHLMC_3688                       | FHLMC_3688                                    | CUSIP: 3137A0ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    124621 | PA      | $133095.15    | 0.00%             | 2046-11-15      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3693                                           | FHLMC_3693                                    | CUSIP: 3137A0PE9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    705531 | PA      | $699156.62    | 0.02%             | 2040-07-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3714                                           | FHLMC_3714                                    | CUSIP: 3137A0WW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     74975 | PA      | $3546.09      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3704                                           | FHLMC_3704                                    | CUSIP: 3137A0XM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    191896 | PA      | $204746.45    | 0.01%             | 2036-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3704                                           | FHLMC_3704                                    | CUSIP: 3137A0Y41<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    193680 | PA      | $208011.56    | 0.01%             | 2036-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3704                                           | FHLMC_3704                                    | CUSIP: 3137A0YK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    146790 | PA      | $161448.08    | 0.00%             | 2036-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3740                                           | FHLMC_3740                                    | CUSIP: 3137GARQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    179915 | PA      | $19413.27     | 0.00%             | 2040-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHR_5116                                             | FHLMC_5116                                    | CUSIP: 3137H0K64<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1507102 | PA      | $1330777.26   | 0.04%             | 2051-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP                                       | BUNGE LIMITED FINANCE CORPORATION             | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1638772.98   | 0.04%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST BHLD_19-2                      | BHLD_19-2                                     | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    436623 | PA      | $425997.20    | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC              | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $302285.50    | 0.01%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC              | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $496635.80    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_24-1               | SRFC_24-1A                                    | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112956 | PA      | $1133985.43   | 0.03%             | 2043-01-20      | Fixed         | 8.02%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                              | SIRIUS XM RADIO INC                           | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1478013.14   | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5119                                           | FHLMC_5119                                    | CUSIP: 3137H0SS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1887997 | PA      | $1766986.01   | 0.05%             | 2051-06-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5118                | FHLMC_5118                                    | CUSIP: 3137H0T73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1458000 | PA      | $1345337.13   | 0.04%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8014488 | PA      | $6948157.18   | 0.19%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6466700 | PA      | $5591599.47   | 0.15%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1208793 | PA      | $1043077.60   | 0.03%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS                               | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1061691 | PA      | $940878.02    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSICATION GNR_16-99                | GNMA_16-99                                    | CUSIP: 38379XN63<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    405390 | PA      | $336205.02    | 0.01%             | 2044-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSO                                | GNMA_16-93                                    | CUSIP: 38379XX47<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1844166 | PA      | $1523987.09   | 0.04%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-136             | GNMA_16-136                                   | CUSIP: 38380BNN1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    833170 | PA      | $753322.61    | 0.02%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-167             | GNMA_17-167                                   | CUSIP: 38380H3A8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    630363 | PA      | $593381.83    | 0.02%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-139             | GNMA_17-139                                   | CUSIP: 38380HEJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3323977 | PA      | $3014463.47   | 0.08%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-H05             | GNMA_20-H05                                   | CUSIP: 38380L4U4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2288643 | PA      | $2259942.59   | 0.06%             | 2070-03-20      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-65              | GNMA_18-65                                    | CUSIP: 38380WV71<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1261000 | PA      | $1166226.90   | 0.03%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-30              | GNMA_20-30                                    | CUSIP: 38382DF20<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2464086 | PA      | $2496587.82   | 0.07%             | 2048-03-20      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-8               | GNMA_21-8                                     | CUSIP: 38382MUU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1043652 | PA      | $1036475.65   | 0.03%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                    | CUSIP: 38382NFF9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1194510 | PA      | $1186515.56   | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                    | CUSIP: 38382NFU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1216028 | PA      | $1208284.74   | 0.03%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                    | CUSIP: 38382NJU2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1337195 | PA      | $1314923.74   | 0.04%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-27              | GNMA_21-27                                    | CUSIP: 38382NLJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1491640 | PA      | $1482278.58   | 0.04%             | 2051-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-24              | GNMA_21-24                                    | CUSIP: 38382NPQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1454622 | PA      | $1124140.34   | 0.03%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-89              | GNMA_21-89                                    | CUSIP: 38382QB90<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2485670 | PA      | $2128128.55   | 0.06%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-105             | GNMA_21-105                                   | CUSIP: 38382TXL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3455335 | PA      | $2796624.62   | 0.07%             | 2051-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-107             | GNMA_21-107                                   | CUSIP: 38382UDH1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3233521 | PA      | $2619344.02   | 0.07%             | 2051-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    611000 | PA      | $472527.40    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2299164.59   | 0.06%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97              | GNMA_21-97                                    | CUSIP: 38382VCK3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5981165 | PA      | $4929726.18   | 0.13%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-135             | GNMA_21-135                                   | CUSIP: 38382XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1033508 | PA      | $833004.13    | 0.02%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS AND ELECTRIC COMPANY              | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    334000 | PA      | $335020.20    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PALOMINO FUNDING TRUST I                                         | PALOMINO FUNDING TRUST I                      | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $264686.92    | 0.01%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9815000 | PA      | $7126610.16   | 0.19%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71419000 | PA      | $47393202.03  | 1.26%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39776000 | PA      | $27346000.00  | 0.73%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6249000 | PA      | $3818724.84   | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5776000 | PA      | $5276015.00   | 0.14%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20774000 | PA      | $20228682.50  | 0.54%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61243000 | PA      | $62917613.28  | 1.68%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5172000 | PA      | $4544086.88   | 0.12%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7921000 | PA      | $7864686.64   | 0.21%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2666500 | PA      | $2799408.36   | 0.07%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18613800 | PA      | $18677784.94  | 0.50%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41329000 | PA      | $41400034.22  | 1.10%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18395000 | PA      | $18438831.84  | 0.49%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8729000 | PA      | $8804014.84   | 0.23%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17859000 | PA      | $18034799.53  | 0.48%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 9128337V6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $1637753.15   | 0.04%             | 2034-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 9128337W4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1229547.18   | 0.03%             | 2034-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32426000 | PA      | $15343965.17  | 0.41%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 912834JP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6430822 | PA      | $3001978.23   | 0.08%             | 2041-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                         | UNITED STATES STEEL CORP                      | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278163.29    | 0.01%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    370000 | PA      | $271827.25    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1379292.47   | 0.04%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2028000 | PA      | $2030712.03   | 0.05%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    911000 | PA      | $812864.90    | 0.02%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1656452.84   | 0.04%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1692691.17   | 0.05%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    963000 | PA      | $938258.82    | 0.03%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2569000 | PA      | $2490591.57   | 0.07%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    850000 | PA      | $826473.39    | 0.02%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UNITEDHEALTH GROUP INC                        | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2675197.75   | 0.07%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                     | UNIVISION COMMUNICATIONS INC                  | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289230.63    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF TEXAS SYSTEM                                       | University of Texas System/The                | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $361754.91    | 0.01%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST UPSPT_21-ST4                          | UPSPT_21-ST4                                  | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190301 | PA      | $189068.10    | 0.01%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VM DEBT LLC VMD_19-1                                             | VMD_19-1                                      | CUSIP: 91834VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8996294 | PA      | $7197034.94   | 0.19%             | 2027-07-18      | Fixed         | 7.46%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                               | VENTURE GLOBAL PLAQUEMINES LNG LLC            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $203544.25    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                | VENTURE GLOBAL CALCASIEU PASS LLC             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330247.27    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | VENTURE GLOBAL LNG INC                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1236339.10   | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    238000 | PA      | $167882.47    | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $713390.87    | 0.02%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                       | VERIZON COMMUNICATIONS INC                    | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $2085994.13   | 0.06%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_23-4                                   | VZMT_23-4                                     | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6117000 | PA      | $6172429.81   | 0.16%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-2                                   | VZMT_25-2                                     | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3633000 | PA      | $3724669.31   | 0.10%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-3                                   | VZMT_25-3                                     | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3308000 | PA      | $3327816.24   | 0.09%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_25-4                                   | VZMT_25-4                                     | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3308000 | PA      | $3336454.09   | 0.09%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_19-INV3                         | VERUS_19-INV3                                 | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50812 | PA      | $50065.34     | 0.00%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-1                            | VERUS_21-1                                    | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    463861 | PA      | $418629.74    | 0.01%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R1                           | VERUS_21-R1                                   | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251323 | PA      | $241936.49    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-R3                           | VERUS_21-R3                                   | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    447842 | PA      | $425107.64    | 0.01%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                                  | RINGCENTRAL INC                               | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    445000 | PA      | $475942.99    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                           | RITCHIE BROS HOLDINGS INC                     | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    265000 | PA      | $278627.86    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                     | ROCKIES EXPRESS PIPELINE LLC                  | CUSIP: 77340RAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $649378.54    | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                      | ROLLINS INC                                   | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    963000 | PA      | $966232.22    | 0.03%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                           | ROPER TECHNOLOGIES INC                        | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    658000 | PA      | $649437.73    | 0.02%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                           | ROPER TECHNOLOGIES INC                        | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    330000 | PA      | $310529.87    | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | ROYAL BANK OF SCOTLAND GROUP PLC              | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    208000 | PA      | $206279.33    | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA                          | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2440000 | PA      | $2444870.29   | 0.07%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC SCFET_22-2                             | SCFET_22-2A                                   | CUSIP: 78397WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4484000 | PA      | $4457546.19   | 0.12%             | 2035-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-2             | SFAST_24-2A                                   | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720000 | PA      | $1739771.23   | 0.05%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST SBALT_24-C                                 | SBALT_24-C                                    | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1174000 | PA      | $1173817.91   | 0.03%             | 2029-03-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC CO                                      | SAN DIEGO GAS & ELECTRIC CO                   | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    365000 | PA      | $372561.77    | 0.01%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC               | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2382000 | PA      | $2378059.98   | 0.06%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HOLDINGS PLC               | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    279000 | PA      | $287741.70    | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                       | SANTANDER HOLDINGS USA INC                    | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1318619.34   | 0.04%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296845.83    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                  | STANDARD INDUSTRIES INC                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473230.55    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                      | STARWOOD PROPERTY TRUST INC                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    360000 | PA      | $379005.90    | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_20-INV1                 | STAR_20-INV1                                  | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203794 | PA      | $194088.42    | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| USCAR_25-1A-A3-MTGE                                              | USCAR_25-1A                                   | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536000 | PA      | $543351.19    | 0.01%             | 2030-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                    | UNICREDIT SPA                                 | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    373000 | PA      | $371092.15    | 0.01%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                | UNION ELECTRIC CO                             | CUSIP: 906548CX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $243441.27    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                     | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    749000 | PA      | $673698.76    | 0.02%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                        | UNION PACIFIC CORPORATION                     | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $916576.69    | 0.02%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 AA PASS THROUGH TRUST INC                 | UNITED AIRLINESS 2018-1 AA PTT                | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271436 | PA      | $254191.22    | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 PASS THROUGH TRUSTS                       | UNITED AIRLINES INC 2019-1 AA                 | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    503052 | PA      | $478887.89    | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 PASS THROUGH TRUSTS                       | UNITED AIRLINES INC 2019-1 A                  | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474307 | PA      | $442523.78    | 0.01%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 PASS THROUGH TRUSTS                       | UNITED AIRLINES INC 2016-1 AA                 | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321464 | PA      | $306655.76    | 0.01%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018 1A PASS THROUGH TRUST INC                   | UNITED AIRLINESS 2018-1 A PTT                 | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    857845 | PA      | $792746.79    | 0.02%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 PASS THROUGH TRUSTS                       | UNITED AIRLINES 2016-2 A PTT                  | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    661664 | PA      | $613104.90    | 0.02%             | 2030-04-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC                           | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    535000 | PA      | $531196.85    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-2               | UACST_22-2                                    | CUSIP: 90944KAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $471724.20    | 0.01%             | 2029-04-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1088000 | PA      | $858252.79    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1151000 | PA      | $868177.60    | 0.02%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES)                | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    974000 | PA      | $725086.54    | 0.02%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                         | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1399000 | PA      | $1180338.38   | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | UNITED MEXICAN STATES                         | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1044000 | PA      | $733571.02    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                      | MEXICO (UNITED MEXICAN STATES) (GO            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2818000 | PA      | $2861030.57   | 0.08%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                    | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    228000 | PA      | $234810.04    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                    | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    147000 | PA      | $152662.27    | 0.00%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                    | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    434000 | PA      | $442981.67    | 0.01%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US BANCORP                                    | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    415000 | PA      | $423392.99    | 0.01%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES CELLULAR CORP                                      | US CELLULAR CORP                              | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |    206000 | PA      | $216709.86    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VENDEE MORTGAGE TRUST VENDE_98-2                                 | VENDE_98-2                                    | CUSIP: 911760LQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     43611 | PA      | $44729.77     | 0.00%             | 2028-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2185000 | PA      | $2212653.91   | 0.06%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1443000 | PA      | $1182809.06   | 0.03%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1799000 | PA      | $1445946.25   | 0.04%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3558000 | PA      | $3107690.63   | 0.08%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8623000 | PA      | $7379401.72   | 0.20%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4501000 | PA      | $3700665.94   | 0.10%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10645000 | PA      | $7494745.31   | 0.20%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6189000 | PA      | $4740387.19   | 0.13%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11063000 | PA      | $7638655.78   | 0.20%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2026000 | PA      | $1327030.00   | 0.04%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11431000 | PA      | $8582180.47   | 0.23%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41478000 | PA      | $30823338.75  | 0.82%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16637000 | PA      | $12623323.75  | 0.34%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22349000 | PA      | $14233519.38  | 0.38%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2997000 | PA      | $1683939.38   | 0.04%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                     | SIX FLAGS ENTERTAINMENT CORP                  | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349350.00    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS THEME PARKS INC                                        | SIX FLAGS THEME PARKS INC                     | CUSIP: 83001WAC8<br>LEI: 5493003MX0ZXTM8EVY68 | Long             | DBT              | CORP              | US        |    166000 | PA      | $166004.86    | 0.00%             | 2025-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    873000 | PA      | $600187.50    | 0.02%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY BOND                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11127000 | PA      | $7056952.03   | 0.19%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTS                                                   | WILLIAMS SCOTSMAN INC                         | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74088.79     | 0.00%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                      | WORKDAY INC                                   | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    594000 | PA      | $580324.77    | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-A | WFNMT_24-A                                    | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $623084.62    | 0.02%             | 2031-02-17      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST WFNMT_24-B | WFNMT_24-B                                    | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1746000 | PA      | $1757567.25   | 0.05%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WYMN LAS WYNN LA                                                 | WYNN LAS VEGAS LLC / CAPITAL CORP             | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $515334.21    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                         | WYNN RESORTS FIN LLC/CAPITAL CORP             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $297655.82    | 0.01%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                   | WYNN MACAU LTD                                | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    295000 | PA      | $289382.79    | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO INC                                       | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    620000 | PA      | $646910.18    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                              | XEROX HOLDINGS CORP                           | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $320919.68    | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                    | YINSON BERGENIA PRODUCTION BV                 | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    343000 | PA      | $347762.32    | 0.01%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                       | ZIMMER BIOMET HOLDINGS INC                    | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    732000 | PA      | $750231.39    | 0.02%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                       | ZOETIS INC                                    | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    178000 | PA      | $159911.94    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                       | ZOETIS INC                                    | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    178000 | PA      | $187962.01    | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                      | COTE D IVOIRE (REPUBLIC OF)                   | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $181901.51    | 0.00%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STARWOOD WAYPOINT HOMES TRUST SWH_17-1                           | SFR_19-STL                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2258600.00   | 0.06%             | 2026-10-11      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| HUNDRED ACRE WOOD TRUST HAWT_21-INV1                             | HCFT_18-1                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.05%             | 2026-01-13      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| ECUADOR REPUBLIC OF (GOVERNMENT)                                 | ECUADOR (REPUBLIC OF)                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |    330000 | PA      | $285474.36    | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| ECUADOR REPUBLIC OF (GOVERNMENT)                                 | ECUADOR (REPUBLIC OF)                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |    250000 | PA      | $181690.33    | 0.00%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citi                                                             | US 5YR NOTE SEP 25                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |       838 | NC      | $1123549.05   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                        | 6297782 LLC                                   | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    568000 | PA      | $572020.77    | 0.02%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                        | 6297782 LLC                                   | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300954.11    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                  | DELTA AIR LINES/SKYMILES IP LTD               | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   2594000 | PA      | $2599348.17   | 0.07%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    354000 | PA      | $329760.33    | 0.01%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1181000 | PA      | $1163798.53   | 0.03%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    914000 | PA      | $805269.31    | 0.02%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1114000 | PA      | $1081971.66   | 0.03%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $403639.56    | 0.01%             | 2027-01-12      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $415732.12    | 0.01%             | 2029-01-10      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    344000 | PA      | $360110.84    | 0.01%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    351000 | PA      | $361405.03    | 0.01%             | 2035-01-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    631000 | PA      | $640787.56    | 0.02%             | 2055-01-19      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    918000 | PA      | $954056.48    | 0.03%             | 2033-04-13      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                              | SOCIETE GENERALE SA                           | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $356978.54    | 0.01%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI_21-B                         | SOFI_21-B                                     | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1417762 | PA      | $1223876.34   | 0.03%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                             | SONIC AUTOMOTIVE INC                          | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    380000 | PA      | $368460.40    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_23-RTL4                               | LHOME_23-RTL4                                 | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4165000 | PA      | $4201550.37   | 0.11%             | 2028-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST LHOME_23-RTL2                               | LHOME_23-RTL2                                 | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3700000 | PA      | $3715306.53   | 0.10%             | 2028-06-25      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                 | LAMAR MEDIA CORP                              | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $506233.62    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                         | LAMB WESTON HOLDINGS INC                      | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342923.87    | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_20-2A                                 | LFT_20-2                                      | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5893405.20   | 0.16%             | 2031-04-21      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                       | LEIDOS INC                                    | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    841000 | PA      | $860616.83    | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-2                                  | LFT_21-2                                      | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5418005.40   | 0.14%             | 2032-04-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| LDPT_20-REV1                                                     | LDPT_20-REV1                                  | CUSIP: 52606YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1655575 | PA      | $1634553.20   | 0.04%             | 2028-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                     | CUSIP: 52607MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1531406.66   | 0.04%             | 2031-11-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                     | CUSIP: 52607MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4752077.50   | 0.13%             | 2031-11-20      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                          | SONOCO PRODUCTS COMPANY                       | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    657000 | PA      | $612397.76    | 0.02%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                    | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    587000 | PA      | $582493.05    | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST LFT_21-1                                  | LFT_21-1A                                     | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2783110.80   | 0.07%             | 2031-11-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1582013.62   | 0.04%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                       | SOUTH AFRICA (REPUBLIC OF)                    | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    509000 | PA      | $485302.15    | 0.01%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | TEREX CORPORATION                             | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    520000 | PA      | $507936.31    | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    795000 | PA      | $738934.25    | 0.02%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2513182.24   | 0.07%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | TEXAS INSTRUMENTS INC                         | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    941000 | PA      | $867703.41    | 0.02%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | TEXAS INSTRUMENTS INC                         | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    795000 | PA      | $749635.39    | 0.02%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2045463.88   | 0.05%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    193000 | PA      | $181264.91    | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | TEXAS INSTRUMENTS INC                         | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1742217.82   | 0.05%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | TEXAS INSTRUMENTS INC                         | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1755129.08   | 0.05%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    606000 | PA      | $622383.71    | 0.02%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    861000 | PA      | $881288.71    | 0.02%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEXAS NAT GAS SECURITIZATION FIN CORP REV                        | Texas Natural Gas Securitization Finance Corp | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $141414.71    | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                            | TEXAS INSTRUMENTS INC                         | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    477000 | PA      | $438044.13    | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    997000 | PA      | $1004898.15   | 0.03%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                            | ELI LILLY AND COMPANY                         | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1112313.51   | 0.03%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| THEOREM FUNDING TRUST THRM_22-2                                  | THRM_22-2A                                    | CUSIP: 88339FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70337 | PA      | $70355.77     | 0.00%             | 2028-12-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| TMST_04-4                                                        | TMST_04-4                                     | CUSIP: 885220GF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48061 | PA      | $46363.20     | 0.00%             | 2044-12-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                | LITHIA MOTORS INC                             | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401622.42    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC                 | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    435000 | PA      | $430199.49    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | TIME WARNER CABLE LLC                         | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    460000 | PA      | $418056.60    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE                                        | TORONTO-DOMINION BANK                         | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $201745.52    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                    | LIVE NATION ENTERTAINMENT INC                 | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $482173.82    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    579000 | PA      | $589106.53    | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                           | TOTAL CAPITAL INTERNATIONAL SA                | CUSIP: 89153VAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    729000 | PA      | $481329.07    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                           | TOTAL CAPITAL INTERNATIONAL SA                | CUSIP: 89153VAX7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    280000 | PA      | $206532.10    | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1604150.66   | 0.04%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    323000 | PA      | $330998.00    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1140537.56   | 0.03%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3932000 | PA      | $4121849.84   | 0.11%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TOTALENERGIES CAPITAL SA                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    322000 | PA      | $309851.08    | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TOTALENERGIES CAPITAL SA                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1347000 | PA      | $1305654.47   | 0.03%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TOTALENERGIES CAPITAL SA                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $266973.88    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5583000 | PA      | $5678621.25   | 0.15%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    624000 | PA      | $631552.90    | 0.02%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $4129690.81   | 0.11%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4058000 | PA      | $4161160.09   | 0.11%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    446000 | PA      | $462332.49    | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4563059.14   | 0.12%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| MOROCCO (KINGDOM OF)                                             | MOROCCO (KINGDOM OF)                          | CUSIP: 617726AM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $135692.65    | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST MSBAM_25-5C1                           | MSBAM_25-5C1                                  | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533000 | PA      | $552948.54    | 0.01%             | 2030-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | MOZART DEBT MERGER SUB INC                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1152166.84   | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES MCAS_20-1              | MCAS_20-01                                    | CUSIP: 62548QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7375529 | PA      | $7484156.51   | 0.20%             | 2050-03-25      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                   | NCR CORPORATION                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    417000 | PA      | $412494.90    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                         | NGL ENERGY OP/NGL ENERGY FIN                  | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282791.24    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                         | NGL ENERGY OP/NGL ENERGY FIN                  | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120113.78    | 0.00%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG ENERGY INC                                | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1159191.70   | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                      | NATIONAL AUSTRALIA BANK LTD                   | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    409000 | PA      | $361878.37    | 0.01%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                     | NATIONAL RETAIL PROPERTIES INC                | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    288000 | PA      | $198216.01    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                 | NATIONSTAR MORTGAGE HOLDINGS INC              | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300327.15    | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                   | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $205076.47    | 0.01%             | 2028-02-16      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                   | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $215235.84    | 0.01%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BUILDING SOCIETY                   | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    356000 | PA      | $364431.14    | 0.01%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                  | NCR ATLEOS CORP                               | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    505000 | PA      | $552770.04    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                             | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $394347.81    | 0.01%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                             | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $365961.67    | 0.01%             | N/A             | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC                             | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2495000 | PA      | $2537199.04   | 0.07%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC                           | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    985000 | PA      | $1017544.29   | 0.03%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC                           | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    988000 | PA      | $1003785.56   | 0.03%             | 2030-03-21      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST NAVSL_19-FA                           | NAVSL_19-FA                                   | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    791613 | PA      | $759467.30    | 0.02%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                  | PANAMA (REPUBLIC OF)                          | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    264000 | PA      | $269486.62    | 0.01%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                        | CUSIP: 699149AF7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1300000 | PA      | $1161238.76   | 0.03%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY (REPUBLIC OF)                        | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2743000 | PA      | $2354387.65   | 0.06%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                                | PARAGUAY REPUBLIC OF (GOVERNMENT)             | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    546000 | PA      | $548710.94    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST PNFED_22-A                   | PNFED_22-A                                    | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488073 | PA      | $487557.28    | 0.01%             | 2028-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                             | PENNSYLVANIA ELECTRIC COMPANY                 | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1024000 | PA      | $993234.93    | 0.03%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                       | PENSKE TRUCK LEASING CO LP                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $397300.10    | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP INC                                      | PENSKE AUTOMOTIVE GROUP INC                   | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379816.03    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                      | PEPSICO INC                                   | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    546000 | PA      | $439269.15    | 0.01%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                               | PERU (REPUBLIC OF)                            | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1998000 | PA      | $2001478.15   | 0.05%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP                                                | ADT CORP                                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    580000 | PA      | $556900.17    | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                    | PRINCIPAL FINANCIAL GROUP INC                 | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    468000 | PA      | $463478.62    | 0.01%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3                   | PROG_22-SFR3                                  | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5560000 | PA      | $5544100.62   | 0.15%             | 2039-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR2                   | PROG_22-SFR2                                  | CUSIP: 74332VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $3038097.96   | 0.08%             | 2027-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR7                          | PROG_21-SFR7                                  | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2303076.00   | 0.06%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST PROG_21-SFR9                          | PROG_21-SFR9                                  | CUSIP: 74333QAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2899000 | PA      | $2716780.17   | 0.07%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST PROG_21-SFR8                   | PROG_21-SFR8                                  | CUSIP: 74333TAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $971231.50    | 0.03%             | 2038-10-17      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                      | PROLOGIS LP                                   | CUSIP: 74340XBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $194768.06    | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                   | PROTECTIVE LIFE GLOBAL FUNDING                | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    466000 | PA      | $482771.22    | 0.01%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                      | PRUDENTIAL FUNDING ASIA PLC                   | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    322000 | PA      | $304045.52    | 0.01%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                               | PUBLIC SERVICE CO OF COLORADO                 | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    265000 | PA      | $156802.18    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                               | PUBLIC SERVICE COMPANY OF OKLAHOMA            | CUSIP: 744533BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    711000 | PA      | $448554.22    | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO            | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    492000 | PA      | $306973.53    | 0.01%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO            | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    292000 | PA      | $155547.15    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO            | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1562972.94   | 0.04%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO            | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1226795.25   | 0.03%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                          | PUBLIC SERVICE ELECTRIC AND GAS CO            | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    481000 | PA      | $475377.07    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENRG INC                                             | PUGET SOUND ENERGY INC                        | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    421000 | PA      | $260656.59    | 0.01%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENRG INC                                             | PUGET SOUND ENERGY INC                        | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    843000 | PA      | $827048.22    | 0.02%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | SCRIPPS ESCROW INC                            | CUSIP: 81104PAA7<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    230000 | PA      | $204673.56    | 0.01%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                    | SCRIPPS ESCROW II INC                         | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    235000 | PA      | $205407.17    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    821608 | PA      | $804526.84    | 0.02%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138ER6B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13693072 | PA      | $12094539.41  | 0.32%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                               | SEAGATE HDD CAYMAN                            | CUSIP: 81180WBD2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $183066.48    | 0.00%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                               | SEAGATE HDD CAYMAN                            | CUSIP: 81180WBF7<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    480000 | PA      | $432965.47    | 0.01%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    917000 | PA      | $927344.22    | 0.02%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | SEMPRA                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217783.75    | 0.01%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| SENEGAL (REPUBLIC OF)                                            | SENEGAL (REPUBLIC OF)                         | CUSIP: 81720TAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $131801.57    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                          | SENSATA TECHNOLOGIES BV                       | CUSIP: 81725WAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    425000 | PA      | $404070.02    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                          | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  80400000 | PA      | $80381606.09  | 2.14%             | 2055-07-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                          | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3200000 | PA      | $3196892.90   | 0.09%             | 2055-08-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                             | UMBS 30YR TBA(REG A)                          | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11200000 | PA      | $11380575.81  | 0.30%             | 2055-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYL_24-2                           | ALLYA_24-2                                    | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214000 | PA      | $1212315.94   | 0.03%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-3                           | ALLYA_22-3                                    | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1013000 | PA      | $1018106.74   | 0.03%             | 2031-06-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                  | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1489735.97   | 0.04%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                  | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3186873.71   | 0.08%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                  | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1116409.49   | 0.03%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | ALPHABET INC                                  | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1110529.52   | 0.03%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                 | ALTRIA GROUP INC                              | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $803236.74    | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                  | ALUMINA PTY LTD                               | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $203802.31    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | AMAZON.COM INC                                | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    459000 | PA      | $362180.75    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                | AMCOR FLEXIBLES NORTH AMERICA INC             | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    428000 | PA      | $435289.76    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS CO                                                   | AMER SPORTS CO                                | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    395000 | PA      | $411055.14    | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                          | AMEREN ILLINOIS COMPANY                       | CUSIP: 02361DBB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $363037.71    | 0.01%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS A                                 | AMERICAN AIRLINES 2016-3 AA                   | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    753248 | PA      | $707166.00    | 0.02%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING INC                                | AMERICAN AXLE & MANUFACTURING INC             | CUSIP: 02406PAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    693000 | PA      | $692089.33    | 0.02%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1113772.39   | 0.03%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1454201.63   | 0.04%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3002000 | PA      | $3034595.04   | 0.08%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3815108.39   | 0.10%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS COMPANY                      | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1371524.10   | 0.04%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_25-1          | AMXCA_25-1                                    | CUSIP: 02582JKM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2215000 | PA      | $2235719.77   | 0.06%             | 2029-12-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    330000 | PA      | $338663.23    | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    280000 | PA      | $293953.73    | 0.01%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1622000 | PA      | $1652420.70   | 0.04%             | 2028-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $252005.17    | 0.01%             | 2027-07-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $781045.39    | 0.02%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1320000 | PA      | $1347651.05   | 0.04%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    605000 | PA      | $523283.08    | 0.01%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                   | BNP PARIBAS SA                                | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $274322.47    | 0.01%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT                          | BX_21-VOLT                                    | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5867223 | PA      | $5848888.06   | 0.16%             | 2036-09-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2102000 | PA      | $2140344.47   | 0.06%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                       | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1781000 | PA      | $1835397.68   | 0.05%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_25-C11                                    | BMO_25-C11                                    | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142000 | PA      | $1196188.24   | 0.03%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_25-5C10                                   | BMO_25-5C10                                   | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142000 | PA      | $1182994.83   | 0.03%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST BMO_25-C12                                    | BMO_25-C12                                    | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    761000 | PA      | $804939.99    | 0.02%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BAHAMAS COMMONWEALTH OF THE (GOVERNMENT)                         | BAHAMAS COMMONWEALTH OF THE (GOVER            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    301000 | PA      | $307269.44    | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE INC                               | BAIN CAPITAL SPECIALTY FINANCE INC            | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1057032.28   | 0.03%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                    | BALTIMORE GAS AND ELECTRIC CO                 | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    221000 | PA      | $162399.65    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                    | BALTIMORE GAS AND ELECTRIC CO                 | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $934202.00    | 0.02%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC CO                                    | BALTIMORE GAS AND ELECTRIC CO                 | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1844000 | PA      | $1889707.29   | 0.05%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA                            | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207728.91    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE COMERCIO EXTERIOR SNC                          | BANCO NACIONAL DE COMERCIO                    | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | NUSS              | MX        |    520000 | PA      | $492043.67    | 0.01%             | 2031-08-11      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO | FIEMEX ENERGIA - BANCO ACTINVER SA            | CUSIP: 05974EAA8<br>LEI: 4469000001BLWI4LQJ08 | Long             | DBT              | NUSS              | MX        |    397700 | PA      | $403327.59    | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE COMERCIO EXTERIOR SNC (CAYMAN ISLANDS BRANCH)  | BANCO NACIONAL DE COMERCIO EXTERIO            | CUSIP: 05974TAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $202914.07    | 0.01%             | 2030-05-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    365000 | PA      | $360739.56    | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205231.44    | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2365192.18   | 0.06%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2068130.66   | 0.06%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    431000 | PA      | $378546.72    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    694000 | PA      | $604943.05    | 0.02%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5003000 | PA      | $4863442.71   | 0.13%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| CWHL_04-5                                                        | CWHL_04-5                                     | CUSIP: 12669FVR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77789 | PA      | $76860.02     | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                              | CRH SMW FINANCE DAC                           | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   1268000 | PA      | $1299443.82   | 0.03%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                               | COTERRA ENERGY INC                            | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    332000 | PA      | $328619.05    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                               | COTERRA ENERGY INC                            | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    589000 | PA      | $548240.20    | 0.01%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYST INC                                          | CADENCE DESIGN SYSTEMS INC                    | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1491876.12   | 0.04%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYST INC                                          | CADENCE DESIGN SYSTEMS INC                    | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   4524000 | PA      | $4527594.58   | 0.12%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYST INC                                          | CADENCE DESIGN SYSTEMS INC                    | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2242101.32   | 0.06%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                        | CAESARS ENTERTAINMENT INC                     | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1011735.55   | 0.03%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CAIXABANK SA                                  | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    330000 | PA      | $337943.32    | 0.01%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CAIXABANK SA                                  | CUSIP: 12803RAK0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $2606574.83   | 0.07%             | 2029-07-03      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CAIXABANK SA                                  | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $2611801.08   | 0.07%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CAIXABANK SA                                  | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1766000 | PA      | $1785655.39   | 0.05%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    262000 | PA      | $220855.99    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    406000 | PA      | $294613.50    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $783299.78    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $2145497.50   | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    971000 | PA      | $827663.18    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMM OPT/OPT CAP                      | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    413000 | PA      | $349106.86    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS INC                    | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2172643.46   | 0.06%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                 | CHARTER COMMUNICATIONS INC                    | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    517000 | PA      | $551317.79    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST CHAOT_22-AA                               | CHAOT_22-AA                                   | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305000 | PA      | $1298033.78   | 0.03%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CFAB_03-2               | CFAB_03-2                                     | CUSIP: 161546EW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    308554 | PA      | $308107.05    | 0.01%             | 2033-02-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSE                                 | CFAB_03-4                                     | CUSIP: 161546FV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128362 | PA      | $125907.18    | 0.00%             | 2033-05-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CFAB_03-6               | CFAB_03-6                                     | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104365 | PA      | $103157.51    | 0.00%             | 2034-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST CHAIT_24-A2                                 | CHAIT_24-A2                                   | CUSIP: 161571HW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7962000 | PA      | $8095009.99   | 0.22%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1                   | CHASE_07-A1                                   | CUSIP: 161630AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61207 | PA      | $60787.85     | 0.00%             | 2037-02-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1                   | CHASE_07-A1                                   | CUSIP: 161630AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28241 | PA      | $27086.07     | 0.00%             | 2037-02-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION CHASE_07-A1                   | CHASE_07-A1                                   | CUSIP: 161630AU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2680 | PA      | $2696.11      | 0.00%             | 2037-02-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| CHEMOURS COMPANY                                                 | CHEMOURS COMPANY                              | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    505000 | PA      | $473183.79    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1068278.02   | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    951000 | PA      | $904488.89    | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                              | COMMONSPIRIT HEALTH                           | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    739000 | PA      | $706526.96    | 0.02%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                      | COMMONWEALTH EDISON COMPANY                   | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196802.47    | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECHNOLOGIES LLC                                       | COMMSCOPE TECHNOLOGIES LLC                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    325000 | PA      | $316698.61    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                 | COMSTOCK RESOURCES INC                        | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295816.38    | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                | CONOCOPHILLIPS CO                             | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $1931653.20   | 0.05%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO                                                | CONOCOPHILLIPS CO                             | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1036228.38   | 0.03%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY             | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    399000 | PA      | $276497.80    | 0.01%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                      | CONSOLIDATED EDISON COMPANY OF NY             | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    236000 | PA      | $156328.84    | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    537000 | PA      | $429784.46    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    187000 | PA      | $170711.25    | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1834861.47   | 0.05%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $2032818.34   | 0.05%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    541000 | PA      | $540216.75    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    517000 | PA      | $517814.75    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                   | BP CAPITAL MARKETS AMERICA INC                | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    855000 | PA      | $869284.76    | 0.02%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                   | BRASKEM NETHERLANDS FINANCE BV                | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $387972.55    | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                       | BRAZIL (FEDERATIVE REPUBLIC OF)               | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $382812.70    | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST BLAST_24-1         | BLAST_24-1                                    | CUSIP: 107933AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $2332831.41   | 0.06%             | 2030-10-15      | Fixed         | 8.43%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS PASS THROUGH TRUST 2018 - 1 AA                   | BRITISH AIR 18-1 AA PTT                       | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | DBT              | CORP              | US        |    177812 | PA      | $171609.66    | 0.00%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS PASS THRU TRUST 2018 1A                          | BRITISH AIR 18-1 A PTT                        | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    278279 | PA      | $265458.61    | 0.01%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST                        | BRITISH AIR 19-1 AA PTT                       | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314520 | PA      | $291720.13    | 0.01%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | BRIXMOR OPERATING PARTNERSHIP LP              | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    173000 | PA      | $163583.06    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                 | BRIXMOR OPERATING PARTNERSHIP LP              | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1131450.00   | 0.03%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    923000 | PA      | $917685.74    | 0.02%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1101626.34   | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1996000 | PA      | $1683654.04   | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1092159.90   | 0.03%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2874000 | PA      | $2943117.31   | 0.08%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5091000 | PA      | $5236852.62   | 0.14%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1961000 | PA      | $1955695.35   | 0.05%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1979622.52   | 0.05%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC                                  | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2797000 | PA      | $2762228.36   | 0.07%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                            | BROOKLYN UNION GAS CO                         | CUSIP: 114259AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $148626.63    | 0.00%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS                                                 | BUCKEYE PARTNERS LP                           | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353101.62    | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS                                                 | BUCKEYE PARTNERS LP                           | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275320.23    | 0.01%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | BUILDERS FIRSTSOURCE INC                      | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    800000 | PA      | $740835.75    | 0.02%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP                                       | BUNGE LIMITED FINANCE CORPORATION             | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    811000 | PA      | $807282.24    | 0.02%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                 | BURLINGTON NORTHERN SANTA FE LLC              | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1251881.31   | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES LLC BJETS_22-1                           | BJETS_22-1A                                   | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175499 | PA      | $2151304.46   | 0.06%             | 2037-06-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES LLC BJETS_24-1                           | BJETS_24-1A                                   | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2829903 | PA      | $2895978.54   | 0.08%             | 2039-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CCO HOLDINGS CAP             | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199237.81    | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3053167.31   | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                 | CCO HOLDINGS LLC/CAP CORP                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1082477.95   | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                | CBRE SERVICES INC                             | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1050238.37   | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CHS/COMMUNITY HEALTH SYSTEMS INC              | CUSIP: 12543DBG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $373961.66    | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_13-300P                                 | COMM_13-300P                                  | CUSIP: 12625XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1997384.60   | 0.05%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC HOLDINGS LLC                              | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $568860.73    | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COOF_14                                                          | COOF_14-1                                     | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144833 | PA      | $10249.64     | 0.00%             | 2040-06-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST COMM_15-LC23                                 | COMM_15-LC23                                  | CUSIP: 12636FBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780023 | PA      | $778119.67    | 0.02%             | 2048-10-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                          | CRH AMERICA FINANCE INC                       | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1300032.50   | 0.03%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSMC_14-USA                                                      | CSMC_14-USA                                   | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3782250.00   | 0.10%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS PASS THROUGH TRUST                        | CUSIP: 126650AN0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      8353 | PA      | $8351.99      | 0.00%             | 2025-10-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS PASSTHROUGH TRUST                                            | CVS PASS THROUGH TRUST                        | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392934 | PA      | $395661.95    | 0.01%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                               | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    874000 | PA      | $801853.79    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                               | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3619000 | PA      | $3125963.91   | 0.08%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                               | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1643061.96   | 0.04%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS HEALTH CORP                               | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1670889.46   | 0.04%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS PASS THROUGH TRUST                        | CUSIP: 12665UAA2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    969777 | PA      | $922146.18    | 0.02%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CWHL_04-13                                                       | CWHL_04-13                                    | CUSIP: 12669FJ38<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86467 | PA      | $86615.70     | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS CWHL_04-3                                 | CWHL_04-3                                     | CUSIP: 12669FQA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37241 | PA      | $37187.56     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    951862 | PA      | $859520.17    | 0.02%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3138L8K60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $973996.60    | 0.03%             | 2030-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FHLMC_2557                                                       | FHLMC_2557                                    | CUSIP: 31393JLU0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    104730 | PA      | $105573.40    | 0.00%             | 2033-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA_03-W16                                                      | FNMA_03-W16                                   | CUSIP: 31393T4J2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    154194 | PA      | $156218.84    | 0.00%             | 2033-11-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| FNW_03-W19                                                       | FNMA_03-W19                                   | CUSIP: 31393UA60<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1255358 | PA      | $1257829.93   | 0.03%             | 2033-11-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA_04-50                                                       | FNMA_04-50                                    | CUSIP: 31394AJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    451594 | PA      | $468417.09    | 0.01%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING NON MODIFIE            | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4124714 | PA      | $3643881.56   | 0.10%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1015093 | PA      | $974734.45    | 0.03%             | 2061-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR MODIFIED STEP RATE                  | CUSIP: 3140FXUX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    583656 | PA      | $547516.37    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3620183 | PA      | $2873714.39   | 0.08%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4116116 | PA      | $3500348.14   | 0.09%             | 2062-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2453927 | PA      | $2189277.92   | 0.06%             | 2062-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3973290 | PA      | $3668787.01   | 0.10%             | 2062-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING NON MODIFIE            | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1127426 | PA      | $999710.10    | 0.03%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4403864 | PA      | $3719458.21   | 0.10%             | 2063-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140GWQR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1380807 | PA      | $1308349.12   | 0.03%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    108232 | PA      | $103137.82    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    421955 | PA      | $399214.44    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR UMBS                                | CUSIP: 3140HNAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    659415 | PA      | $630894.82    | 0.02%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HSTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1515000 | PA      | $1494648.85   | 0.04%             | 2029-02-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXAK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2417591 | PA      | $2259506.19   | 0.06%             | 2030-02-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2050176 | PA      | $1883653.31   | 0.05%             | 2032-01-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXCR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1492694 | PA      | $1386094.01   | 0.04%             | 2032-01-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2409116 | PA      | $2204835.66   | 0.06%             | 2032-01-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR REPUBLIC OF (GOVERNMENT)                             | EL SALVADOR REPUBLIC OF (GOVERNMEN            | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    500000 | PA      | $517911.48    | 0.01%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                       | ELASTIC NV                                    | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $286714.27    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | ELECTRICITE DE FRANCE SA                      | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    560000 | PA      | $597880.87    | 0.02%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                   | EMBRAER NETHERLANDS FINANCE BV                | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   2078000 | PA      | $2143168.90   | 0.06%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                | EMERALD DEBT MERGER SUB LLC                   | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    965000 | PA      | $987486.61    | 0.03%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                              | EMERA US FINANCE LP                           | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $299119.74    | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                              | EMERA US FINANCE LP                           | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $307619.07    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | ENBRIDGE INC                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    684000 | PA      | $762444.15    | 0.02%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC                         | ENCINO ACQUISITION PARTNERS HOLDIN            | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $368100.00    | 0.01%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                            | ENCOMPASS HEALTH CORP                         | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    445000 | PA      | $439225.58    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                           | ENERGIZER HOLDINGS INC                        | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    245000 | PA      | $238523.17    | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    804000 | PA      | $708211.02    | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3236000 | PA      | $3075249.79   | 0.08%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3571812.75   | 0.10%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2349000 | PA      | $2392254.57   | 0.06%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    157000 | PA      | $154604.42    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                 | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    335000 | PA      | $326716.30    | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                 | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    679000 | PA      | $595743.43    | 0.02%             | 2031-07-12      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    605000 | PA      | $616347.87    | 0.02%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXFR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1825000 | PA      | $1658962.74   | 0.04%             | 2032-01-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140HXJB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2773036 | PA      | $2573795.29   | 0.07%             | 2032-02-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LEJA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1280181 | PA      | $1108623.27   | 0.03%             | 2033-11-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3140LESQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1576659 | PA      | $1363707.15   | 0.04%             | 2033-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA VARIABLE BALLOON MULTI                   | CUSIP: 3140LFSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4226735.75   | 0.11%             | 2035-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QEB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4914239 | PA      | $4146459.56   | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QEEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1775660 | PA      | $1616176.88   | 0.04%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QEXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4904289 | PA      | $4132326.54   | 0.11%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2907677 | PA      | $2454227.38   | 0.07%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    612788 | PA      | $585454.59    | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLLV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19188436 | PA      | $17018941.17  | 0.45%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3499019 | PA      | $3106310.41   | 0.08%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1491563 | PA      | $1324778.04   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XN5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6724847 | PA      | $5633209.59   | 0.15%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XN6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1053802 | PA      | $937075.45    | 0.02%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1215827 | PA      | $1285982.07   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XPPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1457308 | PA      | $1316124.94   | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XPX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  26008407 | PA      | $22730237.85  | 0.61%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1604546 | PA      | $1349452.42   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10620988 | PA      | $10828424.78  | 0.29%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 5/6M 30D SOFR ARM                          | CUSIP: 3140Y6LH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1583035 | PA      | $1594583.99   | 0.04%             | 2055-04-01      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10841469 | PA      | $10897962.24  | 0.29%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8279633 | PA      | $8463034.15   | 0.23%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31410GAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24501 | PA      | $24833.37     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR WA MEGA BALLOON MULTI               | CUSIP: 31410GPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    322203 | PA      | $321207.42    | 0.01%             | 2037-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35869 | PA      | $38071.05     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31410LCD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50203 | PA      | $53273.66     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 6M SOFR ARM                              | CUSIP: 31412CBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69190 | PA      | $71630.61     | 0.00%             | 2036-03-01      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31413STL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    176920 | PA      | $182481.70    | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31413TUM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31197 | PA      | $32890.94     | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31414MP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8988 | PA      | $9060.20      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS              | CUSIP: 31418AJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    396583 | PA      | $369092.57    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L            | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    318393 | PA      | $296319.02    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L            | CUSIP: 31418AQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    713113 | PA      | $663676.67    | 0.02%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L            | CUSIP: 31418AS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1204294 | PA      | $1123458.91   | 0.03%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS              | CUSIP: 31418ATV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1300149 | PA      | $1211765.87   | 0.03%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L            | CUSIP: 31418AVA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    662899 | PA      | $616937.84    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS              | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1513893 | PA      | $1408931.66   | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3555044 | PA      | $3156391.33   | 0.08%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2897870 | PA      | $2571715.65   | 0.07%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6796334 | PA      | $6028596.32   | 0.16%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4894987 | PA      | $4243678.38   | 0.11%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9237116 | PA      | $8003132.74   | 0.21%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5519580 | PA      | $4823511.65   | 0.13%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7807483 | PA      | $6821791.45   | 0.18%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR UMBS                                | CUSIP: 31418DU34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    769448 | PA      | $735766.84    | 0.02%             | 2030-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR UMBS                                | CUSIP: 31418DW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2379677 | PA      | $2272237.80   | 0.06%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 10YR UMBS                                | CUSIP: 31418DXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1457551 | PA      | $1391751.52   | 0.04%             | 2031-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418DYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    860026 | PA      | $740991.98    | 0.02%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3248436 | PA      | $2790197.67   | 0.07%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  53598250 | PA      | $45987690.65  | 1.23%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS                                | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2339980 | PA      | $2072984.16   | 0.06%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR                                     | CUSIP: 31418MLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14806 | PA      | $15291.93     | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR                                     | CUSIP: 31418MSM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37132 | PA      | $37469.25     | 0.00%             | 2048-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617N9NB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2015838 | PA      | $1875346.21   | 0.05%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617N9PX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2964509 | PA      | $2549166.94   | 0.07%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617QKY41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2095297 | PA      | $1918868.75   | 0.05%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617WUGR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3167372 | PA      | $2871678.62   | 0.08%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA II REVERSE MTG - FIXED-RATE P            | CUSIP: 3622AAUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3115536 | PA      | $2813276.33   | 0.08%             | 2070-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                           | CUSIP: 3622AAXX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3321975 | PA      | $2980514.31   | 0.08%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR PLATINUM                            | CUSIP: 3622AB3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4867778 | PA      | $4416227.85   | 0.12%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                           | CUSIP: 3622ABMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4195474 | PA      | $3728001.76   | 0.10%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-225             | GNMA_21-225G                                  | CUSIP: 38383FZF3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    631611 | PA      | $528131.23    | 0.01%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-31              | GNMA_22-31                                    | CUSIP: 38383GS44<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3403845 | PA      | $3068790.29   | 0.08%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-205             | GNMA_22-205                                   | CUSIP: 38383HAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2040488 | PA      | $1580725.93   | 0.04%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-34              | GNMA_22-34                                    | CUSIP: 38383MFU7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2631641 | PA      | $2475504.45   | 0.07%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-50              | GNMA_22-50                                    | CUSIP: 38383PLD1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4660713 | PA      | $4162717.51   | 0.11%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-46              | GNMA_22-46                                    | CUSIP: 38383PXJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    470000 | PA      | $387693.32    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-66              | GNMA_22-66                                    | CUSIP: 38383RGE1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2939106 | PA      | $2800461.70   | 0.07%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-84              | GNMA_22-84                                    | CUSIP: 38383RU96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1698002 | PA      | $1421271.23   | 0.04%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78              | GNMA_22-78                                    | CUSIP: 38383RWC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1053000 | PA      | $817305.22    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-107             | GNMA_22-107                                   | CUSIP: 38383TLM3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   5482268 | PA      | $4363958.45   | 0.12%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-153             | GNMA_22-153                                   | CUSIP: 38383YJQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1352792 | PA      | $1331422.70   | 0.04%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-81              | GNMA_23-81                                    | CUSIP: 38384BFM8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3852000 | PA      | $3301645.50   | 0.09%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-196             | GNMA_23-196                                   | CUSIP: 38384GUU2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1611285 | PA      | $1531321.59   | 0.04%             | 2048-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-45              | GNMA_24-45                                    | CUSIP: 38384KGP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1056553 | PA      | $968762.17    | 0.03%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110             | GNMA_24-110                                   | CUSIP: 38384QH76<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    557510 | PA      | $525776.77    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-110             | GNMA_24-110                                   | CUSIP: 38384QXH6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1262000 | PA      | $1075096.41   | 0.03%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-7               | GNMA_25-7                                     | CUSIP: 38385BN55<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    543000 | PA      | $379911.80    | 0.01%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                             | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1244232.02   | 0.03%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                | NSTAR ELECTRIC CO                             | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    619000 | PA      | $624520.46    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                | CHORD ENERGY CORP                             | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235307.67    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST OCTL_21-1A                              | OCTL_21-1A                                    | CUSIP: 67571AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534908 | PA      | $532438.94    | 0.01%             | 2028-11-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| OH EDISON CO                                                     | OHIO EDISON COMPANY                           | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1047196.31   | 0.03%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                    | OHIO POWER CO                                 | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    381000 | PA      | $232354.44    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO STATE UNIVERSITY                                            | Ohio State University/The                     | CUSIP: 677632PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $418335.40    | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                   | OMAN GOVERNMENT INTERNATIONAL BOND            | CUSIP: 68205LAT0<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $424284.65    | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                            | ON SEMICONDUCTOR CORPORATION                  | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145079.75    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | ONCOR ELECTRIC DELIVERY COMPANY LL            | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    966000 | PA      | $985093.53    | 0.03%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | ONCOR ELECTRIC DELIVERY COMPANY LL            | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1132574.24   | 0.03%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                     | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    565000 | PA      | $560123.28    | 0.01%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                     | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    414000 | PA      | $402943.60    | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                     | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1589357.19   | 0.04%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                     | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    321000 | PA      | $297955.85    | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC                                     | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    699000 | PA      | $746993.73    | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | ONEMAIN FINANCE CORP                          | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    530000 | PA      | $545041.48    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTY TRUST                | ONTARIO TEACHERS CADILLAC FAIRVIEW            | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    274000 | PA      | $270831.59    | 0.01%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING LLC OPTN_22-A                                    | OPTN_22-A                                     | CUSIP: 68378NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5342338.05   | 0.14%             | 2031-06-09      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | FIBERCOP SPA                                  | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    315000 | PA      | $296126.77    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION                            | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1054177.71   | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                                  | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    450000 | PA      | $432534.74    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                     | ORGANON & CO                                  | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    275000 | PA      | $238744.38    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST CHRY_25-1                            | CHRY_25-1A                                    | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400000 | PA      | $3434439.96   | 0.09%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                | CHILE ELECTRICITY LUX MPC II SARL             | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |    991190 | PA      | $994915.08    | 0.03%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                | CHILE ELECTRICITY LUX MPC II SARL             | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | LU        |   1877000 | PA      | $1895196.46   | 0.05%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                         | ORLEN SA                                      | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    406000 | PA      | $416006.55    | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC                                       | OUTFRONT MEDIA CAP LLC/CAP CORP               | CUSIP: 69007TAE4<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    375000 | PA      | $359150.77    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHILE (REPUBLIC OF)                                              | CHILE (REPUBLIC OF)                           | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1467000 | PA      | $1514403.62   | 0.04%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                 | CINEMARK USA INC                              | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209120.61    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY GLASS CONTAINER INC.                              | OWENS-BROCKWAY GLASS CONTAINER INC            | CUSIP: 69073TAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150250.20    | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                | CUSIP: 693304AY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $179500.96    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                             | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    473000 | PA      | $479375.15    | 0.01%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                | CISCO SYSTEMS INC                             | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    715000 | PA      | $732587.25    | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                   | PECO ENERGY CO                                | CUSIP: 693304BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1268000 | PA      | $798343.05    | 0.02%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    186000 | PA      | $181174.10    | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    448000 | PA      | $441005.35    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    745000 | PA      | $729918.12    | 0.02%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    210000 | PA      | $200028.67    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E CORPORATION                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1242500.19   | 0.03%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                               | PG&E WILDFIRE RECOVERY FUNDING LLC            | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $155572.51    | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                               | PG&E WILDFIRE RECOVERY FUNDING LLC            | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $256289.15    | 0.01%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $962073.93    | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1180117.14   | 0.03%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY FUNDING LLC                               | PG&E WILDFIRE RECOVERY FUNDING LLC            | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $470898.26    | 0.01%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                       | PERFORMANCE FOOD GROUP INC                    | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399585.86    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1330154.63   | 0.04%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    414000 | PA      | $422261.02    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC              | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    324000 | PA      | $343022.64    | 0.01%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC              | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    984000 | PA      | $1099612.64   | 0.03%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_25-A1                  | CCCIT_25-A1                                   | CUSIP: 17305EHA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3969000 | PA      | $3990593.34   | 0.11%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_25-A2                  | CCCIT_25-A2                                   | CUSIP: 17305EHB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3969000 | PA      | $3992455.20   | 0.11%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_03-1                     | CMLTI_03-1                                    | CUSIP: 17307GBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18127 | PA      | $17853.06     | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CMLTI_05-2                                                       | CMLTI_05-2                                    | CUSIP: 17307GRM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55195 | PA      | $55094.33     | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC              | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    201000 | PA      | $208743.30    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                           | PNC FINANCIAL SERVICES GROUP INC              | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2257519.79   | 0.06%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_09-10                    | CMLTI_09-10                                   | CUSIP: 17316AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30013 | PA      | $29621.13     | 0.00%             | 2033-09-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA                                   | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $342057.81    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                          | PPL CAPITAL FUNDING INC                       | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    730000 | PA      | $736130.51    | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $1693260.76   | 0.05%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA                                   | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6010000 | PA      | $6041770.10   | 0.16%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA                                   | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5263548.45   | 0.14%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    399000 | PA      | $255594.12    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000068 | PA      | $976036.45    | 0.03%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $906589.18    | 0.02%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    784000 | PA      | $818576.54    | 0.02%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4651000 | PA      | $4628044.41   | 0.12%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    532000 | PA      | $543012.39    | 0.01%             | N/A             | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS & ELECTRIC COMPANY                | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3002000 | PA      | $2419059.20   | 0.06%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY NOTE                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16471000 | PA      | $16559788.98  | 0.44%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 9128334T4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8418000 | PA      | $6422451.69   | 0.17%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 9128334X5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $3041180.42   | 0.08%             | 2034-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2825201.72   | 0.08%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1888211.05   | 0.05%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                           | TREASURY STRIP (INT)                          | CUSIP: 9128337U8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2083000 | PA      | $1459510.56   | 0.04%             | 2033-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL6               | VOLT_21-NPL6                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422514 | PA      | $422096.45    | 0.01%             | 2051-04-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2827000 | PA      | $2848843.53   | 0.08%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | CIVITAS RESOURCES INC                         | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    725000 | PA      | $733918.98    | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                                      | VALARIS LTD                                   | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    175000 | PA      | $179360.51    | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                       | VALEANT PHARMACEUTICALS INTL                  | CUSIP: 91911XAV6<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794204.79    | 0.02%             | 2026-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                  | CLARIVATE SCIENCE HOLDINGS CORP               | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $273101.54    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                               | CLEAR CHANNEL WORLDWIDE HOLDINGS              | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    605000 | PA      | $597993.34    | 0.02%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                 | VENTAS REALTY LP                              | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    238000 | PA      | $245078.19    | 0.01%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | CLEVELAND-CLIFFS INC                          | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    448000 | PA      | $446982.51    | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS CASL_19-A                              | CASL_19-A                                     | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615568 | PA      | $586388.34    | 0.02%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS CASL_18-A                              | CASL_18-A                                     | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236321 | PA      | $230324.58    | 0.01%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                        | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $495899.14    | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                           | COLOMBIA (REPUBLIC OF)                        | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    294000 | PA      | $287428.32    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC COLT_21-2                                       | COLT_21-2                                     | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1493986 | PA      | $1271300.89   | 0.03%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST COLT_21-4                               | COLT_21-4                                     | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1643528 | PA      | $1398976.43   | 0.04%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                    | COLUMBIA SHORT TERM CASH FUND                 | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | CORP              | US        | 193029941 | NS      | $192991335.16 | 5.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                           | COLUMBIA PIPELINES HOLDING CO LLC             | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $256169.31    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                         | COLUMBIA PIPELINES OP CO LLC                  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1473993.03   | 0.04%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    236000 | PA      | $222999.99    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    762000 | PA      | $571472.45    | 0.02%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    673000 | PA      | $583001.31    | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    248000 | PA      | $150752.23    | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2913000 | PA      | $1710066.60   | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    884000 | PA      | $497037.33    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3326000 | PA      | $3079949.53   | 0.08%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DEERE & CO                                                       | DEERE & CO                                    | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1717429.42   | 0.05%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                       | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1574330.05   | 0.04%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                       | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1483368.17   | 0.04%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                       | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266415.99    | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                       | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1993279.17   | 0.05%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                       | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1416248.87   | 0.04%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                          | JOHN DEERE CAPITAL CORP                       | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1867833.50   | 0.05%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC.                                        | DICKS SPORTING GOODS INC                      | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   2549000 | PA      | $1818126.10   | 0.05%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                            | DIRECTV HOLDINGS LLC/DIRECTV FIN              | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $373717.58    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                   | WALT DISNEY COMPANY (THE)                     | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    686000 | PA      | $506414.07    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH NETWORK CORP                             | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029595.37   | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                      | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    614000 | PA      | $617004.36    | 0.02%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                          | DUKE ENERGY INDIANA LLC                       | CUSIP: 26443TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1113000 | PA      | $683592.99    | 0.02%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC                       | CUSIP: 26444HAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1048000 | PA      | $927120.18    | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                      | DUQUESNE LIGHT HOLDINGS INC                   | CUSIP: 266233AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $363911.67    | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2359675 | PA      | $2132543.08   | 0.06%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132AEV52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3137454 | PA      | $2841348.83   | 0.08%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1832197 | PA      | $1565674.67   | 0.04%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 15YR UMBS SUPER                         | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1162590 | PA      | $1094990.84   | 0.03%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 15YR UMBS SUPER                         | CUSIP: 3132CXLN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  24842507 | PA      | $23858152.39  | 0.64%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 15YR UMBS SUPER                         | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2770191 | PA      | $2718004.30   | 0.07%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 20YR UMBS SUPER                         | CUSIP: 3132D9DR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1469941 | PA      | $1268577.42   | 0.03%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2639879 | PA      | $2347862.10   | 0.06%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4572925 | PA      | $4340066.01   | 0.12%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DNNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5218111 | PA      | $5004693.65   | 0.13%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    942371 | PA      | $837092.68    | 0.02%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | ADAPTHEALTH LLC                               | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $197999.13    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                              | DELTA AIR LINES INC                           | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3191000 | PA      | $3208984.40   | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                       | ADIENT GLOBAL HOLDINGS LTD                    | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $514617.54    | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAP/AERCAP GLOBAL              | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    693000 | PA      | $675190.27    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                              | DELTA AIR LINES INC                           | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3616750.33   | 0.10%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                             | DETROIT EDISON COMPANY                        | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    205000 | PA      | $165832.28    | 0.00%             | 2042-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC                    | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    410000 | PA      | $427992.44    | 0.01%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                       | AERCAP IRELAND CAPITAL DAC                    | CUSIP: 00774MBL8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $265071.95    | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG/NY                           | CUSIP: 251526CV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $535820.52    | 0.01%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                              | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $300335.47    | 0.01%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | AGREE LP                                      | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1152130.60   | 0.03%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | AGREE LP                                      | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    335000 | PA      | $278777.07    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | AGREE LP                                      | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    739000 | PA      | $731423.81    | 0.02%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                         | AGREE LP                                      | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1223649.60   | 0.03%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AIR CANADA PASS THROUGH CERTIFICATES SERIES 2017-1               | AIR CANADA 2017-1AA PTT                       | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    174139 | PA      | $162933.39    | 0.00%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AIR CANADA PASS THROUGH CERTIFICATES SERIES 2017-1               | AIR CANADA 2017-1A PTT                        | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    242861 | PA      | $225629.64    | 0.01%             | 2030-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                   | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   3015000 | PA      | $2896650.12   | 0.08%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | AKER BP ASA                                   | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    366000 | PA      | $333807.74    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                            | ALABAMA POWER COMPANY                         | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1123942.17   | 0.03%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                         | ALBERTSONS COMPANIES LLC/SAFEWAY              | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744805.08    | 0.02%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                               | ALCON FINANCE CORP                            | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   2976000 | PA      | $3068303.71   | 0.08%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                       | ALEXANDRIA REAL ESTATE EQUITIES               | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $157146.62    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                       | ALEXANDRIA REAL ESTATE EQUITIES               | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    199000 | PA      | $200616.66    | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                       | ALEXANDRIA REAL ESTATE EQUITIES               | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    102000 | PA      | $81637.91     | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                      | CHENIERE ENERGY PARTNERS LP                   | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1783498.30   | 0.05%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                              | CHENIERE ENERGY INC                           | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    690000 | PA      | $688984.72    | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG (NEW YORK BRANCH)            | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2339083.90   | 0.06%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                              | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3956000 | PA      | $3556074.25   | 0.09%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                              | COMCAST CORPORATION                           | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    257000 | PA      | $263280.92    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                 | COMISION FEDERAL DE ELECTRICIDAD              | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | NUSS              | MX        |    291000 | PA      | $286793.41    | 0.01%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK NY                              | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $242795.81    | 0.01%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                 | DEUTSCHE BANK AG/NY                           | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $276882.12    | 0.01%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4091                                           | FHLMC_4091                                    | CUSIP: 3137ATCV2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1141964 | PA      | $1072956.66   | 0.03%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4091                                           | FHLMC_4091                                    | CUSIP: 3137ATDK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    734913 | PA      | $690450.29    | 0.02%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4091                                           | FHLMC_4091                                    | CUSIP: 3137ATDS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    666171 | PA      | $656104.10    | 0.02%             | 2042-08-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHR_4091                                                         | FHLMC_4091                                    | CUSIP: 3137ATFL1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    881736 | PA      | $822705.55    | 0.02%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4117                                           | FHLMC_4117                                    | CUSIP: 3137AUTF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    779872 | PA      | $694179.10    | 0.02%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4160                                           | FHLMC_4160                                    | CUSIP: 3137AXUG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1551914 | PA      | $1485970.35   | 0.04%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4184                                           | FHLMC_4184                                    | CUSIP: 3137B0BG8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    396548 | PA      | $389877.49    | 0.01%             | 2043-03-15      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4177                                           | FHLMC_4177                                    | CUSIP: 3137B16U1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1000000 | PA      | $897954.30    | 0.02%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4205                                           | FHLMC_4205                                    | CUSIP: 3137B26P0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1475619 | PA      | $1269753.22   | 0.03%             | 2043-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC_4217                                                       | FHLMC_4217                                    | CUSIP: 3137B2KH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1200000 | PA      | $1086288.48   | 0.03%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4240                                           | FHLMC_4240                                    | CUSIP: 3137B3TZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1589022 | PA      | $1533000.35   | 0.04%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4273F               | FHLMC_4273                                    | CUSIP: 3137B66E6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3837262 | PA      | $3822114.84   | 0.10%             | 2043-11-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4272                                           | FHLMC_4272                                    | CUSIP: 3137B6DC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    809384 | PA      | $845795.68    | 0.02%             | 2040-04-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4281                                    | CUSIP: 3137B6N56<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    311673 | PA      | $309197.27    | 0.01%             | 2043-12-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4286                | FHLMC_4286                                    | CUSIP: 3137B6VQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1568241 | PA      | $1547734.13   | 0.04%             | 2043-12-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4303                                           | FHLMC_4303                                    | CUSIP: 3137B83K1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    562223 | PA      | $551228.72    | 0.01%             | 2044-02-15      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPO                                 | FHLMC_4427                                    | CUSIP: 3137BGAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    193735 | PA      | $190994.64    | 0.01%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4446                | FHLMC_4446                                    | CUSIP: 3137BHAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    951274 | PA      | $847911.87    | 0.02%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTERNATIONAL NV                 | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    911000 | PA      | $927557.59    | 0.02%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | ENERGY TRANSFER LP                            | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    231000 | PA      | $193281.67    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4582                | FHLMC_4582                                    | CUSIP: 3137BPJ34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3577034 | PA      | $3398245.39   | 0.09%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11872074 | PA      | $12078889.04  | 0.32%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 3142AWP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    700000 | PA      | $703715.03    | 0.02%             | 2055-07-01      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 3142B3WE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1315000 | PA      | $1323212.04   | 0.04%             | 2055-06-01      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | ENTEGRIS INC                                  | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389245.84    | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | ENTERGY CORPORATION                           | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    544000 | PA      | $562906.75    | 0.02%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/6M 30D SOFR ARM                          | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    764444 | PA      | $772160.58    | 0.02%             | 2055-05-01      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| JERSEY CTL PWR & LT CO                                           | JERSEY CENTRAL POWER & LIGHT COMPA            | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    935000 | PA      | $933241.22    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-4                    | EART_23-4A                                    | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2035000 | PA      | $2220753.58   | 0.06%             | 2031-02-18      | Fixed         | 9.57%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3                    | EART_22-3A                                    | CUSIP: 30166YAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6514629.10   | 0.17%             | 2030-01-15      | Fixed         | 9.09%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                             | JETBLUE AIRWAYS CORPORATION                   | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    490000 | PA      | $477003.59    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KSBA_12-2                                                        | KSBA_12-2                                     | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413749 | PA      | $7585.97      | 0.00%             | 2038-08-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                         | KLA CORP                                      | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    645000 | PA      | $447102.77    | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                         | KLA CORP                                      | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1583870.82   | 0.04%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-5                    | EART_22-5A                                    | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5091889.50   | 0.14%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-2                    | EART_23-2A                                    | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863000 | PA      | $938663.70    | 0.03%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| KSBA_13-2                                                        | KSBA_13-2                                     | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566745 | PA      | $15780.04     | 0.00%             | 2039-03-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| KSBA_14-2                                                        | KSBA_14-2                                     | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98209 | PA      | $5636.49      | 0.00%             | 2040-04-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                 | KANSAS CITY POWER & LIGHT COMPANY             | CUSIP: 485134BQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $175154.08    | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                       | KENVUE INC                                    | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    699000 | PA      | $707145.16    | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic Of)                                              | KENYA (REPUBLIC OF)                           | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $188209.14    | 0.01%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                             | KEURIG DR PEPPER INC                          | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    685000 | PA      | $688345.79    | 0.02%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_15-84                                            | FNMA_15-84                                    | CUSIP: 3136AQQT0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    309496 | PA      | $290694.84    | 0.01%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-19                                            | FNMA_16-19                                    | CUSIP: 3136ARD54<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3223662 | PA      | $3195134.20   | 0.09%             | 2046-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                          | KEYCORP                                       | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    488000 | PA      | $475629.79    | 0.01%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                          | KEYCORP                                       | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    874000 | PA      | $884170.29    | 0.02%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-22                                            | FNMA_16-22                                    | CUSIP: 3136ARF86<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1683242 | PA      | $1663888.28   | 0.04%             | 2046-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-22                                            | FNMA_16-22                                    | CUSIP: 3136ARG93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1473276 | PA      | $1455965.73   | 0.04%             | 2046-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                              | KIMCO REALTY OP LLC                           | CUSIP: 49447BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1057166.26   | 0.03%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                              | KIMCO REALTY OP LLC                           | CUSIP: 49447BAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1243981.02   | 0.03%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                             | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    704000 | PA      | $455739.70    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                | KINDER MORGAN INC                             | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2426052.73   | 0.06%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-11                                            | FNMA_16-11                                    | CUSIP: 3136ARPM4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    653658 | PA      | $645484.48    | 0.02%             | 2046-03-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-11                                            | FNMA_16-11                                    | CUSIP: 3136ARQU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    879058 | PA      | $868011.86    | 0.02%             | 2046-03-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | KINETIK HOLDINGS LP                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1617171.85   | 0.04%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | KINETIK HOLDINGS LP                           | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    549000 | PA      | $561491.84    | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-75                                            | FNMA_16-75                                    | CUSIP: 3136AT4D3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1045059 | PA      | $1035430.73   | 0.03%             | 2046-10-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-86                                            | FNMA_16-86                                    | CUSIP: 3136AT6K5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2648466 | PA      | $2617800.34   | 0.07%             | 2046-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| QUANTA SERV INC.                                                 | QUANTA SERVICES INC.                          | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    714000 | PA      | $722603.29    | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                            | QUEST DIAGNOSTICS INCORPORATED                | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    432000 | PA      | $436097.02    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-69                                            | FNMA_16-69                                    | CUSIP: 3136ATA53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1081056 | PA      | $1070492.65   | 0.03%             | 2046-10-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-57                                            | FNMA_16-57                                    | CUSIP: 3136ATEP5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3564193 | PA      | $3042557.97   | 0.08%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                              | QUICKEN LOANS LLC/ QUICKEN LOANS              | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380232.11    | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP                                          | RHP HOTEL PPPTY / RPH FINANCE CORP            | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    805000 | PA      | $800423.91    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-48                                            | FNMA_16-48                                    | CUSIP: 3136ATLW2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1463750 | PA      | $1368294.67   | 0.04%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-61                                            | FNMA_16-61                                    | CUSIP: 3136ATQJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    324921 | PA      | $323211.61    | 0.01%             | 2046-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-64                                            | FNMA_16-64                                    | CUSIP: 3136ATUD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1282377 | PA      | $1198485.81   | 0.03%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-82                                            | FNMA_16-82                                    | CUSIP: 3136AUAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1700064 | PA      | $1681228.97   | 0.04%             | 2046-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-82                                            | FNMA_16-82                                    | CUSIP: 3136AUBK6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1847877 | PA      | $1831339.05   | 0.05%             | 2046-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA_16-78                                                       | FNMA_16-78                                    | CUSIP: 3136AUEC1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    676774 | PA      | $668580.61    | 0.02%             | 2044-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-79                                            | FNMA_16-79                                    | CUSIP: 3136AUGJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1037956 | PA      | $1028300.14   | 0.03%             | 2046-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-84                                            | FNMA_16-84                                    | CUSIP: 3136AUKJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1015428 | PA      | $1003826.49   | 0.03%             | 2046-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-91                                            | FNMA_16-91                                    | CUSIP: 3136AURK9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    759639 | PA      | $753555.98    | 0.02%             | 2046-12-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_16-88                                            | FNMA_16-88                                    | CUSIP: 3136AUTG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1429921 | PA      | $1416845.84   | 0.04%             | 2046-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FNMA_17-23                                    | CUSIP: 3136AV5J4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1178434 | PA      | $1165803.64   | 0.03%             | 2047-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST FNGT_17-                                 | FNGT_17-T1                                    | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2744721 | PA      | $2657574.46   | 0.07%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_17-13                                            | FNMA_17-13                                    | CUSIP: 3136AVFH7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4924344 | PA      | $4593139.66   | 0.12%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4709                                           | FHLMC_4709                                    | CUSIP: 3137FAN95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    931760 | PA      | $918079.73    | 0.02%             | 2047-08-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4719                | FHLMC_4719                                    | CUSIP: 3137FAXZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1036511 | PA      | $960522.25    | 0.03%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4719                | FHLMC_4719                                    | CUSIP: 3137FAY28<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    816050 | PA      | $731291.71    | 0.02%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                      | FHLMC_4742                                    | CUSIP: 3137FCAZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    965483 | PA      | $884773.08    | 0.02%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4753                | FHLMC_4753                                    | CUSIP: 3137FDV82<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    870182 | PA      | $784067.74    | 0.02%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_W5FX       | FHLMC_W5FX                                    | CUSIP: 3137FG6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1256000 | PA      | $1226751.65   | 0.03%             | 2028-04-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4826                                           | FHLMC_4826                                    | CUSIP: 3137FH4G5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    683300 | PA      | $667831.09    | 0.02%             | 2048-09-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4854                                           | FHLMC_4854                                    | CUSIP: 3137FKLB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2386469 | PA      | $2354738.42   | 0.06%             | 2049-01-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4857                | FHLMC_4857                                    | CUSIP: 3137FKRS7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3037349 | PA      | $2907007.80   | 0.08%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_19-4880                                        | FHLMC_4880                                    | CUSIP: 3137FLTS3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    945624 | PA      | $871258.49    | 0.02%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4903                                           | FHLMC_4903                                    | CUSIP: 3137FN5F3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    635181 | PA      | $624901.94    | 0.02%             | 2049-08-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_KL05       | FHLMC_KL05                                    | CUSIP: 3137FNAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  75000000 | PA      | $2389477.50   | 0.06%             | 2029-06-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4927                                           | FHLMC_4927                                    | CUSIP: 3137FPPA7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1410394 | PA      | $1304587.12   | 0.03%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4937                                           | FHLMC_4937                                    | CUSIP: 3137FQA37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1395485 | PA      | $1242181.95   | 0.03%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_4940                                           | FHLMC_4940                                    | CUSIP: 3137FQLS0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1064356 | PA      | $1008930.28   | 0.03%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4941                | FHLMC_4941                                    | CUSIP: 3137FQS53<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    807179 | PA      | $679120.35    | 0.02%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4954                | FHLMC_4954                                    | CUSIP: 3137FR2N0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    668532 | PA      | $588024.49    | 0.02%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4988                | FHLMC_4988                                    | CUSIP: 3137FUQ98<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1069336 | PA      | $1061544.32   | 0.03%             | 2050-07-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5020                                           | FHLMC_5020                                    | CUSIP: 3137FWX39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1223964 | PA      | $1125871.81   | 0.03%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5092                | FHLMC_5092Z                                   | CUSIP: 3137FYCE4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1454043 | PA      | $1205058.02   | 0.03%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5091                | FHLMC_5091                                    | CUSIP: 3137FYM52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1896902 | PA      | $1522112.05   | 0.04%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3740                                           | FHLMC_3740                                    | CUSIP: 3137GARP4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    103499 | PA      | $8937.11      | 0.00%             | 2040-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-8                                             | FNMA_06-8                                     | CUSIP: 31394VX39<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     97245 | PA      | $80551.89     | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-59                                            | FNMA_09-59                                    | CUSIP: 31396QRH4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    169204 | PA      | $172389.96    | 0.00%             | 2039-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3164                                           | FHLMC_3164                                    | CUSIP: 31396TDX8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     42233 | PA      | $44835.19     | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR_3195                                                         | FHLMC_3195                                    | CUSIP: 31396UCL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     72431 | PA      | $75175.82     | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3181                                           | FHLMC_3181                                    | CUSIP: 31396URG7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    120799 | PA      | $101233.72    | 0.00%             | 2036-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-42                                            | FNMA_07-42                                    | CUSIP: 31396VR83<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     78251 | PA      | $81317.34     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-65                                            | FNMA_07-65                                    | CUSIP: 31396WLY0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     59377 | PA      | $6018.71      | 0.00%             | 2037-07-25      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORPORATION                      | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2605671.85   | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                         | DEVON ENERGY CORPORATION                      | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1191141.71   | 0.03%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-72                                            | FNMA_07-72                                    | CUSIP: 31396WQH2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    349416 | PA      | $37027.88     | 0.00%             | 2037-07-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN FNMA_07-W7                                 | FNMA_07-W7                                    | CUSIP: 31396WUV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    116992 | PA      | $9578.75      | 0.00%             | 2037-07-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO                                         | DIAMOND FOREIGN/DIAMOND FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    295000 | PA      | $307024.39    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST DROT_21-1A                           | DROT_21-1A                                    | CUSIP: 25273CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718752 | PA      | $714275.56    | 0.02%             | 2033-11-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-76                                            | FNMA_07-76                                    | CUSIP: 31396WZ90<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    144280 | PA      | $147898.99    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-109                                           | FNMA_07-109                                   | CUSIP: 31396X2X1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     78030 | PA      | $4989.26      | 0.00%             | 2037-12-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                        | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    298000 | PA      | $230228.12    | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                        | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    797000 | PA      | $808126.11    | 0.02%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-116                                           | FNMA_07-116                                   | CUSIP: 31396X7A6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     76546 | PA      | $79797.80     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-101                                           | FNMA_07-101                                   | CUSIP: 31396XC69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    109283 | PA      | $108451.32    | 0.00%             | 2036-06-27      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                        | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1520965.51   | 0.04%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                        | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1225458.40   | 0.03%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_07-104                                           | FNMA_07-104                                   | CUSIP: 31396XN26<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     76362 | PA      | $79419.18     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3200                                           | FHLMC_3200                                    | CUSIP: 31397AGM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     98391 | PA      | $102920.97    | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                        | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    401000 | PA      | $371966.59    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                           | DIAMONDBACK ENERGY INC                        | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2084267.86   | 0.06%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3213                                           | FHLMC_3213                                    | CUSIP: 31397AZC0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    142526 | PA      | $151369.62    | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3229                                           | FHLMC_3229                                    | CUSIP: 31397BRQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5100 | PA      | $5089.87      | 0.00%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP FHSTR_239                                       | FHLMC_239                                     | CUSIP: 31282YNU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    131790 | PA      | $16612.11     | 0.00%             | 2036-08-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR BI-WEEKLY                          | CUSIP: 31288LRR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43872 | PA      | $44468.43     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR BI-WEEKLY                          | CUSIP: 31288LUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    231713 | PA      | $240587.75    | 0.01%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/1 SFFBK12M ARM                           | CUSIP: 31288QAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    825889 | PA      | $859504.34    | 0.02%             | 2048-11-01      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTICLASS CERTIFICATES SERIES FHMR_21-P011          | FHLMC_21-P011                                 | CUSIP: 3137H2NR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19350769 | PA      | $2083853.36   | 0.06%             | 2045-09-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5178B                                          | FHLMC_5178                                    | CUSIP: 3137H56A0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2047396 | PA      | $1822315.53   | 0.05%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5182                | FHLMC_5182                                    | CUSIP: 3137H5CE5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1201905 | PA      | $1059393.15   | 0.03%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5202                | FHLMC_5202                                    | CUSIP: 3137H5ZK6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1103592 | PA      | $1019484.68   | 0.03%             | 2047-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3316                                           | FHLMC_3316                                    | CUSIP: 31397HKD9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5318 | PA      | $4366.56      | 0.00%             | 2037-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_3380                | FHLMC_3380                                    | CUSIP: 31397KTW1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    875740 | PA      | $78368.82     | 0.00%             | 2037-10-15      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5202                | FHLMC_5202                                    | CUSIP: 3137H62L8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4045839 | PA      | $3585014.05   | 0.10%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5202                | FHLMC_5202R                                   | CUSIP: 3137H63N3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   2532817 | PA      | $2328440.55   | 0.06%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_08-80                                            | FNMA_08-80                                    | CUSIP: 31397MRT6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     13898 | PA      | $14598.63     | 0.00%             | 2038-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3423                                           | FHLMC_3423                                    | CUSIP: 31397RVN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    332722 | PA      | $347047.76    | 0.01%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5201                                           | FHLMC_5201                                    | CUSIP: 3137H64V4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1717798 | PA      | $1517877.16   | 0.04%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5207                                           | FHLMC_5207                                    | CUSIP: 3137H6K95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1934439 | PA      | $1738881.34   | 0.05%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5217                                           | FHLMC_5217                                    | CUSIP: 3137H6SL0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1387699 | PA      | $1280114.20   | 0.03%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5210                                           | FHLMC_5210                                    | CUSIP: 3137H6WG6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1334381 | PA      | $1249410.70   | 0.03%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-43                                            | FNMA_11-43                                    | CUSIP: 31397S5E0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     53399 | PA      | $55598.30     | 0.00%             | 2051-05-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-46                                            | FNMA_11-46                                    | CUSIP: 31397SG24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    139089 | PA      | $138056.33    | 0.00%             | 2026-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5220                                           | FHLMC_5220                                    | CUSIP: 3137H77M9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3369040 | PA      | $3221149.43   | 0.09%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5228                | FHLMC_5228                                    | CUSIP: 3137H7W33<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    226493 | PA      | $217622.64    | 0.01%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-31                                            | FNMA_11-31                                    | CUSIP: 31397SHK3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    790095 | PA      | $774668.68    | 0.02%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-30                                            | FNMA_11-30                                    | CUSIP: 31397SMD3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    134271 | PA      | $8903.01      | 0.00%             | 2041-04-25      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5335                                           | FHLMC_5335                                    | CUSIP: 3137HAL87<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3772215 | PA      | $3769923.00   | 0.10%             | 2039-10-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR_5396                                      | FHLMC_5396                                    | CUSIP: 3137HC4W9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   3342908 | PA      | $3330852.72   | 0.09%             | 2054-04-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5410                | FHLMC_5410                                    | CUSIP: 3137HCQJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1457000 | PA      | $1260763.81   | 0.03%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5452                                           | FHLMC_5452                                    | CUSIP: 3137HFH40<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1567000 | PA      | $1311698.88   | 0.03%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-39                                            | FNMA_11-39                                    | CUSIP: 31397SVY7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    111206 | PA      | $115639.10    | 0.00%             | 2032-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-44                                            | FNMA_11-44                                    | CUSIP: 31397SYG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     42951 | PA      | $42670.64     | 0.00%             | 2026-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_5529                                           | FHLMC_5529                                    | CUSIP: 3137HKUP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   6668624 | PA      | $6352178.34   | 0.17%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    521197 | PA      | $518726.29    | 0.01%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3453                                           | FHLMC_3453                                    | CUSIP: 31397THP0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      9262 | PA      | $9459.01      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3451                                           | FHLMC_3451                                    | CUSIP: 31397TP89<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     14190 | PA      | $1250.94      | 0.00%             | 2038-05-15      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1963826 | PA      | $2036778.23   | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QV2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2327571 | PA      | $2358959.29   | 0.06%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1259080 | PA      | $1204886.56   | 0.03%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-28                                            | FNMA_10-28                                    | CUSIP: 31398MF84<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     24796 | PA      | $21737.32     | 0.00%             | 2040-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-107                                           | FNMA_10-107                                   | CUSIP: 31398NKP8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    655611 | PA      | $648603.41    | 0.02%             | 2040-09-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-111                                           | FNMA_10-111                                   | CUSIP: 31398NXS8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    493980 | PA      | $516050.32    | 0.01%             | 2040-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-49                                            | FNMA_10-49                                    | CUSIP: 31398P5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     87216 | PA      | $85579.72     | 0.00%             | 2040-03-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31418MZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     91665 | PA      | $97314.00     | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1431068 | PA      | $1269269.55   | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS SUPER                         | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1138726 | PA      | $1010449.85   | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LD6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    664533 | PA      | $656091.97    | 0.02%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LE6K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    196027 | PA      | $187388.74    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QV3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1211049 | PA      | $1233370.89   | 0.03%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QV3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1918660 | PA      | $1980772.72   | 0.05%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LEY57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    181495 | PA      | $170638.40    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LNSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3959949 | PA      | $3633850.75   | 0.10%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LRZZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1397310 | PA      | $1345961.75   | 0.04%             | 2050-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617LWTJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1002175 | PA      | $969675.35    | 0.03%             | 2050-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QV4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1969668 | PA      | $2039654.56   | 0.05%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2628704 | PA      | $2726357.54   | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617M2K57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3206607 | PA      | $2837404.50   | 0.08%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617M2KC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7073422 | PA      | $6434135.91   | 0.17%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4673027 | PA      | $4833663.39   | 0.13%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2029276 | PA      | $2137402.88   | 0.06%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3277691 | PA      | $3327971.42   | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    860613 | PA      | $892584.64    | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1344061 | PA      | $1415677.07   | 0.04%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3251864 | PA      | $3363650.51   | 0.09%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    480579 | PA      | $507214.09    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS                                | CUSIP: 3140QVQ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3382959 | PA      | $3434854.76   | 0.09%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2029175 | PA      | $1797229.30   | 0.05%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XH2W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5518700 | PA      | $5292977.04   | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13223911 | PA      | $11728786.31  | 0.31%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XHE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7606640 | PA      | $6719961.81   | 0.18%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4307682 | PA      | $3878906.39   | 0.10%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1687033 | PA      | $1453962.05   | 0.04%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XHP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1723457 | PA      | $1557920.56   | 0.04%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS SUPER                          | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1474080 | PA      | $1465823.92   | 0.04%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XJAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4408992 | PA      | $3983681.49   | 0.11%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 15YR UMBS SUPER                          | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    441573 | PA      | $439454.50    | 0.01%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140XJKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    860625 | PA      | $741281.92    | 0.02%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XJNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1671935 | PA      | $1510306.69   | 0.04%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1631207 | PA      | $1472495.87   | 0.04%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 20YR UMBS SUPER                          | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2985004 | PA      | $2682091.89   | 0.07%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1862014 | PA      | $1672352.61   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XKHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4501203 | PA      | $4317097.93   | 0.12%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1339751 | PA      | $1224595.40   | 0.03%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1439184 | PA      | $1266749.48   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1023770 | PA      | $924798.44    | 0.02%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/6M 30D SOFR ARM                          | CUSIP: 3142BGWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7028414 | PA      | $7012929.04   | 0.19%             | 2055-06-01      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 10/6M 30D SOFR ARM                      | CUSIP: 3142BNJM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1452959 | PA      | $1406001.57   | 0.04%             | 2052-08-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    945809 | PA      | $980946.09    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    877257 | PA      | $925876.73    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1580340 | PA      | $1634665.39   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    871481 | PA      | $917916.64    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    338707 | PA      | $356078.39    | 0.01%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9403489 | PA      | $9428527.14   | 0.25%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS                               | CUSIP: 3142GUUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9301394 | PA      | $9481827.29   | 0.25%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST HELP FINANCIAL LLC FHF_24-1                                | FIRST HELP_24-1A                              | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1801180 | PA      | $1818304.16   | 0.05%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_22-SFR2                                 | FKH_22-SFR2                                   | CUSIP: 33767PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6800000 | PA      | $6627984.64   | 0.18%             | 2039-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                         | FLORIDA POWER & LIGHT CO                      | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    602000 | PA      | $610126.81    | 0.02%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_25-A                          | FORDL_25-A                                    | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1127864.08   | 0.03%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_22-1                          | FORDR_22-1                                    | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2358000 | PA      | $2341346.39   | 0.06%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-4              | FORDF_24-4                                    | CUSIP: 34528QJQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1759000 | PA      | $1747000.45   | 0.05%             | 2031-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_24-A                          | FORDL_24-A                                    | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915000 | PA      | $920802.29    | 0.02%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-D                          | FORDO_22-D                                    | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917000 | PA      | $926109.02    | 0.02%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_25-1              | FORDF_25-1                                    | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3885000 | PA      | $3927251.71   | 0.10%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDR_25-1                          | FORDR_25-1                                    | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4850000 | PA      | $4952169.13   | 0.13%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| ACCO BRANDS CORP                                                 | ACCO BRANDS CORP                              | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    645000 | PA      | $570191.25    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                              | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $703604.47    | 0.02%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                              | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $466625.96    | 0.01%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                              | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $301550.60    | 0.01%             | 2026-10-13      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV                              | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $708549.42    | 0.02%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| ACC TRUST ACC_21-1                                               | ACC_21-1                                      | CUSIP: 00091KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2196417 | PA      | $916302.44    | 0.02%             | 2027-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASSET BASED LENDING LLC ABL_25-RTL1                              | ABL_25-RTL1                                   | CUSIP: 00092RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2155000 | PA      | $2154984.70   | 0.06%             | 2030-06-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                     | AEP TRANSMISSION COMPANY LLC                  | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    257000 | PA      | $170626.14    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                     | AEP TRANSMISSION COMPANY LLC                  | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    336000 | PA      | $204937.97    | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                    | AIA GROUP LTD                                 | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    340000 | PA      | $260715.47    | 0.01%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                    | AIB GROUP PLC                                 | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $280272.93    | 0.01%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                    | AIB GROUP PLC                                 | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203522.37    | 0.01%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR1                                          | AMSR_21-SFR1                                  | CUSIP: 00179DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2094580.58   | 0.06%             | 2038-06-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_21-SFR1                                          | AMSR_21-SFR1                                  | CUSIP: 00179DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2094901.65   | 0.06%             | 2038-06-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $1722975.25   | 0.05%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2399000 | PA      | $1618214.59   | 0.04%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    740000 | PA      | $496238.72    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $721340.72    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T INC                                      | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    510000 | PA      | $521028.78    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    478333 | PA      | $478225.52    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                        | AMERICAN AIRLINES/AADVANTAGE                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1102567.21   | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617M2KD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    500206 | PA      | $465344.59    | 0.01%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJMX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    889230 | PA      | $816007.04    | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJMY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    784310 | PA      | $734005.64    | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJMZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    726736 | PA      | $679672.57    | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    929221 | PA      | $845240.89    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    760493 | PA      | $696931.95    | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MJNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    622381 | PA      | $580153.42    | 0.02%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617MNJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    375253 | PA      | $349817.09    | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC                      | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5953000 | PA      | $5412639.40   | 0.14%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT COMPANY LLC                 | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    363000 | PA      | $354974.39    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST FFIN_20-1                               | FFIN_20-1A                                    | CUSIP: 35041KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210931 | PA      | $210510.41    | 0.01%             | 2040-07-16      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST FFIN_23-2                               | FFIN_23-2A                                    | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3838517 | PA      | $3989017.75   | 0.11%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2312000 | PA      | $2356829.44   | 0.06%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1469256.87   | 0.04%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    957000 | PA      | $963637.48    | 0.03%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC                                 | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4336000 | PA      | $4451949.18   | 0.12%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                               | CNO GLOBAL FUNDING                            | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    467000 | PA      | $479587.58    | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO                                                     | COCA-COLA CO                                  | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    384000 | PA      | $367465.46    | 0.01%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                  | COLGATE ENERGY PARTNERS III LLC               | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    315000 | PA      | $316152.97    | 0.01%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS CASL_1                                 | CASL_17-A                                     | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357706 | PA      | $358004.81    | 0.01%             | 2046-11-26      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA                                  | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    285000 | PA      | $271586.48    | 0.01%             | 2028-03-30      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN REPUBLIC (GOVERNMENT)               | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    450000 | PA      | $378448.25    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                  | DOMINICAN (REPUBLIC OF)                       | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    450000 | PA      | $444665.42    | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                           | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    311000 | PA      | $326546.56    | 0.01%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                           | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    198000 | PA      | $211958.29    | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | DOMINION ENERGY INC                           | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    785000 | PA      | $798961.49    | 0.02%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                  | DOW CHEMICAL CO                               | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $2051945.84   | 0.05%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                              | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    651000 | PA      | $446864.48    | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | DUKE ENERGY CORP                              | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    234000 | PA      | $228848.73    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS                         | CUSIP: 26442CAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    183000 | PA      | $156744.21    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                     | CUSIP: 26442CBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $434174.24    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                     | CUSIP: 26442CBG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1172043.52   | 0.03%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                     | CUSIP: 26442CBH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    951000 | PA      | $685995.61    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                     | CUSIP: 26442CBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    921000 | PA      | $882995.85    | 0.02%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS                         | CUSIP: 26442CBL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    176000 | PA      | $169466.41    | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS LLC                     | CUSIP: 26442CBQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1171396.82   | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    122000 | PA      | $117865.39    | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2939000 | PA      | $2810572.48   | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3498000 | PA      | $3064827.82   | 0.08%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $2888068.23   | 0.08%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | ABBVIE INC                                    | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    546000 | PA      | $530183.31    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_23-4          | AMXCA_23-4                                    | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6087000 | PA      | $6286568.99   | 0.17%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                             | DUKE ENERGY OHIO INC                          | CUSIP: 26442EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    982000 | PA      | $1009920.66   | 0.03%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                      | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    239000 | PA      | $180319.24    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                         | DUKE ENERGY PROGRESS LLC                      | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $618041.26    | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                      | DUQUESNE LIGHT HOLDINGS INC                   | CUSIP: 266233AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $190882.15    | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                             | DYCOM INDUSTRIES INC                          | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296889.92    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                          | ENI SPA                                       | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1228000 | PA      | $1187353.56   | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                           | EXTRA SPACE STORAGE LP                        | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    159000 | PA      | $156045.15    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_20-GT1                               | FMMSR_20-GT1                                  | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4885118.50   | 0.13%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_21-GT1                               | FMMSR_21-GT1                                  | CUSIP: 30259RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5663485.80   | 0.15%             | 2026-07-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_21-GT2                               | FMMSR_21-GT2                                  | CUSIP: 30259RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3828000 | PA      | $3610177.23   | 0.10%             | 2026-10-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_22-GT1                               | FMMSR_22-GT1                                  | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6074079.60   | 0.16%             | 2027-04-25      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_22-GT2                               | FMMSR_22-GT2                                  | CUSIP: 30259RAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6023500.80   | 0.16%             | 2027-07-25      | Fixed         | 10.07%                | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST FMMSR_24-SAT1                              | FMMSR_24-SAT1                                 | CUSIP: 30259RAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6275000 | PA      | $6335874.40   | 0.17%             | 2027-03-26      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                              | FS KKR CAPITAL CORP                           | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2253347.34   | 0.06%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                            | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634717.27    | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                            | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1011977.07   | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | META PLATFORMS INC                            | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2193000 | PA      | $2143751.91   | 0.06%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                               | FS LUXEMBOURG SARL                            | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    385000 | PA      | $394694.38    | 0.01%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FRTKL FRTKL_21-SFR1                                              | FRTKL_21-SFR1                                 | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400000 | PA      | $4177543.92   | 0.11%             | 2038-09-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FRTKL FRTKL_21-SFR1                                              | FRTKL_21-SFR1                                 | CUSIP: 30322DAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3709000 | PA      | $3553824.71   | 0.09%             | 2038-09-17      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FRTKL FRTKL_21-SFR1                                              | FRTKL_21-SFR1                                 | CUSIP: 30322DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2781000 | PA      | $2656961.28   | 0.07%             | 2038-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FREED ABS TRUST FREED_21-3FP                                     | FREED_21-3FP                                  | CUSIP: 30322MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338341 | PA      | $336892.09    | 0.01%             | 2028-11-20      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 7/1 SFFBK12M ARM                        | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1372103 | PA      | $1371983.15   | 0.04%             | 2050-02-01      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 10/6M 30D SOFR ARM                         | CUSIP: 31288QWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2130889 | PA      | $2106049.80   | 0.06%             | 2053-03-01      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4071410 | PA      | $4033729.60   | 0.11%             | 2053-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/6M 30D SOFR ARM                          | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    830942 | PA      | $836835.70    | 0.02%             | 2054-02-01      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 5/6M 30D SOFR ARM                          | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2210568 | PA      | $2223692.23   | 0.06%             | 2055-01-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/6M 30D SOFR ARM                          | CUSIP: 31288RFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6279000 | PA      | $6316843.28   | 0.17%             | 2055-06-01      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIP FHSTR_12-262                                   | FHLMC_262                                     | CUSIP: 3128HXKY0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1573744 | PA      | $1477480.28   | 0.04%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_264                                            | FHLMC_264                                     | CUSIP: 3128HXMV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    208876 | PA      | $191260.90    | 0.01%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                              | CUSIP: 3128M52J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44801 | PA      | $47405.11     | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                              | CUSIP: 3128M5A75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    310000 | PA      | $325323.87    | 0.01%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR GIANT                              | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2475955 | PA      | $2205885.71   | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 20YR                                    | CUSIP: 3128P7C84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21608 | PA      | $21759.14     | 0.00%             | 2026-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                 | FGOLD 30YR                                    | CUSIP: 312927B88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52973 | PA      | $55728.93     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 1YR CMT ARM                             | CUSIP: 31300LJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23949 | PA      | $24624.76     | 0.00%             | 2036-07-01      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FH 7/1 CONS 12M SOFR NF ARM                   | CUSIP: 31300LUY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     52390 | PA      | $54030.28     | 0.00%             | 2040-07-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                        | CUSIP: 3131Y1WR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    885940 | PA      | $861772.14    | 0.02%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                        | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    909325 | PA      | $821850.38    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                        | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3068281 | PA      | $2752098.77   | 0.07%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR MODIFIED STEP RATE                  | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    912553 | PA      | $797469.29    | 0.02%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING NON MODIFIE            | CUSIP: 3140FXT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1483907 | PA      | $1344224.56   | 0.04%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8371289 | PA      | $6645213.22   | 0.18%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS MIRROR                        | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1745323 | PA      | $1556104.19   | 0.04%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1540638 | PA      | $1397286.48   | 0.04%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1535961 | PA      | $1386513.68   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1466276 | PA      | $1323303.23   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XMG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1349260 | PA      | $1219105.54   | 0.03%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR UMBS SUPER                          | CUSIP: 3140XMRZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3002083 | PA      | $2663905.38   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132AEN51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1713353 | PA      | $1620723.16   | 0.04%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | FHLMC 30YR UMBS RVS REMIC MIRROR              | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4748888 | PA      | $4289797.03   | 0.11%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31416BQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    181976 | PA      | $193251.30    | 0.01%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31416JAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     98519 | PA      | $102728.96    | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-64                                            | FNMA_18-64                                    | CUSIP: 3136B22V3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1100390 | PA      | $965226.49    | 0.03%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-36                                            | FNMA_18-36                                    | CUSIP: 3136B2DN9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1774643 | PA      | $1752710.96   | 0.05%             | 2048-06-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1040708 | PA      | $920523.48    | 0.02%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31417WCT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    189262 | PA      | $201191.21    | 0.01%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617WUJH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4145162 | PA      | $3712847.70   | 0.10%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617XLEB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1614920 | PA      | $1464157.26   | 0.04%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_18-45                                            | FNMA_18-45B                                   | CUSIP: 3136B2EV0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   1232091 | PA      | $1116282.20   | 0.03%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE ACES FNMA_18-M10                                      | FNMA_18-M10                                   | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2603840 | PA      | $2548747.67   | 0.07%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617XLK53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3852012 | PA      | $3382858.80   | 0.09%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | G2 1M/1M 1Y CMT ARM                           | CUSIP: 3617XXCU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6138386 | PA      | $6416191.85   | 0.17%             | 2072-02-20      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-84                 | FNMA_21-84                                    | CUSIP: 3136BKCP5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    979385 | PA      | $806991.57    | 0.02%             | 2051-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_22-3                                             | FNMA_22-3                                     | CUSIP: 3136BLES5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |   4380319 | PA      | $3891791.80   | 0.10%             | 2047-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617Y9AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    899081 | PA      | $822285.82    | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617Y9AV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1447326 | PA      | $1322585.98   | 0.04%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M10                | FNMA_22-M10                                   | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7800000 | PA      | $6701651.58   | 0.18%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-62                 | FNMA_22-62                                    | CUSIP: 3136BN2C9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    910321 | PA      | $859416.05    | 0.02%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617YCV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3860557 | PA      | $3609030.48   | 0.10%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617YM4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1694937 | PA      | $1508846.76   | 0.04%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617YMMB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3522872 | PA      | $3110591.01   | 0.08%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS GFORT_24-4                                        | GFORT_24-4A                                   | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3029000 | PA      | $3058414.92   | 0.08%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 7YR BALLOON MULTI                        | CUSIP: 3138L94D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4812000 | PA      | $4571720.96   | 0.12%             | 2030-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3138L9AZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2522909 | PA      | $2398371.20   | 0.06%             | 2030-02-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_25-2                   | GFORT_25-2                                    | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3209000 | PA      | $3209939.27   | 0.09%             | 2030-03-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3618N5AZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3478267 | PA      | $3235407.80   | 0.09%             | 2054-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36202EWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30509 | PA      | $32069.41     | 0.00%             | 2038-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3620AWQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    169651 | PA      | $161442.30    | 0.00%             | 2040-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3138L9Q70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2267065 | PA      | $2077060.05   | 0.06%             | 2035-04-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3138LNRG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2702610 | PA      | $2671145.85   | 0.07%             | 2028-06-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3620AWRQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     85361 | PA      | $78547.28     | 0.00%             | 2040-08-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3620C5BW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    118687 | PA      | $109631.46    | 0.00%             | 2040-08-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST GSR_03-7                                 | GSR_03-7F                                     | CUSIP: 36228FTW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76975 | PA      | $76960.55     | 0.00%             | 2033-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                           | CUSIP: 3622AACC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    467926 | PA      | $452133.72    | 0.01%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                           | CUSIP: 3622AAHY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1827868 | PA      | $1750537.57   | 0.05%             | 2049-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR PLATINUM                           | CUSIP: 3622ACCS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6021476 | PA      | $6197856.50   | 0.17%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 15YR PLATINUM                           | CUSIP: 3622ACGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1673354 | PA      | $1544891.83   | 0.04%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 15YR PLATINUM                           | CUSIP: 3622ACMM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3146959 | PA      | $2901270.75   | 0.08%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36230L4W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    119711 | PA      | $109780.66    | 0.00%             | 2040-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36230LXP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69044 | PA      | $68135.76     | 0.00%             | 2040-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36230LYT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    153888 | PA      | $146347.85    | 0.00%             | 2040-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36230R2F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    262090 | PA      | $240826.41    | 0.01%             | 2040-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230R4K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    150633 | PA      | $142196.62    | 0.00%             | 2040-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230R4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     81669 | PA      | $76709.26     | 0.00%             | 2040-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230R4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70742 | PA      | $65864.79     | 0.00%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230SAU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    196354 | PA      | $185418.36    | 0.00%             | 2040-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230SAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    228573 | PA      | $214798.39    | 0.01%             | 2040-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230SAW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    471885 | PA      | $455430.56    | 0.01%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    875000 | PA      | $637057.02    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    257000 | PA      | $184023.84    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2240625.26   | 0.06%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                       | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1048040.96   | 0.03%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1251524.95   | 0.03%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT                         | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    608000 | PA      | $472332.06    | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                      | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    552000 | PA      | $559041.45    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT LP                      | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1045237.36   | 0.03%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                | AMERICAN TRANSMISSION SYSTEMS INC             | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $431117.84    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                      | AMERICAN WATER CAPITAL CORP                   | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    251000 | PA      | $198433.46    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                     | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1438292.91   | 0.04%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                     | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1140590.09   | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                        | AMGEN INC                                     | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    364000 | PA      | $355530.66    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMKOR TECH INC                                                   | AMKOR TECHNOLOGY INC                          | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    610000 | PA      | $611592.61    | 0.02%             | 2027-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA >7 YR BALLOON MULTI                      | CUSIP: 3138LNYD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4243351 | PA      | $4173923.34   | 0.11%             | 2030-07-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    965647 | PA      | $873543.01    | 0.02%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMS OSRAM AG                                                     | AMS OSRAM AG                                  | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    385000 | PA      | $410322.76    | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-5                               | AOMT_20-5                                     | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92190 | PA      | $87593.18     | 0.00%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_20-2                               | AOMT_20-2                                     | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    554643 | PA      | $523963.59    | 0.01%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT_21-6                               | AOMT_21-6                                     | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1184182 | PA      | $993465.07    | 0.03%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                     | ANHEUSER-BUSCH COS LLC / INBEV                | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5356000 | PA      | $5225920.01   | 0.14%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC            | CUSIP: 03523TBU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $817393.52    | 0.02%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1537589 | PA      | $1390605.56   | 0.04%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS              | CUSIP: 3138NXRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    646059 | PA      | $582701.94    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                           | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1789122.06   | 0.05%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                           | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1380073.83   | 0.04%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1258233 | PA      | $1135883.62   | 0.03%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138WED71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3005383 | PA      | $2686387.60   | 0.07%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                           | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1240713.22   | 0.03%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | ELEVANCE HEALTH INC                           | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    381000 | PA      | $369083.35    | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS L            | CUSIP: 3138WSPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    133073 | PA      | $130462.94    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA CONV LONG TERM 30YR OR LESS              | CUSIP: 3138X0AZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    433393 | PA      | $403357.67    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                     | ANTERO MIDSTREAM PARTNERS/FIN                 | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $724941.45    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                     | APOLLO GLOBAL MANAGEMENT INC                  | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    490000 | PA      | $484540.38    | 0.01%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1723512 | PA      | $1555919.54   | 0.04%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA_01-60                                                       | FNMA_01-60                                    | CUSIP: 3139213T3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     65168 | PA      | $67315.20     | 0.00%             | 2031-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                        | APOLLO DEBT SOLUTIONS BDC                     | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1216043.00   | 0.03%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    624000 | PA      | $390970.74    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FNMA_02-50                                                       | FNMA_02-50                                    | CUSIP: 31392DA93<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    184574 | PA      | $189201.39    | 0.01%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA_02-78                                                       | FNMA_02-78                                    | CUSIP: 31392FA72<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     85698 | PA      | $88453.48     | 0.00%             | 2032-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    573000 | PA      | $400213.18    | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    482000 | PA      | $299429.71    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_2517                                           | FHLMC_2517                                    | CUSIP: 31392X2G2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     26772 | PA      | $27566.58     | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_03-W8                                            | FNMA_03-W8                                    | CUSIP: 31393CX24<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     77547 | PA      | $77369.93     | 0.00%             | 2042-05-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $983713.83    | 0.03%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1200811.39   | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC_2551                                                       | FHLMC_2551                                    | CUSIP: 31393JC89<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     38515 | PA      | $41188.43     | 0.00%             | 2033-01-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN FNMA_04-W10                                 | FNMA_04-W10                                   | CUSIP: 31394ALV6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    689532 | PA      | $697602.14    | 0.02%             | 2034-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                        | APPLE INC                                     | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1207500.35   | 0.03%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                       | AVIS BUDGET CAR RENTAL/AVIS FIN               | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $388165.73    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP_25-2                        | AESOP_25-2A                                   | CUSIP: 05377RKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1597000 | PA      | $1626199.23   | 0.04%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                      | AVOLON HOLDINGS FUNDING LTD                   | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    984000 | PA      | $985755.75    | 0.03%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | BANK OF AMERICA CORP                          | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1145993.41   | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC - (LT) GTD                                          | BARCLAYS PLC                                  | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    929000 | PA      | $935825.35    | 0.02%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_05-75                                            | FNMA_05-75                                    | CUSIP: 31394FAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     11448 | PA      | $12626.77     | 0.00%             | 2035-09-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN FNMA_05-W3                                 | FNMA_05-W3                                    | CUSIP: 31394FSB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    122306 | PA      | $121227.02    | 