# EDGAR Filing Document

**Accession Number:** 0000756913
**File Stem:** 0001145549-23-009579
**Filing Date:** 2023-2
**Character Count:** 402197
**Document Hash:** 182162ac896cfb612f4e96bce7558bdf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-009579.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001145549-23-009579

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000756913
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04146
- **FILM NUMBER:** 23664270

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JOHN HANCOCK TRUST
- **DATE OF NAME CHANGE:** 20050124

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MANUFACTURERS INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19971022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NASL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19881030

## Series and Classes Contracts Data

### Core Bond Trust (Series ID: S000008222)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022374 | NAV          |  |
| C000022375 | Series I     |  |
| C000022376 | Series II    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Variable Insurance Trust

- **b. Investment Company Act file number:** 811-04146

- **c. CIK number of Registrant:** 0000756913

- **d. LEI of Registrant:** Z5DUWKEPW78QKD87GA06

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

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

- **a. Name of Series:** Core Bond Trust

- **b. EDGAR series identifier (if any):** S000008222

- **c. LEI of Series:** 5493000JHYET8HXSSN85

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $814671798.77

**Total Liabilities:** $29128116.41

**Net Assets:** $785543682.36

**Delayed Delivery Securities:** $29027043.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1586.521803000000 | **1-Year:** -34150.637578000000 | **5-Year:** -97115.332438999900 | **10-Year:** -146659.489787000000 | **30-Year:** -56849.747952000000

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

- **3-Month:** -13.956386000000 | **1-Year:** -262.754363000000 | **5-Year:** -1108.579188000000 | **10-Year:** -1135.745867000000 | **30-Year:** -565.378921000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022374 | -1.38%               | 3.66%                | -0.54%               |
| Class ID C000022375 | -1.43%               | 3.74%                | -0.54%               |
| Class ID C000022376 | -1.39%               | 3.64%                | -0.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7889072.23             | $-4891709.76                               |
| Month 2  | $-7411881.91             | $33696826.37                               |
| Month 3  | $-2083314.12             | $-3733585.77                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index

- **Index Identifier:** BA1

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    942932 | PA      | $930479.00    | 0.12%             | 2052-08-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MMX37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1075359 | PA      | $1050585.50   | 0.13%             | 2052-08-01      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FLOATING VAR                          | CUSIP: 3140MMXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    930776 | PA      | $893958.30    | 0.11%             | 2052-07-01      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FLOATING VAR                          | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1034268 | PA      | $1011702.78   | 0.13%             | 2052-07-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FLOATING VAR                          | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    722029 | PA      | $707514.95    | 0.09%             | 2052-11-01      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FNMA POOL BW1383 FN 12/52 FLOATING VAR                         | CUSIP: 3140MSRD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $743777.18    | 0.09%             | 2052-12-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1196033 | PA      | $1179105.83   | 0.15%             | 2052-08-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MX6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600797 | PA      | $575145.33    | 0.07%             | 2052-08-01      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FLOATING VAR                          | CUSIP: 3140MYA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276822 | PA      | $269487.53    | 0.03%             | 2052-09-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/33 FIXED 4                               | CUSIP: 3140Q9U92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303406 | PA      | $298150.08    | 0.04%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/49 FIXED 4                               | CUSIP: 3140QA2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370739 | PA      | $357563.44    | 0.05%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Qualcomm Incorporated                                                           | QUALCOMM INC SR UNSECURED 05/52 4.5                            | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    457000 | PA      | $400224.66    | 0.05%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Qualcomm Incorporated                                                           | QUALCOMM INC SR UNSECURED 05/53 6                              | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    698000 | PA      | $741325.49    | 0.09%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc.                                                            | QUANTA SERVICES INC SR UNSECURED 10/24 0.95                    | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    553000 | PA      | $509268.26    | 0.06%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                      | RABOBANK NEDERLAND 04/28 1                                     | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1591000 | PA      | $1465822.54   | 0.19%             | 2028-04-06      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                      | RABOBANK NEDERLAND SR UNSECURED 144A 04/33 VAR                 | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1069000 | PA      | $910662.84    | 0.12%             | 2033-04-06      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 01/28 3.65                     | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279869.99    | 0.04%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 06/28 2.2                      | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    286000 | PA      | $244920.56    | 0.03%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 12/32 2.85                     | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    386000 | PA      | $313031.19    | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                       | REALTY INCOME CORP SR UNSECURED 10/32 5.625                    | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    846000 | PA      | $859220.93    | 0.11%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 09/29 2.95                     | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    731000 | PA      | $613540.25    | 0.08%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L.P.                                                  | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 09/31 2.15           | CUSIP: 76169XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $110341.55    | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc.                                                             | ROCHE HOLDINGS INC COMPANY GUAR 144A 12/31 2.076               | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    985000 | PA      | $801362.38    | 0.10%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc.                                                             | ROCHE HOLDINGS INC COMPANY GUAR 144A 12/51 2.607               | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    401000 | PA      | $259681.73    | 0.03%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                      | ROGERS COMMUNICATIONS INC COMPANY GUAR 144A 03/52 4.55         | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $267473.69    | 0.03%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rohm and Haas Company                                                           | ROHM AND HAAS CO SR UNSECURED 07/29 7.85                       | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $406500.27    | 0.05%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                                                | SBL HOLDINGS INC SR UNSECURED 144A 02/31 5                     | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    962000 | PA      | $756535.41    | 0.10%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/26 2.25                       | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1145238.02   | 0.15%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 02/31 2.875                      | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    127000 | PA      | $104943.68    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/31 3.5                        | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     84000 | PA      | $72559.15     | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 08/27 4.703                     | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1448000 | PA      | $1399473.91   | 0.18%             | 2027-08-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 05/31 2.375                    | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    294000 | PA      | $247520.01    | 0.03%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 02/32 2.8                      | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345315.07    | 0.04%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 02/42 3.375                    | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    332000 | PA      | $263884.65    | 0.03%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/48 4.6          | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $154235.12    | 0.02%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 04/29 4.5          | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    711000 | PA      | $678007.32    | 0.09%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/61 3.771        | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    458000 | PA      | $289240.58    | 0.04%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/28 5.25                      | CUSIP: 912810FF0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1877000 | PA      | $1988446.88   | 0.25%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/29 5.25                      | CUSIP: 912810FG8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1465000 | PA      | $1555189.06   | 0.20%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/50 1.375                     | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2436000 | PA      | $1353597.65   | 0.17%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/40 1.125                     | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15063000 | PA      | $9354358.28   | 1.19%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                                        | DOW CHEMICAL CO/THE SR UNSECURED 11/29 7.375                   | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    703000 | PA      | $780990.41    | 0.10%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                                        | DOW CHEMICAL CO/THE SR UNSECURED 05/53 6.9                     | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    290000 | PA      | $314879.79    | 0.04%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/41 2.8                              | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    725000 | PA      | $506223.95    | 0.06%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/43 FIXED 3                               | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506512 | PA      | $459432.10    | 0.06%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED 4                               | CUSIP: 3138WJYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470919 | PA      | $455470.63    | 0.06%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/47 FIXED 4                               | CUSIP: 3138WKUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139726 | PA      | $134050.37    | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/43 FLOATING VAR                          | CUSIP: 3138WPJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71905 | PA      | $71058.82     | 0.01%             | 2043-06-01      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/43 FIXED 3                               | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700436 | PA      | $635330.51    | 0.08%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/44 FIXED VAR                             | CUSIP: 3140XJNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705050 | PA      | $639956.10    | 0.08%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/43 FIXED VAR                             | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673457 | PA      | $610858.98    | 0.08%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED VAR                             | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1209806 | PA      | $1060781.37   | 0.14%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 04/47 FIXED 3                                                     | GINNIE MAE G2 04/47 FIXED 3                                    | CUSIP: 3617Y5P86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306316 | PA      | $273543.96    | 0.03%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 02/48 FIXED 3                                                     | GINNIE MAE G2 02/48 FIXED 3                                    | CUSIP: 3617YBBM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169227 | PA      | $150646.13    | 0.02%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/42 FIXED 3.5                             | CUSIP: 31417DVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355047 | PA      | $332005.80    | 0.04%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED 3                               | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    966354 | PA      | $868981.98    | 0.11%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 12/47 FIXED 3                                                     | GINNIE MAE G2 12/47 FIXED 3                                    | CUSIP: 3617YEN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42017 | PA      | $37456.34     | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 12/46 FIXED 3                                                     | GINNIE MAE G2 12/46 FIXED 3                                    | CUSIP: 3617YLEN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46801 | PA      | $41764.90     | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/46 FIXED 3                               | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1169860 | PA      | $1051982.14   | 0.13%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/46 FIXED 3                               | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2739371 | PA      | $2463345.95   | 0.31%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED 3                               | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423164 | PA      | $380525.44    | 0.05%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED 3                               | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468590 | PA      | $421373.87    | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER PNFED 2022 A A3 144A                              | PENFED AUTO RECEIVABLES OWNER PNFED 2022 A A3 144A             | CUSIP: 706874AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $605763.01    | 0.08%             | 2026-04-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER PNFED 2022 A A4 144A                              | PENFED AUTO RECEIVABLES OWNER PNFED 2022 A A4 144A             | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302000 | PA      | $296798.99    | 0.04%             | 2028-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/41 FIXED 2                               | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3644939 | PA      | $3087309.79   | 0.39%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/41 FIXED 2                               | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263313 | PA      | $223029.37    | 0.03%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED 1.5                             | CUSIP: 31418D5F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2611579 | PA      | $2120922.14   | 0.27%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/41 FIXED 1.5                             | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7538594 | PA      | $6122261.70   | 0.78%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Electric Company                                                   | PENNSYLVANIA ELECTRIC CO SR UNSECURED 144A 03/28 3.25          | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    403000 | PA      | $361991.93    | 0.05%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 01/34 3            | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    211000 | PA      | $166194.91    | 0.02%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED 2                               | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640426 | PA      | $544049.78    | 0.07%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/40 FIXED 2                               | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56573 | PA      | $48059.18     | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/41 FIXED 2                               | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2896569 | PA      | $2460672.69   | 0.31%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3650R 2021-PF1 COMMERCIAL MORT 3650R 2021 PF1 A5                                | 3650R 2021-PF1 COMMERCIAL MORT 3650R 2021 PF1 A5               | CUSIP: 88581EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $371697.19    | 0.05%             | 2054-11-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | PERUVIAN GOVERNMENT INTERNATIO SR UNSECURED 01/72 3.6          | CUSIP: 715638DW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    163000 | PA      | $105836.66    | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS US GOVT GUAR 04/25 2.378                   | CUSIP: 71654QBT8<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    343750 | PA      | $332187.83    | 0.04%             | 2025-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-C TAOT 2022 C A4                                   | TOYOTA AUTO RECEIVABLES 2022-C TAOT 2022 C A4                  | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667000 | PA      | $644864.54    | 0.08%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2022-1                                     | TOYOTA AUTO LOAN EXTENDED NOTE TALNT 2022 1A A 144A            | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    744000 | PA      | $704799.53    | 0.09%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                                                 | TOYOTA MOTOR CREDIT CORP SR UNSECURED 11/27 5.45               | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    179000 | PA      | $183009.56    | 0.02%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                                      | TOYOTA AUTO RECEIVABLES 2022-B TAOT 2022 B A4                  | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    709000 | PA      | $672518.69    | 0.09%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS US GOVT GUAR 12/25 2.46                    | CUSIP: 71654QBY7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    972300 | PA      | $928510.78    | 0.12%             | 2025-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                     | PFIZER INC SR UNSECURED 05/40 2.55                             | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    964000 | PA      | $697047.48    | 0.09%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A4                                   | TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A4                  | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378000 | PA      | $384885.95    | 0.05%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                                         | TRANS-ALLEGHENY INTERSTATE LIN SR UNSECURED 144A 06/25 3.85    | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $188227.21    | 0.02%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A                                | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A               | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426211 | PA      | $364648.74    | 0.05%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/33 VAR                   | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    429000 | PA      | $451351.78    | 0.06%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                 | TRUST FIBRA UNO SR UNSECURED 144A 01/50 6.39                   | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    356000 | PA      | $287351.69    | 0.04%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                     | PFIZER INC SR UNSECURED 08/31 1.75                             | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    561000 | PA      | $450343.32    | 0.06%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/25 5            | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    657000 | PA      | $659951.80    | 0.08%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2022 4 A                  | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1069000 | PA      | $1076890.61   | 0.14%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 04/32 3.625              | CUSIP: 02666TAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    534000 | PA      | $449182.38    | 0.06%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 04/52 4.3                | CUSIP: 02666TAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $175168.67    | 0.02%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 01/27 3.125                   | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    291000 | PA      | $266623.29    | 0.03%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 04/31 2.7                     | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    221000 | PA      | $179883.70    | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 03/27 3.65                    | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    410000 | PA      | $382931.99    | 0.05%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Transmission Systems Incorporated                                      | AMERICAN TRANSMISSION SYSTEMS SR UNSECURED 144A 01/32 2.65     | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $157567.04    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 02/61 2.8                               | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    197000 | PA      | $124633.13    | 0.02%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 08/29 3.25                              | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1076854.31   | 0.14%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 08/52 3.95                              | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    584000 | PA      | $496222.42    | 0.06%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/50 2.5                | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    417000 | PA      | $250214.42    | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/31 2.4                 | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    412000 | PA      | $336422.46    | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                                                  | EDP FINANCE BV COMPANY GUAR 144A 10/27 6.3                     | CUSIP: 26835PAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    336000 | PA      | $345091.03    | 0.04%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     20806 | NS      | $207974.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/42 FIXED 2.5                             | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1788462 | PA      | $1558098.71   | 0.20%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED 2                               | CUSIP: 31418EDL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    801305 | PA      | $675460.24    | 0.09%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED 2.5                             | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    811876 | PA      | $707302.43    | 0.09%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/42 FIXED 2.5                             | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    846012 | PA      | $737041.46    | 0.09%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/41 FIXED 4.5                             | CUSIP: 31419MCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39315 | PA      | $38952.13     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 12/52 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 12/52 FLOATING VAR                | CUSIP: 3142B3VN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    530795 | PA      | $513297.46    | 0.07%             | 2052-12-01      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 07/52 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 07/52 FLOATING VAR                | CUSIP: 3142BAKD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405690 | PA      | $390117.83    | 0.05%             | 2052-07-01      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 07/52 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 07/52 FLOATING VAR                | CUSIP: 3142BAKE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485303 | PA      | $472424.09    | 0.06%             | 2052-07-01      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 09/52 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 09/52 FLOATING VAR                | CUSIP: 3142BAMV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277672 | PA      | $268577.30    | 0.03%             | 2052-09-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/52 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/52 FLOATING VAR                | CUSIP: 3142BNJM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538766 | PA      | $512352.42    | 0.07%             | 2052-08-01      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Florida Power and Light Company                                                 | FLORIDA POWER and LIGHT CO 1ST MORTGAGE 03/48 3.95             | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    365000 | PA      | $301230.84    | 0.04%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 A A3                                  | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 A A3                 | CUSIP: 345286AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    411000 | PA      | $390828.94    | 0.05%             | 2026-06-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2022 1 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2022 1 A 144A             | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2096000 | PA      | $2009290.58   | 0.26%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2022-A                                             | FORD CREDIT AUTO LEASE TRUST 2 FORDL 2022 A A3                 | CUSIP: 34528LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1243000 | PA      | $1218494.50   | 0.16%             | 2025-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2022-A                                             | FORD CREDIT AUTO LEASE TRUST 2 FORDL 2022 A A4                 | CUSIP: 34528LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    599000 | PA      | $582247.65    | 0.07%             | 2025-07-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A4                                  | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A4                 | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299000 | PA      | $302307.27    | 0.04%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 2 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 2 A 144A             | CUSIP: 34532JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    451000 | PA      | $403830.05    | 0.05%             | 2033-04-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 C A4                                  | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 C A4                 | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1064000 | PA      | $1052854.39   | 0.13%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 01/43 4.75                          | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     59000 | PA      | $42349.78     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7                | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    513000 | PA      | $445489.20    | 0.06%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 09/29 5.25                   | CUSIP: 35671DCD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    864000 | PA      | $833587.20    | 0.11%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR                       | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    904000 | PA      | $950059.14    | 0.12%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A A 144A                             | HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A A 144A            | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740000 | PA      | $644063.00    | 0.08%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ VEHICLE FINANCING III LL HERTZ 2022 1A A 144A            | CUSIP: 42806MAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1683000 | PA      | $1544828.73   | 0.20%             | 2026-06-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                     | HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A A 144A               | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1490000 | PA      | $1306025.38   | 0.17%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                     | HERTZ VEHICLE FINANCING LLC 09/26 3.73                         | CUSIP: 42806MBA6<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    735000 | PA      | $702159.76    | 0.09%             | 2026-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                     | HERTZ VEHICLE FINANCING LLC HERTZ 2022 5A A 144A               | CUSIP: 42806MBJ7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1485000 | PA      | $1370842.26   | 0.17%             | 2028-09-25      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 12/49 3.125                    | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    539000 | PA      | $381637.73    | 0.05%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/40 3.3                      | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    116000 | PA      | $92359.46     | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 09/32 4.5                      | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    887000 | PA      | $866067.56    | 0.11%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 09/52 4.95                     | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    608000 | PA      | $583583.06    | 0.07%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 144A 12/51 3.45                     | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 144A 12/51 3.45    | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $108324.63    | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/27 6.1                           | DELL INTERNATIONAL LLC / EMC C SR SECURED 07/27 6.1            | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281000 | PA      | $288686.49    | 0.04%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK NY 01/33 1                                       | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $867834.60    | 0.11%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                              | DIAGEO CAPITAL PLC COMPANY GUAR 10/27 5.3                      | CUSIP: 25243YBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    764000 | PA      | $781444.57    | 0.10%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/24 VAR             | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1978270.45   | 0.25%             | 2024-10-21      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/27 VAR             | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    688000 | PA      | $601576.85    | 0.08%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 141 WA                 | CUSIP: 38378GPE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179290 | PA      | $175956.87    | 0.02%             | 2041-11-16      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 167 BQ                 | CUSIP: 38380H3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    490224 | PA      | $445958.65    | 0.06%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 8 CY                   | CUSIP: 38382MUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478921 | PA      | $473931.45    | 0.06%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 Q                   | CUSIP: 38382NFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    459932 | PA      | $448988.38    | 0.06%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 BD                  | CUSIP: 38382NFU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    506933 | PA      | $508467.23    | 0.06%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 HA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 HA A 144A            | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339324 | PA      | $304535.52    | 0.04%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A           | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658135 | PA      | $608899.93    | 0.08%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2014-A                                     | NAVIENT PRIVATE EDUCATION LOAN NAVSL 2014 AA A3 144A           | CUSIP: 63939CAD9<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $465105.19    | 0.06%             | 2031-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                     | NAVIENT PRIVATE EDUCATION LOAN NAVSL 2016 AA A2B 144A          | CUSIP: 63939NAC7<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |    261285 | PA      | $263533.16    | 0.03%             | 2045-12-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 A A2 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 A A2 144A            | CUSIP: 63940PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5920 | PA      | $5876.26      | 0.00%             | 2042-02-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A                           | NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A          | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620893 | PA      | $593975.55    | 0.08%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 CA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 CA A2 144A           | CUSIP: 63940VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35695 | PA      | $35010.84     | 0.00%             | 2042-06-16      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 CA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 CA A2 144A           | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515359 | PA      | $486569.20    | 0.06%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/42 FIXED 2                                               | FREDDIE MAC POOL FR 08/42 FIXED 2                              | CUSIP: 3132D9LF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1024524 | PA      | $867784.61    | 0.11%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/48 FIXED 3                                               | FREDDIE MAC POOL FR 11/48 FIXED 3                              | CUSIP: 3132DNH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329076 | PA      | $295711.43    | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/47 FIXED 2                                               | FREDDIE MAC POOL FR 02/47 FIXED 2                              | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287691 | PA      | $236485.71    | 0.03%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 E A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 E A1A 144A             | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    982931 | PA      | $886815.63    | 0.11%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 D A1B 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 D A1B 144A             | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    751845 | PA      | $745384.72    | 0.09%             | 2058-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SoFi Professional Loan Program 2017-D LLC                                       | SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 D A2FX 144A           | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25981 | PA      | $24830.93     | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                 | SANTANDER UK GROUP HOLDINGS PL SR UNSECURED 11/26 VAR          | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1215000 | PA      | $1230699.23   | 0.16%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 3 A3                                  | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 3 A3                 | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $613536.44    | 0.08%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 4 A3                                  | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 4 A3                 | CUSIP: 80286FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    889000 | PA      | $870583.83    | 0.11%             | 2027-02-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-2                                   | SANTANDER DRIVE AUTO RECEIVABL 10/26 2.98                      | CUSIP: 80286MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1878000 | PA      | $1847243.81   | 0.24%             | 2026-10-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 7 A3                                  | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 7 A3                 | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503000 | PA      | $505804.98    | 0.06%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 5 A3                                  | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 5 A3                 | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    733000 | PA      | $719421.39    | 0.09%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 A3                                  | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 A3                 | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1551000 | PA      | $1531766.05   | 0.19%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                        | PROVINCE OF SASKATCHEWAN CANAD SR UNSECURED 06/27 3.25         | CUSIP: 803854KQ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    422000 | PA      | $402299.42    | 0.05%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/40 1.125                     | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13122000 | PA      | $8212526.78   | 1.05%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/50 1.625                     | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2189000 | PA      | $1302455.00   | 0.17%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/40 1.375                     | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27240000 | PA      | $17709192.26  | 2.25%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 10/31 2.646                 | CUSIP: 04685A3E9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    916000 | PA      | $699782.31    | 0.09%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/32 4.15                      | CUSIP: 11135FBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $366066.87    | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/52 4.9                              | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    670000 | PA      | $592719.23    | 0.08%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                               | INTEL CORP SR UNSECURED 08/62 5.05                             | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254407.20    | 0.03%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 08/31 2            | CUSIP: 46188BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $67987.72     | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES OPERATING PAR COMPANY GUAR 04/32 4.15         | CUSIP: 46188BAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $461064.72    | 0.06%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 05/51 3.875                         | REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 05/51 3.875        | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $134500.40    | 0.02%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12                             | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2013 C12 A5               | CUSIP: 46639NAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    629000 | PA      | $623683.63    | 0.08%             | 2045-07-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C17                             | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2013 C17 A4               | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202000 | PA      | $198722.39    | 0.03%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2013-C16                 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2013 C16 A4               | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    902000 | PA      | $889276.57    | 0.11%             | 2046-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                             | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C23 A4               | CUSIP: 46643ABD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338301 | PA      | $327007.11    | 0.04%             | 2047-09-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 144A 02/31 2.45                      | CUSIP: 11135FBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $381995.12    | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A3                                | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A3               | CUSIP: 46644FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1351830 | PA      | $1283249.21   | 0.16%             | 2048-10-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C30 A5                                | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C30 A5               | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $509728.26    | 0.06%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/33 3.419                     | CUSIP: 11135FBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1056650.79   | 0.13%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/34 3.469                     | CUSIP: 11135FBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    619000 | PA      | $493796.42    | 0.06%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A3                                | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP4 A3               | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198000 | PA      | $183143.76    | 0.02%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE + CO. PIDI 06/28 2.182                          | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    852000 | PA      | $744974.32    | 0.09%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 2 A1 144A                              | BUNKER HILL LOAN DEPOSITARY 07/49 1                            | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    359696 | PA      | $330709.16    | 0.04%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2017 C8 ASB                                | CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2017 C8 ASB               | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264179 | PA      | $252089.43    | 0.03%             | 2050-06-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc.                                                              | KINDER MORGAN INC COMPANY GUAR 08/52 5.45                      | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    903000 | PA      | $810513.59    | 0.10%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 04/52 4.25                         | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    583000 | PA      | $462204.20    | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                               | CIGNA CORP SR UNSECURED 03/50 3.4                              | CUSIP: 125523CK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $90717.55     | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 Mortgage Trust                                                   | COMM 2014-UBS4 MORTGAGE TRUST COMM 2014 UBS4 A4                | CUSIP: 12591QAQ5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $705928.91    | 0.09%             | 2047-08-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C16 COMMERCIAL MORT CSAIL 2019 C16 A2                                | CSAIL 2019-C16 COMMERCIAL MORT CSAIL 2019 C16 A2               | CUSIP: 12596WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342000 | PA      | $298918.26    | 0.04%             | 2052-06-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 MORTGAGE TRUST COMM 2013 CR6 A4                                 | COMM 2013-CCRE6 MORTGAGE TRUST COMM 2013 CR6 A4                | CUSIP: 12624XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674315 | PA      | $672149.76    | 0.09%             | 2046-03-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies Inc.                                                           | LOWE'S COS INC SR UNSECURED 04/53 5.625                        | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    875000 | PA      | $837633.36    | 0.11%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                          | NSTAR ELECTRIC CO SR UNSECURED 06/52 4.55                      | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    336000 | PA      | $302378.14    | 0.04%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE10 Mortgage Trust                                                 | COMM 2013-CCRE10 MORTGAGE TRUS COMM 2013 CR10 A4               | CUSIP: 12626BAD6<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $14898.29     | 0.00%             | 2046-08-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-2                                                | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 2 A5                  | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100515 | PA      | $2037395.77   | 0.26%             | 2037-03-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| The Ohio State University                                                       | OHIO STATE UNIVERSITY/THE OHSHGR 06/11 FIXED OID 4.8           | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    464000 | PA      | $381907.45    | 0.05%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 05/55 4.375                           | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    187000 | PA      | $141325.81    | 0.02%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5                                   | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5                  | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1457366 | PA      | $1412032.00   | 0.18%             | 2035-12-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-4                                                | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 4 A4                  | CUSIP: 64031QCJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    379320 | PA      | $368720.52    | 0.05%             | 2032-03-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 07/46 4                               | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    538000 | PA      | $392061.21    | 0.05%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 03/51 3.95                            | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    586000 | PA      | $417489.40    | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corporation III                                                | OWL ROCK CAPITAL CORP III SR UNSECURED 04/27 3.125             | CUSIP: 69122JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $311166.76    | 0.04%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                             | PECO ENERGY CO 1ST MORTGAGE 09/51 2.85                         | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    499000 | PA      | $328446.56    | 0.04%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2019-NQM4                                   | NEW RESIDENTIAL MORTGAGE LOA 09/59 1                           | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154441 | PA      | $139137.61    | 0.02%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| NEWREZ WAREHOUSE SECURITIZATIO NEWZ 2021 1 A 144A                               | NEWREZ WAREHOUSE SECURITIZATI 05/55 1.0                        | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1888000 | PA      | $1857945.87   | 0.24%             | 2055-05-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2022-B NAROT 2022 B A4                                  | NISSAN AUTO RECEIVABLES 2022-B NAROT 2022 B A4                 | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736000 | PA      | $725092.85    | 0.09%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                   | N TX TOLLWAY AUTH REVENUE NRTTRN 01/49 FIXED 6.718             | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    697000 | PA      | $826093.67    | 0.11%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/33 VAR          | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    915000 | PA      | $952606.21    | 0.12%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/41 1.875                     | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1263000 | PA      | $892684.46    | 0.11%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                   | NORTHERN STATES POWER CO/MN 1ST MORTGAGE 04/52 3.2             | CUSIP: 665772CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $199071.05    | 0.03%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                    | NORTHROP GRUMMAN CORP SR UNSECURED 05/30 4.4                   | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    991000 | PA      | $950952.07    | 0.12%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/51 2                         | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5417000 | PA      | $3546865.36   | 0.45%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/41 1.75                      | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  26163000 | PA      | $17904281.20  | 2.28%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                          | NSTAR ELECTRIC CO SR UNSECURED 09/52 4.95                      | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    147000 | PA      | $142007.32    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 NT                  | CUSIP: 38382NJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    533028 | PA      | $518948.83    | 0.07%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 27 CW                  | CUSIP: 38382NLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    662124 | PA      | $655327.29    | 0.08%             | 2051-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 23 MG                  | CUSIP: 38382NXF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1285419 | PA      | $1056753.95   | 0.13%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 31 GH                  | CUSIP: 38383GS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1450991 | PA      | $1283585.24   | 0.16%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 205 A                  | CUSIP: 38383HAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    794000 | PA      | $640300.59    | 0.08%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 50 DC                  | CUSIP: 38383PHZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    648775 | PA      | $556437.94    | 0.07%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 84 A                   | CUSIP: 38383RU96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    648461 | PA      | $549145.61    | 0.07%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVENMENT NATIONAL MORTGAGE 06/51 2.5                          | CUSIP: 38383TLM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2188795 | PA      | $1844666.91   | 0.23%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 144A 03/52 4.625                            | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1107514.62   | 0.14%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 02/44 4.75            | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    139000 | PA      | $106346.69    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 12/47 3.95            | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    619000 | PA      | $419689.27    | 0.05%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/27 2.1             | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    221000 | PA      | $188740.95    | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95            | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    864000 | PA      | $669462.29    | 0.09%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/40 4.5             | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    142000 | PA      | $110982.46    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                | PACIFIC GAS AND ELECTRIC CO SR SECURED 06/41 4.2               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $177652.89    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP 1ST MORTGAGE 12/53 5.35                             | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    456000 | PA      | $451302.51    | 0.06%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4                      | PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4     | CUSIP: 699149AH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |    545000 | PA      | $469623.86    | 0.06%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                     | PARKER-HANNIFIN CORP SR UNSECURED 09/27 4.25                   | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    844000 | PA      | $818844.14    | 0.10%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                     | PARKER-HANNIFIN CORP SR UNSECURED 09/29 4.5                    | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    563000 | PA      | $539494.42    | 0.07%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVENUE STUDENT LOANS L CASL 2017 A A1 144A                              | COLLEGE AVENUE STUDENT LOANS L CASL 2017 A A1 144A             | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340745 | PA      | $333417.64    | 0.04%             | 2046-11-26      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A                              | COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A             | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426187 | PA      | $382040.63    | 0.05%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A                              | COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A             | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241860 | PA      | $225011.15    | 0.03%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS 2021 CASL 2021 A A2 144A                              | COLLEGE AVE STUDENT LOANS 2021 CASL 2021 A A2 144A             | CUSIP: 19424KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549264 | PA      | $471619.25    | 0.06%             | 2051-07-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT FUNDING LLC COLT 2021 2 A1 144A                           | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665089 | PA      | $524710.32    | 0.07%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A                              | COLT 2021-4 MORTGAGE LOAN TRUS COLT 2021 4 A1 144A             | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    717104 | PA      | $582291.01    | 0.07%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 11/43 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 11/43 FLOATING VAR                | CUSIP: 31300MGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92281 | PA      | $92231.00     | 0.01%             | 2043-11-01      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 08/43 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 08/43 FLOATING VAR                | CUSIP: 31300MJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86490 | PA      | $85857.98     | 0.01%             | 2043-08-01      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 03/43 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 03/43 FLOATING VAR                | CUSIP: 31326FM21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127162 | PA      | $129434.24    | 0.02%             | 2043-03-01      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 07/43 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 07/43 FLOATING VAR                | CUSIP: 31326FV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56032 | PA      | $56223.70     | 0.01%             | 2043-07-01      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/46 FIXED 3.5                                             | FREDDIE MAC POOL FR 06/46 FIXED 3.5                            | CUSIP: 3132AEQG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    421115 | PA      | $392357.43    | 0.05%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/42 FIXED 2                                               | FREDDIE MAC POOL FR 04/42 FIXED 2                              | CUSIP: 3132D9JA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510367 | PA      | $430214.06    | 0.05%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/42 FIXED 2                                               | FREDDIE MAC POOL FR 04/42 FIXED 2                              | CUSIP: 3132D9K86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    946966 | PA      | $799724.58    | 0.10%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 2.5                            | CUSIP: 3132DM5S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2009361 | PA      | $1715381.22   | 0.22%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/51 FIXED 2.5                            | CUSIP: 3132DMW43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304647 | PA      | $259784.85    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/49 FIXED 4                                               | FREDDIE MAC POOL FR 07/49 FIXED 4                              | CUSIP: 3132DVKM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1408851 | PA      | $1359552.14   | 0.17%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 09/51 FIXED 2.5                            | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2011340 | PA      | $1731527.20   | 0.22%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/51 FIXED 2                                               | FREDDIE MAC POOL FR 12/51 FIXED 2                              | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359649 | PA      | $295635.91    | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 02/52 FIXED 2.5                            | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215161 | PA      | $183446.53    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 2.5                            | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715082 | PA      | $608785.84    | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/41 FIXED 2                                               | FREDDIE MAC POOL FR 11/41 FIXED 2                              | CUSIP: 3133D4KC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385991 | PA      | $325974.19    | 0.04%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/41 FIXED 2                                               | FREDDIE MAC POOL FR 11/41 FIXED 2                              | CUSIP: 3133D4KR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    518902 | PA      | $438219.18    | 0.06%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/41 FIXED 2                                               | FREDDIE MAC POOL FR 04/41 FIXED 2                              | CUSIP: 3133KYU98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494497 | PA      | $420081.89    | 0.05%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/40 FIXED 2                                               | FREDDIE MAC POOL FR 11/40 FIXED 2                              | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70508 | PA      | $59897.74     | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/41 FIXED 2                                               | FREDDIE MAC POOL FR 01/41 FIXED 2                              | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    454359 | PA      | $385984.09    | 0.05%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES FNA 2022 M13 A2                                                 | FANNIE MAE-ACES 06/32 2.59318                                  | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587000 | PA      | $495642.67    | 0.06%             | 2032-06-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/43 FIXED VAR                             | CUSIP: 31374CR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1697882 | PA      | $1581935.55   | 0.20%             | 2043-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4205 PA                                                  | FREDDIE MAC REMICS FHR 4205 PA                                 | CUSIP: 3137B26P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    327072 | PA      | $275939.47    | 0.04%             | 2043-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/52 4.049                          | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237427.75    | 0.03%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 02/31 1.5                            | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    363000 | PA      | $282632.03    | 0.04%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/63 2.987                          | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    348000 | PA      | $210420.59    | 0.03%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/27 5.35                           | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    611000 | PA      | $624001.19    | 0.08%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                             | COMCAST CORP COMPANY GUAR 11/32 5.5                            | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1273128.26   | 0.16%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 A3                                 | COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 A3                | CUSIP: 200474BB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1445444 | PA      | $1386410.43   | 0.18%             | 2048-02-10      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                        | CONSUMERS ENERGY CO 1ST MORTGAGE 05/60 2.5                     | CUSIP: 210518DJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $132652.67    | 0.02%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                        | CONSUMERS ENERGY CO 1ST MORTGAGE 08/52 2.65                    | CUSIP: 210518DN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $116323.08    | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE MBS 30YR TBA                                                         | GINNIE MAE MBS 30YR TBA                                        | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2900000 | PA      | $2512105.28   | 0.32%             | N/A             | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE MBS 30YR TBA                                                         | GINNIE MAE MBS 30YR TBA                                        | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $946671.90    | 0.12%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crowley Conro LLC                                                               | CROWLEY CONRO LLC US GOVT GUAR 08/43 4.181                     | CUSIP: 228023AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475865 | PA      | $443812.69    | 0.06%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 03/27 4            | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    139000 | PA      | $132557.16    | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 07/30 3.3          | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    480000 | PA      | $419900.74    | 0.05%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio L.P.                                                            | ESSEX PORTFOLIO LP COMPANY GUAR 06/31 2.55                     | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    275000 | PA      | $217136.83    | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 08/30 1.65                      | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    470000 | PA      | $365714.20    | 0.05%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 08/26 1.4                       | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    236000 | PA      | $207098.50    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 03/32 3.375                     | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    104000 | PA      | $90533.21     | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| The Export-Import Bank of Korea                                                 | EXPORT-IMPORT BANK OF KOREA SR UNSECURED 09/32 4.5             | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    375000 | PA      | $365495.45    | 0.05%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export Finance and Insurance Corporation                                        | EXPORT FINANCE and INSURANCE COR GOVT GUARANT 144A 10/27 4.625 | CUSIP: 30220L2B9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |   1045000 | PA      | $1055565.95   | 0.13%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35                 | CUSIP: 30225VAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $181609.38    | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                         | EXXON MOBIL CORP SR UNSECURED 03/50 4.327                      | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $896766.92    | 0.11%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                         | EXXON MOBIL CORP SR UNSECURED 04/51 3.452                      | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    778000 | PA      | $585703.69    | 0.07%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 09/45 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 09/45 FLOATING VAR                | CUSIP: 31288QFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1064961 | PA      | $1066251.77   | 0.14%             | 2045-09-01      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 04/71 3.75         | CUSIP: 91087BAP5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    688000 | PA      | $427462.49    | 0.05%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/34 3.5          | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    736000 | PA      | $588997.73    | 0.07%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 02/52 4.4          | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    783000 | PA      | $575635.79    | 0.07%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/33 4.875        | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    235000 | PA      | $215716.34    | 0.03%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/26 1.5                       | CUSIP: 9128282A7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17495000 | PA      | $15946419.23  | 2.03%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/27 2.25                      | CUSIP: 9128283F5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2500000 | PA      | $2303710.95   | 0.29%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/28 2.75                      | CUSIP: 9128283W8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6780000 | PA      | $6375053.92   | 0.81%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/25 2.875                     | CUSIP: 9128284M9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2850000 | PA      | $2757931.63   | 0.35%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/24 2.375                     | CUSIP: 912828D56<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3349000 | PA      | $3231261.72   | 0.41%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/26 1.625                     | CUSIP: 912828R36<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6984000 | PA      | $6427735.30   | 0.82%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE11 Mortgage Trust                                                 | COMM 2013-CCRE11 MORTGAGE TRUS COMM 2013 CR11 A4               | CUSIP: 12626LAE2<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   2260000 | PA      | $2235068.36   | 0.28%             | 2050-08-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE13 Mortgage Trust                                                 | COMM 2013-CCRE13 MORTGAGE TRUS COMM 2013 CR13 A4               | CUSIP: 12630BBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308000 | PA      | $302597.31    | 0.04%             | 2046-11-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC23 MORTGAGE TRUST COMM 2015 LC23 A3                                 | COMM 2015-LC23 MORTGAGE TRUST COMM 2015 LC23 A3                | CUSIP: 12636FBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379000 | PA      | $359663.08    | 0.05%             | 2048-10-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                 | CSX CORP SR UNSECURED 11/32 4.1                                | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    727000 | PA      | $681558.59    | 0.09%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 07/35 4.875                       | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     91000 | PA      | $86420.14     | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 03/48 5.05                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    666000 | PA      | $597764.90    | 0.08%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 08/26 3                           | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    299000 | PA      | $279281.22    | 0.04%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                               | CANADIAN NATIONAL RAILWAY CO SR UNSECURED 08/52 4.4            | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    291000 | PA      | $258434.81    | 0.03%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                               | CANADIAN NATIONAL RAILWAY CO SR UNSECURED 08/32 3.85           | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    437000 | PA      | $406027.06    | 0.05%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    624000 | PA      | $511523.52    | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 01/49 FIXED 5                                                     | GINNIE MAE II POOL G2 01/49 FIXED 5                            | CUSIP: 3622AACB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    456937 | PA      | $457492.14    | 0.06%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 02/49 FIXED 4.5                                                   | GINNIE MAE II POOL G2 02/49 FIXED 4.5                          | CUSIP: 3622AACC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    541973 | PA      | $532495.06    | 0.07%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 02/49 FIXED 5                                                     | GINNIE MAE II POOL G2 02/49 FIXED 5                            | CUSIP: 3622AAEW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32267 | PA      | $32235.86     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 11/47 FIXED 3                                              | GINNIE MAE I POOL GN 11/47 FIXED 3                             | CUSIP: 3622AB3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2028228 | PA      | $1851209.23   | 0.24%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC32 A3                                | GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC32 A3               | CUSIP: 36250PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335858 | PA      | $320305.27    | 0.04%             | 2048-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2014 GC18 A4                                | GS MORTGAGE SECURITIES TRUST 2 GSMS 2014 GC18 A4               | CUSIP: 36252RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    971000 | PA      | $950083.11    | 0.12%             | 2047-01-10      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-2                       | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 2 A3                 | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1782000 | PA      | $1725871.63   | 0.22%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-2                       | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 2 A4                 | CUSIP: 362585AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    951000 | PA      | $908370.47    | 0.12%             | 2028-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GC47 A5                                | GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GC47 A5               | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319000 | PA      | $263354.60    | 0.03%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER HEALTHCARE CAPITA COMPANY GUAR 03/27 3.375        | CUSIP: 36264FAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    623000 | PA      | $579985.46    | 0.07%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc.                                                     | ADVANCED MICRO DEVICES INC SR UNSECURED 06/32 3.924            | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    894000 | PA      | $830642.42    | 0.11%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA 01/31 4                                            | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    349000 | PA      | $305862.53    | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                         | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1600000 | PA      | $1624750.72   | 0.21%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                         | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5200000 | PA      | $5327553.40   | 0.68%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                         | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3580384.85   | 0.46%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 3 A4                                  | ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 3 A4                 | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    331000 | PA      | $333321.01    | 0.04%             | 2031-06-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 1 A3                                  | ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 1 A3                 | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    783000 | PA      | $762597.84    | 0.10%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 2 A4                                  | ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2022 2 A4                 | CUSIP: 02008MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $661250.57    | 0.08%             | 2028-04-17      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 05/41 2.875                        | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    194000 | PA      | $144726.34    | 0.02%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc.                                                                 | AMAZON.COM INC SR UNSECURED 12/32 4.7                          | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    759000 | PA      | $751278.03    | 0.10%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2022 3 A                  | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1427000 | PA      | $1395021.93   | 0.18%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 04/48 FIXED 4                                                     | GINNIE MAE II POOL G2 04/48 FIXED 4                            | CUSIP: 3617GGSL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205172 | PA      | $196528.29    | 0.03%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 04/48 FIXED 4                                                     | GINNIE MAE II POOL G2 04/48 FIXED 4                            | CUSIP: 3617GGSX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140194 | PA      | $134288.27    | 0.02%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 04/48 FIXED 4                                                     | GINNIE MAE II POOL G2 04/48 FIXED 4                            | CUSIP: 3617GGTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145572 | PA      | $139439.50    | 0.02%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 03/47 FIXED 3                                                     | GINNIE MAE G2 03/47 FIXED 3                                    | CUSIP: 3617Y5ME6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387179 | PA      | $345755.39    | 0.04%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 09/47 FIXED 3                                                     | GINNIE MAE G2 09/47 FIXED 3                                    | CUSIP: 3617Y5N88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    432470 | PA      | $385930.64    | 0.05%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2019 L2 A3                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2019 L2 A3                  | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454000 | PA      | $414455.24    | 0.05%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 02/32 2.65                          | NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 02/32 2.65         | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    573000 | PA      | $448454.59    | 0.06%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/41 3.25                          | NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/41 3.25         | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    304000 | PA      | $212113.40    | 0.03%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/30 3.4                           | NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 05/30 3.4          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    385000 | PA      | $332695.51    | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/27 4.4                           | NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/27 4.4          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    336000 | PA      | $322020.13    | 0.04%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 1 A1 144A                             | VERUS SECURITIZATION TRUST 01/60 1                             | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267281 | PA      | $251623.03    | 0.03%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 201 VERUS 2019 INV2 A1 144A                          | VERUS SECURITIZATION TRUST 07/59 1                             | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135481 | PA      | $130661.72    | 0.02%             | 2059-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 201 VERUS 2019 4 A1 144A                             | VERUS SECURITIZATION TRUST 11/59 1                             | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254715 | PA      | $241611.62    | 0.03%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 201 VERUS 2019 INV3 A1 144A                          | VERUS SECURITIZATION TRUST 201 11/59 1                         | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115153 | PA      | $108096.64    | 0.01%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A            | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347948 | PA      | $289967.47    | 0.04%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 2 A1 144A                             | VERUS SECURITIZATION TRUST 05/60 1                             | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114977 | PA      | $110265.71    | 0.01%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A                            | VERUS SECURITIZATION TRUST 10/63 1                             | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301403 | PA      | $269057.50    | 0.03%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A                             | VERUS SECURITIZATION TRUST 05/65 1                             | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103141 | PA      | $93568.92     | 0.01%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 R3 A1 144A                            | VERUS SECURITIZATION TRUST 202 VERUS 2021 R3 A1 144A           | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306994 | PA      | $264572.40    | 0.03%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 2 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 2 A1 144A            | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654485 | PA      | $543486.92    | 0.07%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 8 A1 144A            | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639389 | PA      | $538489.44    | 0.07%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A            | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594284 | PA      | $457226.57    | 0.06%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A            | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1904849 | PA      | $1520663.56   | 0.19%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 7 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 7 A1 144A            | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901251 | PA      | $756222.58    | 0.10%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A                             | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A            | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489082 | PA      | $390585.16    | 0.05%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 11/51 2.95         | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    414000 | PA      | $272046.17    | 0.03%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                             | VIRGINIA ELECTRIC AND POWER CO SR UNSECURED 05/52 4.625        | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    311000 | PA      | $271400.63    | 0.03%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Viterra Finance B.V.                                                            | VITERRA FINANCE BV COMPANY GUAR 144A 04/32 5.25                | CUSIP: 92852LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    761000 | PA      | $668447.99    | 0.09%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VMware Inc.                                                                     | VMWARE INC SR UNSECURED 05/30 4.7                              | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    557000 | PA      | $518129.79    | 0.07%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMware Inc.                                                                     | VMWARE INC SR UNSECURED 08/23 0.6                              | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1319599.74   | 0.17%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                             | AES CORP/THE SR UNSECURED 01/26 1.375                          | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    313000 | PA      | $277940.45    | 0.04%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/41 3.5                              | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    297000 | PA      | $221483.04    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 09/59 3.65                             | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    291000 | PA      | $194775.30    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 03/26 1.7                              | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1246355.45   | 0.16%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 12/57 3.8                              | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    836000 | PA      | $576784.24    | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 05/36 4.3                              | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    201000 | PA      | $180993.98    | 0.02%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 05/46 4.45                             | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    204000 | PA      | $175323.82    | 0.02%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/39 4.05                             | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    329000 | PA      | $281607.31    | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/49 4.25                             | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1557694.41   | 0.20%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Adani International Container Terminal Private Limited                          | ADANI INTERNATIONAL CONTAINER SR SECURED 144A 02/31 3          | CUSIP: 00654UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    264375 | PA      | $206935.52    | 0.03%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAP/GLOBA 10/23 1.15                            | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1680000 | PA      | $1616470.85   | 0.21%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 06/28 2                                  | CUSIP: 008513AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $474922.04    | 0.06%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 06/33 2.6                                | CUSIP: 008513AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $100105.49    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Agree Limited Partnership                                                       | AGREE LP COMPANY GUAR 10/32 4.8                                | CUSIP: 008513AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $269212.88    | 0.03%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                       | DH EUROPE FINANCE II SARL COMPANY GUAR 11/24 2.2               | CUSIP: 23291KAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    761000 | PA      | $725088.00    | 0.09%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                              | DTE ENERGY CO SR UNSECURED 06/25 1.05                          | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    248000 | PA      | $224629.31    | 0.03%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO 1ST MORTGAGE 03/50 2.95                        | CUSIP: 23338VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    483000 | PA      | $327513.97    | 0.04%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                            | DTE ELECTRIC CO GENL REF MOR 03/52 3.65                        | CUSIP: 23338VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    221000 | PA      | $170761.77    | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                             | DANAHER CORP SR UNSECURED 10/50 2.6                            | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    330000 | PA      | $210447.27    | 0.03%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                             | DANAHER CORP SR UNSECURED 12/51 2.8                            | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    221000 | PA      | $146028.00    | 0.02%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 03/27 2.35                | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    693000 | PA      | $630582.40    | 0.08%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 09/27 4.15                | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1458000 | PA      | $1429889.37   | 0.18%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                  | JOHN DEERE CAPITAL CORP SR UNSECURED 10/29 4.85                | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    509000 | PA      | $509495.28    | 0.06%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 144A 12/41 3.375                    | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 144A 12/41 3.375   | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    689000 | PA      | $461441.72    | 0.06%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 11/26 VAR                   | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    861000 | PA      | $759433.25    | 0.10%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 02/27 VAR                   | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2417364.56   | 0.31%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/27 VAR                   | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    688000 | PA      | $604519.77    | 0.08%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 09/27 VAR                   | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    692000 | PA      | $599108.00    | 0.08%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 12/25 VAR                   | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4066000 | PA      | $3764410.39   | 0.48%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/28 VAR                   | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    453000 | PA      | $432609.04    | 0.06%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 06/30 VAR                   | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    703000 | PA      | $661427.57    | 0.08%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/33 VAR                   | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    582000 | PA      | $554137.80    | 0.07%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power and Light Company                                          | JERSEY CENTRAL POWER and LIGHT C SR UNSECURED 144A 03/32 2.75  | CUSIP: 476556DD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    454000 | PA      | $366621.16    | 0.05%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 03/50 3.3                                | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    254000 | PA      | $183932.60    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 07/52 4.95                               | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    258000 | PA      | $239618.56    | 0.03%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KRC Interim Corp                                                                | KIMCO REALTY CORP SR UNSECURED 02/33 4.6                       | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    437000 | PA      | $399643.37    | 0.05%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 06/52 5.5           | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    269000 | PA      | $241348.62    | 0.03%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR                | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1177000 | PA      | $1151616.46   | 0.15%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SR UNSECURED 08/33 VAR                | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    683000 | PA      | $627124.01    | 0.08%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                     | LOCKHEED MARTIN CORP SR UNSECURED 11/27 5.1                    | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    774000 | PA      | $791056.87    | 0.10%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                     | LOCKHEED MARTIN CORP SR UNSECURED 11/54 5.7                    | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    619000 | PA      | $648563.88    | 0.08%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                     | LOCKHEED MARTIN CORP SR UNSECURED 11/63 5.9                    | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    309000 | PA      | $331737.59    | 0.04%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 TRUST MFRA 2021 NQM2 A1 144A                                      | MFRA TRUST MFRA 2021 NQM2 A1 144A                              | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293039 | PA      | $237879.16    | 0.03%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/42 5.05                    | CUSIP: 55903VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    611000 | PA      | $467465.22    | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Company                                             | SSC GOVERNMENT MM GVMXX                                        | CUSIP: 7839989D1<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | RF                | US        |   6128735 | NS      | $6128734.75   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A                             | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A            | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1802961 | PA      | $1546933.89   | 0.20%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1A 144A             | CUSIP: 78449CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541441 | PA      | $517775.65    | 0.07%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2A 144A                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2A 144A           | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2221822 | PA      | $1962429.27   | 0.25%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2016-B                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2016 B A2A 144A             | CUSIP: 78449GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78065 | PA      | $74601.78     | 0.01%             | 2032-02-17      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2016-B                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2016 B A2B 144A             | CUSIP: 78449GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30668 | PA      | $30445.13     | 0.00%             | 2032-02-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2016-C                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C A2B 144A             | CUSIP: 78449KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208936 | PA      | $208111.63    | 0.03%             | 2034-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 10/47 5.4          | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    236000 | PA      | $199905.55    | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                      | SYNCHRONY CARD FUNDING LLC SYNIT 2022 A1 A                     | CUSIP: 87166PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1072000 | PA      | $1034218.32   | 0.13%             | 2028-04-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                      | SYNCHRONY CARD FUNDING LLC SYNIT 2022 A2 A                     | CUSIP: 87166PAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    922000 | PA      | $899132.83    | 0.11%             | 2028-07-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 08/48 FIXED 5                                                     | GINNIE MAE G2 08/48 FIXED 5                                    | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    390876 | PA      | $393182.79    | 0.05%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 06/47 FIXED 4                                                     | GINNIE MAE G2 06/47 FIXED 4                                    | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3122483 | PA      | $2999723.71   | 0.38%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 03/48 FIXED 5                                                     | GINNIE MAE II POOL G2 03/48 FIXED 5                            | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    899953 | PA      | $910608.07    | 0.12%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 05/48 FIXED 5                                                     | GINNIE MAE II POOL G2 05/48 FIXED 5                            | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369999 | PA      | $372529.44    | 0.05%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 06/48 FIXED 4.5                                                   | GINNIE MAE G2 06/48 FIXED 4.5                                  | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    470784 | PA      | $462550.96    | 0.06%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 06/48 FIXED 5                                                     | GINNIE MAE II POOL G2 06/48 FIXED 5                            | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1193687 | PA      | $1201477.70   | 0.15%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 12/48 FIXED 5                                                     | GINNIE MAE G2 12/48 FIXED 5                                    | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183559 | PA      | $184527.57    | 0.02%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 01/49 FIXED 5                                                     | GINNIE MAE II POOL G2 01/49 FIXED 5                            | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74654 | PA      | $74971.92     | 0.01%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 12/51 FIXED 2.5                                                   | GINNIE MAE II POOL G2 12/51 FIXED 2.5                          | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2928018 | PA      | $2539785.08   | 0.32%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 01/48 FIXED 3                                                     | GINNIE MAE G2 01/48 FIXED 3                                    | CUSIP: 3617F5Q37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179627 | PA      | $159903.97    | 0.02%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 01/48 FIXED 3                                                     | GINNIE MAE G2 01/48 FIXED 3                                    | CUSIP: 3617F6FX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74310 | PA      | $66243.71     | 0.01%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 08/43 FIXED 3                                                     | GINNIE MAE G2 08/43 FIXED 3                                    | CUSIP: 3617F96J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    219988 | PA      | $197208.02    | 0.03%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 01/47 FIXED 3                                                     | GINNIE MAE G2 01/47 FIXED 3                                    | CUSIP: 3617FJYQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64240 | PA      | $57266.99     | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 04/47 FIXED 3                                                     | GINNIE MAE G2 04/47 FIXED 3                                    | CUSIP: 3617FKD38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291244 | PA      | $259902.86    | 0.03%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 05/47 FIXED 3                                                     | GINNIE MAE G2 05/47 FIXED 3                                    | CUSIP: 3617FKFV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    425441 | PA      | $379658.60    | 0.05%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 02/48 FIXED 3                                                     | GINNIE MAE G2 02/48 FIXED 3                                    | CUSIP: 3617FMNZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38585 | PA      | $34348.11     | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 12/46 FIXED 3                                                     | GINNIE MAE G2 12/46 FIXED 3                                    | CUSIP: 3617FMXA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150221 | PA      | $133914.62    | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 11/47 FIXED 3                                                     | GINNIE MAE G2 11/47 FIXED 3                                    | CUSIP: 3617FSXH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112477 | PA      | $100267.58    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 01/48 FIXED 3.5                                                   | GINNIE MAE II POOL G2 01/48 FIXED 3.5                          | CUSIP: 3617G1E38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486725 | PA      | $450954.15    | 0.06%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 03/48 FIXED 4                                                     | GINNIE MAE II POOL G2 03/48 FIXED 4                            | CUSIP: 3617GGQ81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150325 | PA      | $143992.28    | 0.02%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                              | UNIVERSITY OF TEXAS SYSTEM/THE UNIHGR 08/49 FIXED 2.439        | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    285000 | PA      | $178996.87    | 0.02%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 11/40 2.65             | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    390000 | PA      | $263243.68    | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/51 3.55             | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    278000 | PA      | $198034.18    | 0.03%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/31 2.55             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    437000 | PA      | $359370.69    | 0.05%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/32 2.355            | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    314000 | PA      | $248908.45    | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2022 4 A                             | CUSIP: 92348KAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1226000 | PA      | $1187038.70   | 0.15%             | 2028-11-20      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2022 6 A                             | CUSIP: 92348KAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083000 | PA      | $1048708.65   | 0.13%             | 2029-01-22      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| VMware Inc.                                                                     | VMWARE INC SR UNSECURED 08/24 1                                | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    962000 | PA      | $895137.66    | 0.11%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VMware Inc.                                                                     | VMWARE INC SR UNSECURED 08/26 1.4                              | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    898000 | PA      | $782846.36    | 0.10%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC SR UNSECURED 05/38 5                        | CUSIP: 92857WBL3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    139000 | PA      | $127911.85    | 0.02%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/41 FIXED 2                                               | FREDDIE MAC POOL FR 12/41 FIXED 2                              | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1982792 | PA      | $1674493.43   | 0.21%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/41 FIXED 2                                               | FREDDIE MAC POOL FR 07/41 FIXED 2                              | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    781633 | PA      | $662053.25    | 0.08%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/42 FIXED 2                                               | FREDDIE MAC POOL FR 01/42 FIXED 2                              | CUSIP: 3133KYWA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    573939 | PA      | $484699.19    | 0.06%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/42 FIXED 2                                               | FREDDIE MAC POOL FR 02/42 FIXED 2                              | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4423929 | PA      | $3729151.95   | 0.47%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/42 FIXED 2                                               | FREDDIE MAC POOL FR 03/42 FIXED 2                              | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237504 | PA      | $200204.21    | 0.03%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/42 FIXED 2                                               | FREDDIE MAC POOL FR 04/42 FIXED 2                              | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1162255 | PA      | $979722.79    | 0.12%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/42 FIXED 2.5                            | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235899 | PA      | $205513.73    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/42 FIXED 2                                               | FREDDIE MAC POOL FR 05/42 FIXED 2                              | CUSIP: 3133KYWR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509535 | PA      | $429512.45    | 0.05%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 05/42 FIXED 2.5                            | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    886992 | PA      | $772742.89    | 0.10%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/42 FIXED 2.5                                             | FREDDIE MAC POOL FR 06/42 FIXED 2.5                            | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396057 | PA      | $345043.08    | 0.04%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                          | FEDERAL HOME LOAN MORTGAGE COR NOTES 12/29 0.00000             | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1179000 | PA      | $885063.39    | 0.11%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Principal Strip                                                      | FANNIE MAE PRINCIPAL STRIP SR UNSECURED 11/30 0.00000          | CUSIP: 31358DDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3465000 | PA      | $2488827.00   | 0.32%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                           | FEDERAL NATIONAL MORTGAGE ASSO NOTES 01/36 1.9                 | CUSIP: 3135GACR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1322000 | PA      | $943803.55    | 0.12%             | 2036-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 151 NX                                               | FANNIE MAE REMICS FNR 2012 151 NX                              | CUSIP: 3136AA5N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361278 | PA      | $305551.42    | 0.04%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2013 11 AP                                                | FANNIE MAE REMICS FNR 2013 11 AP                               | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256631 | PA      | $1113127.99   | 0.14%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2013 43 BP                                                | FANNIE MAE REMICS FNR 2013 43 BP                               | CUSIP: 3136ADY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413388 | PA      | $358532.83    | 0.05%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES FNA 2017 M7 A2                                                  | FANNIE MAE-ACES FNA 2017 M7 A2                                 | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287968 | PA      | $270646.42    | 0.03%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2017 13 PA                                                | FANNIE MAE REMICS FNR 2017 13 PA                               | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557102 | PA      | $505560.35    | 0.06%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 08/62 4.1                               | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    437000 | PA      | $363239.83    | 0.05%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                 | ASTRAZENECA PLC SR UNSECURED 08/30 1.375                       | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    281000 | PA      | $221997.37    | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                         | ASTRAZENECA FINANCE LLC COMPANY GUAR 05/28 1.75                | CUSIP: 04636NAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    963000 | PA      | $826587.82    | 0.11%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 03/28 2.5                   | CUSIP: 04685A2V2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    972000 | PA      | $809938.56    | 0.10%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERMUDA GOVERNMENT INTERNATION SR UNSECURED 144A 07/32 5                        | BERMUDA GOVERNMENT INTERNATION SR UNSECURED 144A 07/32 5       | CUSIP: 085209AJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BM        |    311000 | PA      | $308870.72    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                          | BLACKSTONE HOLDINGS FINANCE CO COMPANY GUAR 144A 04/33 6.2     | CUSIP: 09261BAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    917000 | PA      | $924342.03    | 0.12%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 02/35 3.25                          | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    341000 | PA      | $259329.75    | 0.03%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 02/50 3.75                          | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    608000 | PA      | $417427.76    | 0.05%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/60 5.93                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    789000 | PA      | $718734.99    | 0.09%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 02/26 2.196                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $955807.89    | 0.12%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                                                      | BRIGHTHOUSE FINANCIAL INC SR UNSECURED 12/51 3.85              | CUSIP: 10922NAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $172959.06    | 0.02%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 08/31 2.5           | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    323000 | PA      | $247043.89    | 0.03%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 11/30 4.15                           | CUSIP: 11135FAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $293937.91    | 0.04%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC COMPANY GUAR 11/25 3.15                           | CUSIP: 11135FBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    363000 | PA      | $343845.45    | 0.04%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A             | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1376774 | PA      | $1206038.60   | 0.15%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2018 C A2A 144A             | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137881 | PA      | $129601.05    | 0.02%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2019-A                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2019 A A2A 144A             | CUSIP: 78449TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299284 | PA      | $284622.23    | 0.04%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A           | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    808116 | PA      | $717876.50    | 0.09%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 BA A1A 144A            | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510524 | PA      | $450372.48    | 0.06%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-B                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A               | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506753 | PA      | $452262.83    | 0.06%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| VISIO 2020-1R TRUST VISIO 2020 1R A1 144A                                       | VISIO 2020-1R TRUST VISIO 2020 1R A1 144A                      | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227495 | PA      | $204674.75    | 0.03%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC SR UNSECURED 09/50 4.25                     | CUSIP: 92857WBU3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    110000 | PA      | $83883.18     | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                    | WALMART INC SR UNSECURED 09/52 4.5                             | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    438000 | PA      | $416617.02    | 0.05%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 03/28 VAR                      | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2901000 | PA      | $2686328.84   | 0.34%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/28 VAR                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    303000 | PA      | $295938.98    | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 07/33 VAR                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    435000 | PA      | $413046.91    | 0.05%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Company                                                | WISCONSIN ELECTRIC POWER CO SR UNSECURED 09/32 4.75            | CUSIP: 976656CN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $405652.95    | 0.05%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2022-A                         | WORLD OMNI AUTOMOBILE LEASE SE WOLS 2022 A A3                  | CUSIP: 98163NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    669000 | PA      | $654660.65    | 0.08%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2022-A                         | WORLD OMNI AUTOMOBILE LEASE SE WOLS 2022 A A4                  | CUSIP: 98163NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394000 | PA      | $384091.69    | 0.05%             | 2027-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018 C2 ASB                                  | BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018 C2 ASB                 | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $206016.13    | 0.03%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C18 BBCMS 2022 C18 A5                                 | BBCMS MORTGAGE TRUST 2022-C18 BBCMS 2022 C18 A5                | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289000 | PA      | $302379.02    | 0.04%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Xilinx Inc.                                                                     | XILINX INC COMPANY GUAR 06/30 2.375                            | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    237000 | PA      | $199282.71    | 0.03%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                                               | GLENCORE FINANCE CANADA LTD COMPANY GUAR 144A 11/37 6.9        | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $336727.37    | 0.04%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                            | BA CREDIT CARD TRUST BACCT 2022 A1 A1                          | CUSIP: 05522RDE5<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1244000 | PA      | $1209699.81   | 0.15%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                            | BA CREDIT CARD TRUST BACCT 2022 A2 A2                          | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    907000 | PA      | $915756.45    | 0.12%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Finance (Canada) Limited                                               | GLENCORE FINANCE CANADA LTD COMPANY GUAR 144A 11/41 6          | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $33891.90     | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd                                                 | THE ISRAEL ELECTRIC CORPORATIO 02/32 3.75                      | CUSIP: BU3987486<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    278000 | PA      | $243164.38    | 0.03%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C3 A3                                 | BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C3 A3                | CUSIP: 05550MAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    721000 | PA      | $649582.14    | 0.08%             | 2052-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 XL2 A 144A                               | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 XL2 A 144A              | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925788 | PA      | $889796.85    | 0.11%             | 2038-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2021000 | PA      | $1946769.88   | 0.25%             | 2036-09-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Company                                              | BALTIMORE GAS AND ELECTRIC CO SR UNSECURED 06/31 2.25          | CUSIP: 059165EN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $335371.28    | 0.04%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA 11/32 1                                     | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $302042.85    | 0.04%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 12/28 VAR                    | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1393609.70   | 0.18%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 03/27 VAR                    | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2204000 | PA      | $1949886.65   | 0.25%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR                    | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1749604.43   | 0.22%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1700816.19   | 0.22%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 12/25 VAR                    | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2578000 | PA      | $2377690.53   | 0.30%             | 2025-12-06      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 07/33 VAR                    | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    643000 | PA      | $610459.01    | 0.08%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 11/28 VAR                    | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1553869.91   | 0.20%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44 BANK 2022 BNK44 A5                                              | BANK 2022-BNK44 BANK 2022 BNK44 A5                             | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $713234.67    | 0.09%             | 2055-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 11/28 VAR                            | CUSIP: 06738ECD5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1536000 | PA      | $1601015.93   | 0.20%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 11/33 VAR                            | CUSIP: 06738ECE3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    920000 | PA      | $963977.14    | 0.12%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B35 MORTGAGE TR BMARK 2022 B35 A5                                | BENCHMARK 2022-B35 MORTGAGE TR BMARK 2022 B35 A5               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223000 | PA      | $213084.88    | 0.03%             | 2055-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/27 5.125        | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    984000 | PA      | $991186.56    | 0.13%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                | PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 11/32 5.75         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    493000 | PA      | $502577.12    | 0.06%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                               | PIONEER NATURAL RESOURCES CO SR UNSECURED 01/31 2.15           | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    414000 | PA      | $327226.39    | 0.04%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| The Port Authority of New York and New Jersey                                   | PORT AUTH OF NEW YORK   NEW JE PORTRN 10/62 FIXED 4.458        | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    571000 | PA      | $495479.83    | 0.06%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                              | PUBLIC SERVICE CO OF OKLAHOMA SR UNSECURED 08/51 3.15          | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    280000 | PA      | $185593.04    | 0.02%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 05/50 2.7          | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    226000 | PA      | $145977.71    | 0.02%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA 1ST MORTGAGE 08/50 2.05         | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    116000 | PA      | $64637.09     | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                         | PUBLIC SERVICE ELECTRIC AND GA SR SECURED 08/31 1.9            | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    555000 | PA      | $441155.86    | 0.06%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                    | PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 08/30 1.6          | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    318000 | PA      | $246565.07    | 0.03%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                    | PUBLIC SERVICE ENTERPRISE GROU SR UNSECURED 11/31 2.45         | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    358000 | PA      | $286103.30    | 0.04%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/41 3.5            | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $104906.72    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/42 3.5            | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | PA      | $499149.34    | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2022-A CHAOT 2022 AA A4 144A                             | CHASE AUTO OWNER TRUST 2022-A CHAOT 2022 AA A4 144A            | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416000 | PA      | $405905.80    | 0.05%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 03/42 4.34                          | CHILE GOVERNMENT INTERNATIONAL SR UNSECURED 03/42 4.34         | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    240000 | PA      | $202773.76    | 0.03%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/33 VAR                           | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    785000 | PA      | $735099.91    | 0.09%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 11/33 VAR                           | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1567064.12   | 0.20%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                          | COUNTY OF CLARK DEPARTMENT OF CLAAPT 07/45 FIXED 6.82          | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    750000 | PA      | $882216.23    | 0.11%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 07/26 1.05         | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    832000 | PA      | $718851.16    | 0.09%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC SR UNSECURED 04/31 2.1                        | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    122000 | PA      | $96153.50     | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 04/41 2.9          | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    510000 | PA      | $349380.99    | 0.04%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENABLE MIDSTREAM PARTNERS LP SR UNSECURED 03/27 4.4            | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130139.72    | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENABLE MIDSTREAM PARTNERS LP SR UNSECURED 05/28 4.95           | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $982161.47    | 0.13%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 12/45 6.125          | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    248000 | PA      | $229459.83    | 0.03%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 04/47 5.3                      | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    801000 | PA      | $666422.92    | 0.08%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 02/33 5.75                     | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1099676.64   | 0.14%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enstar Group Limited                                                            | ENSTAR GROUP LTD SR UNSECURED 09/31 3.1                        | CUSIP: 29359UAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    699000 | PA      | $510434.13    | 0.06%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65                   | CUSIP: 29366MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372000 | PA      | $224298.99    | 0.03%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2022 GC48 A5                                | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2022 GC48 A5               | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561000 | PA      | $540417.75    | 0.07%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ MORTGAGE TRUST EQUS 2021 EQAZ A 144A                             | EQUS 2021-EQAZ MORTGAGE TRUST EQUS 2021 EQAZ A 144A            | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786984 | PA      | $757368.05    | 0.10%             | 2038-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio L.P.                                                            | ESSEX PORTFOLIO LP COMPANY GUAR 03/28 1.7                      | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    699000 | PA      | $581866.58    | 0.07%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                 | FEDERAL REALTY INVESTMENT TRUS SR UNSECURED 01/24 3.95         | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    369000 | PA      | $364197.51    | 0.05%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4742 PA                                                  | FREDDIE MAC REMICS FHR 4742 PA                                 | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    894733 | PA      | $811178.93    | 0.10%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4880 DA                                                  | FREDDIE MAC REMICS FHR 4880 DA                                 | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    670066 | PA      | $610464.42    | 0.08%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5091 AB                                                  | FREDDIE MAC REMICS FHR 5091 AB                                 | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1092003 | PA      | $894898.01    | 0.11%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5119 AB                                                  | FREDDIE MAC REMICS FHR 5119 AB                                 | CUSIP: 3137H0RQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    443656 | PA      | $358409.41    | 0.05%             | 2049-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5178 TP                                                  | FREDDIE MAC REMICS FHR 5178 TP                                 | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814408 | PA      | $698073.00    | 0.09%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5217 CD                                                  | FREDDIE MAC REMICS FHR 5217 CD                                 | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    663275 | PA      | $603064.20    | 0.08%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K144 A2                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K144