0.00%             | 2045-03-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC - (LT) GTD                                          | BARCLAYS PLC                                  | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3765000 | PA      | $3848279.18   | 0.10%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BASTION FUNDING LLC RAISA_23-1                                   | RAISA_23-1A                                   | CUSIP: 07030UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175564 | PA      | $2187099.26   | 0.06%             | 2038-04-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FHLMC_2752                                                       | FHLMC_2752                                    | CUSIP: 31394RLM9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    301850 | PA      | $312836.49    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC_2764                                                       | FHLMC_2764                                    | CUSIP: 31394TYD1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    259099 | PA      | $268581.05    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                                      | BAUSCH HEALTH COS INC                         | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $117664.45    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_06-16                                            | FNMA_06-16                                    | CUSIP: 31394V6A3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    226960 | PA      | $236862.87    | 0.01%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3461                                           | FHLMC_3461                                    | CUSIP: 31397TXU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    581535 | PA      | $611154.72    | 0.02%             | 2038-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-55                                            | FNMA_11-55                                    | CUSIP: 31397UGD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    396815 | PA      | $393064.56    | 0.01%             | 2041-06-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_11-59                                            | FNMA_11-59                                    | CUSIP: 31397UUU1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    623848 | PA      | $642676.50    | 0.02%             | 2041-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3501                                           | FHLMC_3501                                    | CUSIP: 31397YS69<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    129234 | PA      | $133575.19    | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3531                                           | FHLMC_3531                                    | CUSIP: 31398CVX3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     18107 | PA      | $1152.66      | 0.00%             | 2039-05-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-W1                                            | FNMA_09-W1                                    | CUSIP: 31398F7A3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    212955 | PA      | $220518.19    | 0.01%             | 2049-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-79                                            | FNMA_09-79                                    | CUSIP: 31398FPB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      9460 | PA      | $9726.79      | 0.00%             | 2038-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FNMA_09-86                                    | CUSIP: 31398FRR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     15922 | PA      | $14176.49     | 0.00%             | 2037-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | FNMA_09-86                                    | CUSIP: 31398FTC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     45772 | PA      | $7810.01      | 0.00%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-2                                             | FNMA_10-2                                     | CUSIP: 31398G7D5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    801083 | PA      | $815735.78    | 0.02%             | 2040-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_09-112                                           | FNMA_09-112                                   | CUSIP: 31398GKH1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     99674 | PA      | $10155.85     | 0.00%             | 2040-01-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3608                                           | FHLMC_3608                                    | CUSIP: 31398LQC5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     93866 | PA      | $7983.13      | 0.00%             | 2039-12-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC FHLMC_3607                                           | FHLMC_3607                                    | CUSIP: 31398LR34<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    109399 | PA      | $92324.31     | 0.00%             | 2039-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-35                                            | FNMA_10-35                                    | CUSIP: 31398PGF0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    131387 | PA      | $137479.87    | 0.00%             | 2040-04-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-35                                            | FNMA_10-35                                    | CUSIP: 31398PKD0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     57712 | PA      | $5696.95      | 0.00%             | 2040-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-42                                            | FNMA_10-42                                    | CUSIP: 31398PSE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     46441 | PA      | $3999.28      | 0.00%             | 2040-05-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-61                                            | FNMA_10-61                                    | CUSIP: 31398RPZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     34448 | PA      | $35034.56     | 0.00%             | 2040-06-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-125                                           | FNMA_10-125                                   | CUSIP: 31398SES8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    276885 | PA      | $11510.36     | 0.00%             | 2040-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE FNMA_10-68                                            | FNMA_10-68                                    | CUSIP: 31398TGV7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    237465 | PA      | $17695.11     | 0.00%             | 2040-07-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31403CZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40074 | PA      | $40677.70     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31403DT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18751 | PA      | $19881.44     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31409GMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24695 | PA      | $26261.14     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR                                     | CUSIP: 31409TVS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21357 | PA      | $22413.78     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140AXCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2086537 | PA      | $2110210.14   | 0.06%             | 2055-05-01      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FN 7/6M 30D SOFR ARM                          | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1497779 | PA      | $1506871.21   | 0.04%             | 2055-05-01      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR MODIFIED STEP RATE                  | CUSIP: 3140FXHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1031546 | PA      | $970344.53    | 0.03%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR MODIFIED STEP RATE                  | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7405380 | PA      | $6473056.01   | 0.17%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING MODIFIED               | CUSIP: 3140FXK92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3409581 | PA      | $3239781.25   | 0.09%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR MODIFIED STEP RATE                  | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    886236 | PA      | $833517.56    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 30YR REPERFORMING MODIFIED               | CUSIP: 3140FXLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1054851 | PA      | $1035543.99   | 0.03%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED               | CUSIP: 3140FXQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2763970 | PA      | $2472794.46   | 0.07%             | 2060-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | FNMA 40YR REPERFORMING MODIFIED WI            | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9102599 | PA      | $7653752.62   | 0.20%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15603416 | PA      | $14579559.37  | 0.39%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 1M 1Y CMT ARM                           | CUSIP: 3617F5YU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5587535 | PA      | $5843989.91   | 0.16%             | 2072-04-20      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617F96J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    518647 | PA      | $461702.79    | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617HXWC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    827382 | PA      | $795493.02    | 0.02%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617J76E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    551994 | PA      | $549445.72    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | GNMA2 30YR                                    | CUSIP: 3617K1YJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    898416 | PA      | $863732.68    | 0.02%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | GNMA 30YR                                     | CUSIP: 36230UN21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    317594 | PA      | $306777.28    | 0.01%             | 2040-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST GSMPS_05-RP3                           | GSMPS_05-RP3                                  | CUSIP: 362341LL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    379630 | PA      | $326064.36    | 0.01%             | 2035-09-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST GSMPS_05-RP3                           | GSMPS_05-RP3                                  | CUSIP: 362341LM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    294213 | PA      | $4586.60      | 0.00%             | 2035-09-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST GSR_05-5F                                | GSR_05-5F                                     | CUSIP: 36242D7M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4588 | PA      | $4433.13      | 0.00%             | 2035-06-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-1A                            | GCAR_21-1A                                    | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44193 | PA      | $44129.34     | 0.00%             | 2027-01-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST GCAR_21-2A                            | GCAR_21-2A                                    | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    757056 | PA      | $750111.64    | 0.02%             | 2027-04-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST GSMS_20-GSA2                        | GSMS_20-GSA2                                  | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2582000 | PA      | $2292891.39   | 0.06%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                         | GTCR W-2 MERGER SUB LLC                       | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    525000 | PA      | $557604.21    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_24-1              | GMREV_24-1                                    | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1302000 | PA      | $1332798.94   | 0.04%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_25-1              | GMREV_25-1                                    | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6427000 | PA      | $6498670.05   | 0.17%             | 2037-12-11      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST GCAR_23-4                      | GCAR_23-4A                                    | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2835000 | PA      | $2945308.72   | 0.08%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_25-2                 | GMALT_25-2                                    | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1072000 | PA      | $1079183.04   | 0.03%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD              | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1070000 | PA      | $908455.32    | 0.02%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LTD                                 | GALAXY PIPELINE ASSETS BIDCO LTD              | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1181651 | PA      | $1047090.96   | 0.03%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GAM RESECURITIZATION TRUST GAM_21-FRR2                           | GAM_21-FRR2                                   | CUSIP: 36459TBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6480946.50   | 0.17%             | 2051-09-27      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| GAM_21-FRR1                                                      | GAM_21-FRR1                                   | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3433612.80   | 0.09%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GAM_21-FRR1                                                      | GAM_21-FRR1                                   | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6600000 | PA      | $5685113.28   | 0.15%             | 2050-11-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2396000 | PA      | $2442879.08   | 0.07%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2168000 | PA      | $2211755.36   | 0.06%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC                          | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    813000 | PA      | $821255.93    | 0.02%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                             | GLOBAL PAYMENTS INC                           | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    851000 | PA      | $752671.03    | 0.02%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO LTD HGI_22-FL3                                       | HGI_22-FL3                                    | CUSIP: 403950AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3998500 | PA      | $3990895.65   | 0.11%             | 2037-04-20      | Variable      | 8.08%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                       | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589518.39    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                       | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1330533.28   | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                       | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $947574.26    | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                       | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    841000 | PA      | $812264.70    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                       | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196643.58    | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                       | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    158000 | PA      | $154477.91    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                       | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2731000 | PA      | $2818569.98   | 0.08%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                       | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1806902.39   | 0.05%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                            | HCA INC                                       | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    376000 | PA      | $378860.71    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1394000 | PA      | $1356979.95   | 0.04%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    284000 | PA      | $252137.87    | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1401000 | PA      | $1327196.63   | 0.04%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1032000 | PA      | $916430.27    | 0.02%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1217000 | PA      | $1234150.91   | 0.03%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    896000 | PA      | $931473.66    | 0.02%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1091000 | PA      | $1103265.97   | 0.03%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1929000 | PA      | $1970358.59   | 0.05%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3203000 | PA      | $3229301.55   | 0.09%             | 2029-03-03      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3203000 | PA      | $3243755.91   | 0.09%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3311000 | PA      | $3407467.88   | 0.09%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC                             | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    865000 | PA      | $875013.86    | 0.02%             | N/A             | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT_04-3                        | HVMLT_04-3                                    | CUSIP: 41161PEC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    272522 | PA      | $260813.87    | 0.01%             | 2034-05-19      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $872186.98    | 0.02%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1227209.45   | 0.03%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    798000 | PA      | $818626.66    | 0.02%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                   | HOME DEPOT INC                                | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    857000 | PA      | $866943.94    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_03-1                                 | SEMT_03-1                                     | CUSIP: 81743PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    156017 | PA      | $146743.38    | 0.00%             | 2033-04-20      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| SEMT_03-8                                                        | SEMT_03-8                                     | CUSIP: 81743PDX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103264 | PA      | $99784.41     | 0.00%             | 2034-01-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| SEMT_04-11                                                       | SEMT_04-11                                    | CUSIP: 81744FFJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78259 | PA      | $70844.91     | 0.00%             | 2034-12-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST SEMT_04-12                                | SEMT_04-12                                    | CUSIP: 81744FGA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68315 | PA      | $67038.54     | 0.00%             | 2035-01-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                                | SERVICE CORPORATION INTERNATIONAL             | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429605.25    | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                                   | SHERWIN-WILLIAMS COMPANY (THE)                | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    411000 | PA      | $415598.89    | 0.01%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                              | SHIFT4 PAYMENTS LLC/SHIFT4 FIN SUB            | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    565000 | PA      | $587212.71    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                          | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2606000 | PA      | $2626975.20   | 0.07%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                          | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1739000 | PA      | $1757874.61   | 0.05%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                          | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2095000 | PA      | $2127518.78   | 0.06%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                          | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2095000 | PA      | $2135671.98   | 0.06%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                               | SIEMENS FUNDING B.V.                          | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1062000 | PA      | $1094707.72   | 0.03%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC SRFC_24-2               | SRFC_24-2A                                    | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1274934 | PA      | $1273865.22   | 0.03%             | 2041-06-20      | Fixed         | 7.48%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I LLC                                      | SIGECO SECURITIZATION I                       | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107881 | PA      | $109632.78    | 0.00%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I LLC                                      | SIGECO SECURITIZATION I                       | CUSIP: 82655KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    112000 | PA      | $110465.63    | 0.00%             | 2041-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    792000 | PA      | $574973.13    | 0.02%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    915000 | PA      | $835695.87    | 0.02%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150425.01    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    257000 | PA      | $261744.06    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    895000 | PA      | $878970.16    | 0.02%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CALIFORNIA EDISON COMPANY            | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    723000 | PA      | $729798.40    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                  | SOUTHERN CALIFORNIA GAS COMPANY               | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    215000 | PA      | $197648.75    | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                         | SOUTHERN COMPANY GAS CAPITAL CORP             | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    348000 | PA      | $222099.02    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                           | SOUTHERN POWER COMPANY                        | CUSIP: 843646AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $218985.43    | 0.01%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                              | SOUTHWESTERN ELECTRIC POWER CO                | CUSIP: 845437BN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $187285.79    | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    321000 | PA      | $296739.10    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_24-2                                     | TMUST_24-2A                                   | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2156000 | PA      | $2158162.04   | 0.06%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                | TSMC ARIZONA CORP                             | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    470000 | PA      | $421796.77    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST TMUST_25-1                                     | TMUST_25-1                                    | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570000 | PA      | $1589757.98   | 0.04%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC.                               | TAKE-TWO INTERACTIVE SOFTWARE INC             | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    193000 | PA      | $198850.57    | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC.                               | TAKE-TWO INTERACTIVE SOFTWARE INC             | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    771000 | PA      | $798671.38    | 0.02%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    439000 | PA      | $286994.49    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    518000 | PA      | $506866.84    | 0.01%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1465876.50   | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                     | TAKEDA PHARMACEUTICAL CO LTD                  | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199139.17    | 0.01%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP                                     | TALLGRASS ENERGY PARTNERS LP/FIN              | CUSIP: 87470LAG6<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    371000 | PA      | $371783.67    | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $995605.56    | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2649000 | PA      | $2384771.41   | 0.06%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| TEACHERS INS & ANN ASSOC OF AMER                                 | TEACHERS INSURANCE & ANNUITY                  | CUSIP: 878091BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $402564.73    | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                        | TEGNA INC                                     | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    396000 | PA      | $378214.73    | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC/THE                                      | GOLDMAN SACHS GROUP INC                       | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443956.42    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                           | GOLDMAN SACHS BANK USA                        | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $2020396.66   | 0.05%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                        | TEGNA INC                                     | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    362000 | PA      | $351976.48    | 0.01%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                     | TEMPUR SEALY INTERNATIONAL INC                | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    705000 | PA      | $674165.08    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | TENET HEALTHCARE CORPORATION                  | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2034717.45   | 0.05%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_25-B                    | TAOT_25-B                                     | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1241000 | PA      | $1248058.56   | 0.03%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CORP                                                  | TOYOTA MOTOR CORPORATION                      | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1479000 | PA      | $1485224.31   | 0.04%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MTR CORP                                                  | TOYOTA MOTOR CORPORATION                      | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1406000 | PA      | $1418239.06   | 0.04%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                         | TOYOTA MOTOR CREDIT CORP                      | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1343661.29   | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST VERUS_21-3                            | VERUS_21-3                                    | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1037227 | PA      | $905776.56    | 0.02%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                              | VIRGINIA ELECTRIC AND POWER CO                | CUSIP: 927804GF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1051000 | PA      | $655802.01    | 0.02%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                 | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    580000 | PA      | $579792.00    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                | GOLDMAN SACHS PRIVATE CREDIT CORP             | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1626566.45   | 0.04%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOODG_17-1A                                                      | GOODG_17-1A                                   | CUSIP: 38217VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126812 | PA      | $116764.34    | 0.00%             | 2052-10-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                 | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    370000 | PA      | $393125.66    | 0.01%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                 | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2436201.34   | 0.06%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS COMPANY LLC                 | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1009099.41   | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                       | VMWARE INC                                    | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    452000 | PA      | $454648.62    | 0.01%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | VODAFONE GROUP PLC                            | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    263000 | PA      | $252216.93    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FIN               | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    710000 | PA      | $707069.01    | 0.02%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC            | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    721000 | PA      | $724816.47    | 0.02%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC            | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1151057.22   | 0.03%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOODGREEN GOODG_17-R1A                                           | GOODG_17-R1                                   | CUSIP: 38218AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     54093 | PA      | $52659.45     | 0.00%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOODGREEN TRUST GOODG_19-2A                                      | GOODG_19-2A                                   | CUSIP: 38218EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927902 | PA      | $797956.71    | 0.02%             | 2055-04-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| GOODGREEN TRUST GOODG_17-2A                                      | GOODG_17-2A                                   | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644410 | PA      | $575599.16    | 0.02%             | 2053-10-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                        | GOODYEAR TIRE & RUBBER COMPANY                | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431688.30    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANC            | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    710000 | PA      | $714288.25    | 0.02%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_23-1                   | VALET_23-1                                    | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2495322 | PA      | $2507317.02   | 0.07%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-64              | GNMA_09-64                                    | CUSIP: 38373A2C9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     95285 | PA      | $5112.09      | 0.00%             | 2039-07-16      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GNMA_09-72                                                       | GNMA_09-72                                    | CUSIP: 38373AGM2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    222472 | PA      | $17220.35     | 0.00%             | 2039-08-16      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_24-1                   | VALET_24-1                                    | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906000 | PA      | $915068.43    | 0.02%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL3               | VOLT_21-NPL3                                  | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    269677 | PA      | $269719.02    | 0.01%             | 2051-02-27      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-67              | GNMA_09-67                                    | CUSIP: 38373AQT6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     88853 | PA      | $7260.21      | 0.00%             | 2039-08-16      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-16              | GNMA_07-16                                    | CUSIP: 38373MA91<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     30326 | PA      | $33438.96     | 0.00%             | 2037-04-20      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-23              | GNMA_08-23                                    | CUSIP: 383742VQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    300935 | PA      | $306710.99    | 0.01%             | 2038-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-75              | GNMA_03-75                                    | CUSIP: 38374CDG3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    194019 | PA      | $194603.84    | 0.01%             | 2033-09-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRUST VOLT_21-NP10                    | VOLT_21-NP10                                  | CUSIP: 92873EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    538194 | PA      | $538008.98    | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL5               | VOLT_21-NPL5                                  | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    142114 | PA      | $142071.18    | 0.00%             | 2051-03-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR6                                                      | WAMU_03-AR6                                   | CUSIP: 9292274D5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34635 | PA      | $34034.62     | 0.00%             | 2033-06-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR7                                                      | WAMU_03-AR7                                   | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71168 | PA      | $71010.37     | 0.00%             | 2033-08-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR5                                                      | WAMU_03-AR5                                   | CUSIP: 929227R65<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44274 | PA      | $44467.46     | 0.00%             | 2033-06-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| WAMU_03-AR11                                                     | WAMU_03-AR11                                  | CUSIP: 92922FJF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126071 | PA      | $119728.20    | 0.00%             | 2033-10-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-26              | GNMA_05-26                                    | CUSIP: 38374KP23<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    187631 | PA      | $191017.81    | 0.01%             | 2035-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H26             | GNMA_12-H26                                   | CUSIP: 38375BYQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2972 | PA      | $2968.15      | 0.00%             | 2062-07-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA_12-H29                                                      | GNMA_12-H29                                   | CUSIP: 38375BZQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     92508 | PA      | $92700.11     | 0.00%             | 2062-10-20      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-76              | GNMA_08-76                                    | CUSIP: 38375DUZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    241516 | PA      | $7354.15      | 0.00%             | 2038-09-20      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-95              | GNMA_08-95                                    | CUSIP: 38375DYP7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    198370 | PA      | $2816.92      | 0.00%             | 2038-12-20      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_23-B                         | HART_23-B                                     | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900859 | PA      | $906735.29    | 0.02%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| WAMU_04-AR3                                                      | WAMU_04-AR3                                   | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35073 | PA      | $32866.41     | 0.00%             | 2034-06-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| WAMU_04-S3                                                       | WAMU_04-S3                                    | CUSIP: 92922FUU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6797 | PA      | $6804.35      | 0.00%             | 2034-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4123000 | PA      | $4181463.83   | 0.11%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1640192.69   | 0.04%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & COMPANY                         | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4693000 | PA      | $4807024.15   | 0.13%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO & CO                              | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1099161.10   | 0.03%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_25-B               | HALST_25-B                                    | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4103000 | PA      | $4131381.27   | 0.11%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS FINANCE PLC                             | CUSIP: 44984WAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $496393.17    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                             | ICAHN ENTERPRISES LP / FIN CORP               | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    276000 | PA      | $267485.78    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                      | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $225780.63    | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC                      | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $207766.59    | 0.01%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                      | LOCKHEED MARTIN CORPORATION                   | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1109799.38   | 0.03%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                           | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    955000 | PA      | $654526.24    | 0.02%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                              | LOWES COMPANIES INC                           | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1376441.24   | 0.04%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                           | LUMEN TECHNOLOGIES INC                        | CUSIP: 550241AH6<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1045883 | PA      | $1018123.23   | 0.03%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MASTR SEASONED SECURITIZATION TRUST MSSTR_04-2                   | MSSTR_04-2                                    | CUSIP: 55265WCA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53676 | PA      | $53202.67     | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR SEASONED SECURITIZATION TRUST MSSTR_04-2                   | MSSTR_04-2                                    | CUSIP: 55265WCB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     84539 | PA      | $84292.33     | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST MFRA_21-NQM2                                           | MFRA_21-NQM2                                  | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    579656 | PA      | $516397.66    | 0.01%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                     | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325156.23    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                                        | MGM RESORTS INTERNATIONAL                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305135.04    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MRCD MORTGAGE TRUST MRCD_19-PARK                                 | MRCD_19-PARK                                  | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3540000.00   | 0.09%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MRCD MORTGAGE TRUST MRCD_19-PARK                                 | MRCD_19-PARK                                  | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375000 | PA      | $1731520.59   | 0.05%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                  | MV24 CAPITAL BV                               | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    292928 | PA      | $283947.64    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST MVWOT_23-2                                       | MVWOT_23-2A                                   | CUSIP: 55400WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400443 | PA      | $1422252.58   | 0.04%             | 2040-11-20      | Fixed         | 9.33%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                               | MACQUARIE BANK LTD                            | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    280000 | PA      | $248283.51    | 0.01%             | 2036-03-03      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                              | MACQUARIE GROUP LTD                           | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    219000 | PA      | $221676.06    | 0.01%             | 2030-01-15      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                | MACQUARIE AIRFINANCE HOLDINGS LTD             | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $170006.98    | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | MADISON IAQ LLC                               | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291225.06    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1599102.48   | 0.04%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                      | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1529799.56   | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                      | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    259000 | PA      | $259232.02    | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                           | MARVELL TECHNOLOGY INC                        | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140635.23    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                           | MARVELL TECHNOLOGY INC                        | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    469000 | PA      | $472382.68    | 0.01%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                  | MASTERBRAND INC                               | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434283.02    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MARM_04-13                                                       | MARM_04-13                                    | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45550 | PA      | $44938.80     | 0.00%             | 2034-04-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| MARM_04-13                                                       | MARM_04-13                                    | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83827 | PA      | $80848.70     | 0.00%             | 2034-11-21      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET SECURITIZATION TRUST MASTR_04-P7                     | MASTR_04-P7                                   | CUSIP: 57643MCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15765 | PA      | $13501.94     | 0.00%             | 2033-12-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO                          | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275417.62    | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | MATADOR RESOURCES CO                          | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224989.60    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BWAY HOLDING CO                                                  | MAUSER PACKAGING SOLUTIONS HOLDING            | CUSIP: 57763RAD9<br>LEI: 549300RY13CUZRBP7216 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366170.93    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                         | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1316740.55   | 0.04%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                   | MCDONALDS CORPORATION                         | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    558000 | PA      | $511335.71    | 0.01%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_22-1                  | MBART_22-1                                    | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2122000 | PA      | $2139809.52   | 0.06%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT_25-A                        | MBALT_25-A                                    | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3393000 | PA      | $3419270.30   | 0.09%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-3               | GNMA_05-3                                     | CUSIP: 38374KQJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    271460 | PA      | $6270.43      | 0.00%             | 2035-01-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-72              | GNMA_05-72                                    | CUSIP: 38374L7K1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    161759 | PA      | $164178.51    | 0.00%             | 2035-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-17              | GNMA_06-17                                    | CUSIP: 38374MX46<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     80760 | PA      | $81272.96     | 0.00%             | 2036-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-38              | GNMA_06-38                                    | CUSIP: 38374NQB6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    314956 | PA      | $314095.30    | 0.01%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H01             | GNMA_13-H01                                   | CUSIP: 38375BE73<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |        35 | PA      | $32.54        | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H01             | GNMA_13-H01                                   | CUSIP: 38375BE99<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4428 | PA      | $4403.41      | 0.00%             | 2063-01-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H17             | GNMA_10-H17                                   | CUSIP: 38375BEL2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      3853 | PA      | $3916.91      | 0.00%             | 2060-07-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_13-H04            | GNMA_13-H04                                   | CUSIP: 38375BK84<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      2674 | PA      | $2520.78      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_13-H05            | GNMA_13-H05                                   | CUSIP: 38375BL75<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5706 | PA      | $5641.64      | 0.00%             | 2062-02-20      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H08                                                      | GNMA_13-H08                                   | CUSIP: 38375BN32<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    121980 | PA      | $121958.28    | 0.00%             | 2063-03-20      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H07                                                      | GNMA_13-H07                                   | CUSIP: 38375BQ70<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    156841 | PA      | $157085.99    | 0.00%             | 2063-03-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H07                                                      | GNMA_13-H07                                   | CUSIP: 38375BQ96<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    120724 | PA      | $120812.37    | 0.00%             | 2063-03-20      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H09                                                      | GNMA_13-H09                                   | CUSIP: 38375BR95<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     29994 | PA      | $28782.47     | 0.00%             | 2063-04-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H10             | GNMA_12-H10                                   | CUSIP: 38375BRB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    118465 | PA      | $118804.54    | 0.00%             | 2061-12-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H09                                                      | GNMA_13-H09                                   | CUSIP: 38375BS37<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    140893 | PA      | $141050.43    | 0.00%             | 2063-04-20      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H09                                                      | GNMA_13-H09                                   | CUSIP: 38375BS52<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    313582 | PA      | $314332.08    | 0.01%             | 2063-04-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21             | GNMA_12-H21                                   | CUSIP: 38375BWA6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5776 | PA      | $5776.28      | 0.00%             | 2061-05-20      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21             | GNMA_12-H21                                   | CUSIP: 38375BWC2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      5151 | PA      | $5150.93      | 0.00%             | 2061-05-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28             | GNMA_12-H28                                   | CUSIP: 38375BYE6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      4076 | PA      | $4077.00      | 0.00%             | 2062-09-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-69              | GNMA_06-69                                    | CUSIP: 38375JCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    367032 | PA      | $378154.35    | 0.01%             | 2036-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40              | GNMA_07-40                                    | CUSIP: 38375KB68<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    199860 | PA      | $7095.35      | 0.00%             | 2037-07-20      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_08-1                                     | CUSIP: 38375PCK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     34023 | PA      | $27459.30     | 0.00%             | 2038-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H21                                                      | GNMA_13-H21                                   | CUSIP: 38375UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     50700 | PA      | $50888.85     | 0.00%             | 2063-09-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA_13-H21                                                      | GNMA_13-H21                                   | CUSIP: 38375UAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    107008 | PA      | $107407.70    | 0.00%             | 2063-09-20      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-62              | GNMA_08-62                                    | CUSIP: 38375XHT4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    177362 | PA      | $690.10       | 0.00%             | 2038-07-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-81              | GNMA_09-81                                    | CUSIP: 38376F4W9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    330330 | PA      | $28747.54     | 0.00%             | 2039-09-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-106             | GNMA_09-106                                   | CUSIP: 38376JFW9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    310758 | PA      | $9519.25      | 0.00%             | 2038-02-20      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H15                                                      | GNMA_15-H15                                   | CUSIP: 38376RDE3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    790833 | PA      | $791590.27    | 0.02%             | 2065-06-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H16                                                      | GNMA_15-H16                                   | CUSIP: 38376RDR4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    444530 | PA      | $444947.23    | 0.01%             | 2065-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GNMA_15-H16                                                      | GNMA_15-H16                                   | CUSIP: 38376RDY9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    954965 | PA      | $955921.50    | 0.03%             | 2065-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H18             | GNMA_15-H18                                   | CUSIP: 38376REW2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    165540 | PA      | $165738.15    | 0.00%             | 2065-06-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASS                                 | GNMA_15-H23                                   | CUSIP: 38376RHF6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    429117 | PA      | $429908.57    | 0.01%             | 2065-09-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                       | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    239000 | PA      | $234793.64    | 0.01%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                       | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    196000 | PA      | $182714.49    | 0.00%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                       | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602755.53    | 0.02%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA                       | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2542000 | PA      | $2570944.47   | 0.07%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_22-A                         | HART_22-A                                     | CUSIP: 448977AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200314 | PA      | $199919.87    | 0.01%             | 2026-10-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_23-A                         | HART_23-A                                     | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1844000 | PA      | $1846532.00   | 0.05%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC                      | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    394250 | PA      | $324881.27    | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                         | IHEARTCOMMUNICATIONS INC                      | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    372700 | PA      | $288608.89    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST IMM_05-4                                         | IMM_05-4                                      | CUSIP: 45254NPE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81681 | PA      | $78398.97     | 0.00%             | 2035-05-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| IMSA_03-3                                                        | IMSA_03-3                                     | CUSIP: 45254TNG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34597 | PA      | $34298.92     | 0.00%             | 2033-08-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| IMSA_06-1                                                        | IMSA_06-1                                     | CUSIP: 45254TTN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21115 | PA      | $19460.46     | 0.00%             | 2036-05-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| IMPACT FUNDING LLC IFUND_10-1                                    | IFUND_10-1                                    | CUSIP: 45257HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44385 | PA      | $44151.48     | 0.00%             | 2051-01-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                | IMOLA MERGER CORP                             | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $521990.16    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                   | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1816000 | PA      | $1861636.67   | 0.05%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                      | IMPERIAL BRANDS FINANCE PLC                   | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1593000 | PA      | $1597913.36   | 0.04%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                      | CRESCENT ENERGY FINANCE LLC                   | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    875000 | PA      | $911938.60    | 0.02%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST RAST_04-IP2               | RAST_04-IP2                                   | CUSIP: 45660LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    134859 | PA      | $135403.49    | 0.00%             | 2034-12-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV                                  | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2803000 | PA      | $2852693.54   | 0.08%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                    | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    396000 | PA      | $250575.20    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORP                                    | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    677000 | PA      | $454731.35    | 0.01%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                             | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    452000 | PA      | $429097.44    | 0.01%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                             | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    732000 | PA      | $680581.67    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                             | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    593000 | PA      | $557420.99    | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | INTEL CORPORATION                             | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    397000 | PA      | $363750.09    | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                     | INTELSAT JACKSON HOLDINGS SA                  | CUSIP: 45824TBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    850000 | PA      | $866946.26    | 0.02%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                           | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1199000 | PA      | $968326.22    | 0.03%             | 2042-06-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                              | INTESA SANPAOLO SPA                           | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1062000 | PA      | $1190910.80   | 0.03%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OP PARTNER LP                | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    234000 | PA      | $198731.16    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                        | INVITATION HOMES OPERATING PARTNER            | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1279635.04   | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                           | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2404000 | PA      | $2197107.15   | 0.06%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                           | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1253231.21   | 0.03%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMORGAN CHASE & CO                           | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    576000 | PA      | $597513.44    | 0.02%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                | JAPAN TOBACCO INC                             | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    545000 | PA      | $560764.27    | 0.01%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_23-A                         | MFIT_23-AA                                    | CUSIP: 56847FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2496373.92   | 0.07%             | 2035-10-22      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_24-BA                        | MFIT_24-BA                                    | CUSIP: 56847GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6500000 | PA      | $6780256.60   | 0.18%             | 2038-11-20      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST MFIT_21-AA                        | MFIT_21-AA                                    | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4807265.00   | 0.13%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                         | MARS INC                                      | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3392000 | PA      | $3436298.22   | 0.09%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NSLT_05-2                                                        | NSLT_05-2                                     | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2026088 | PA      | $2005858.71   | 0.05%             | 2037-03-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| NSLT_05-3                                                        | NSLT_05-3                                     | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1712083 | PA      | $1697148.89   | 0.05%             | 2035-12-24      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                       | NETAPP INC                                    | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $2231006.19   | 0.06%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                      | NETFLIX INC                                   | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $997077.13    | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEVADA PWR CO                                                    | NEVADA POWER COMPANY                          | CUSIP: 641423BZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $286994.08    | 0.01%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-NQM4                 | NRZT_19-NQM4                                  | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150077 | PA      | $142921.43    | 0.00%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRMLT_22-SFR1                | NRMLT_22-SFR1                                 | CUSIP: 64831KAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7036000 | PA      | $6775889.63   | 0.18%             | 2039-02-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST NRMLT_24-RTL1                | NRMLT_24-RTL1                                 | CUSIP: 64831PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4515000 | PA      | $4555354.62   | 0.12%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD COLLATERALIZED NOTES NZES_25-FHT1              | NZES_25-FHT1                                  | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4990101 | PA      | $5026236.17   | 0.13%             | 2032-03-25      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INS CO                                             | NEW YORK LIFE INSURANCE COMPANY               | CUSIP: 64952GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    999000 | PA      | $1047557.83   | 0.03%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                     | NEW YORK LIFE GLOBAL FUNDING                  | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    229000 | PA      | $222895.53    | 0.01%             | 2028-01-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | NEWELL BRANDS INC                             | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1069667.91   | 0.03%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                              | NEWMONT CORP / NEWCREST FINANCE               | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1201927.62   | 0.03%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS               | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    286000 | PA      | $297108.41    | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN            | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    299000 | PA      | $305844.51    | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL HOLDINGS IN            | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230850.49    | 0.01%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                | NEXSTAR ESCROW CORP                           | CUSIP: 65343HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $548640.69    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA (REPUBLIC OF)                         | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $394112.97    | 0.01%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA (FEDERAL REPUBLIC OF)                                    | NIGERIA (REPUBLIC OF)                         | CUSIP: 65412JAK9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $200806.83    | 0.01%             | 2031-01-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-B                   | NAROT_22-B                                    | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1270881.25   | 0.03%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_25-A                   | NAROT_25-A                                    | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2647000 | PA      | $2674688.94   | 0.07%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_25-A                   | NAROT_25-A                                    | CUSIP: 65481GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2021196.00   | 0.05%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                             | NOBLE FINANCE 2 LLC                           | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $443002.64    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC                           | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2600000 | PA      | $2608583.66   | 0.07%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC                           | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1494000 | PA      | $1503156.93   | 0.04%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                  | NORDEA BANK ABP                               | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    200000 | PA      | $204599.77    | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORTH TEXAS TOLLWAY AUTHORITY                                    | North Texas Tollway Authority                 | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1033000 | PA      | $1137038.39   | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER CO/MN                   | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    258000 | PA      | $219061.29    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER CO (MN)                 | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    636000 | PA      | $615691.50    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY (MINNESOTA)                        | NORTHERN STATES POWER COMPANY (MIN            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1718000 | PA      | $1735657.43   | 0.05%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (WISCONSIN)                             | NORTHERN STATES POWER CO (WISCONSI            | CUSIP: 665789BC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    687000 | PA      | $693352.61    | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FINANCE LP                                  | NORTHRIVER MIDSTREAM FINANCE LP               | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $352345.64    | 0.01%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                         | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1152346.46   | 0.03%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                            | NORTHROP GRUMMAN CORP                         | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1080376.78   | 0.03%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                               | NORTHWESTERN MUTUAL GLOBAL FUNDING            | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276922.70    | 0.01%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                           | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    160000 | PA      | $153926.08    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                              | NOVA CHEMICALS CORP                           | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $539964.12    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST AMSR_22-SFR3                                          | AMSR_22-SFR3                                  | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $3926203.87   | 0.10%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1164214.20   | 0.03%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    761000 | PA      | $720691.36    | 0.02%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    813000 | PA      | $778346.28    | 0.02%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | REALTY INCOME CORPORATION                     | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    316000 | PA      | $278530.34    | 0.01%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                               | REGENCY CENTERS LP                            | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1757360.66   | 0.05%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                               | REGENCY CENTERS LP                            | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1615863.30   | 0.04%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                               | REGENCY CENTERS LP                            | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1185158.48   | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST RMIT_21-2                     | RMIT_21-2                                     | CUSIP: 75907UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $3938317.54   | 0.10%             | 2033-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| RENEW LTD RENEW_23-1                                             | RENEW_23-1A                                   | CUSIP: 75973HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3256172 | PA      | $3167203.80   | 0.08%             | 2058-11-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RENEW_17-1A                                                      | RENEW_17-1A                                   | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169147 | PA      | $156881.23    | 0.00%             | 2052-09-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                            | REPUBLIC SERVICES INC                         | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    217000 | PA      | $185149.83    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC RAMP_04-SL2              | RAMP_04-SL2                                   | CUSIP: 7609856C0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     94058 | PA      | $94504.16     | 0.00%             | 2031-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-22

**Name of Applicant:** Columbia Funds Variable Series Trust II

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer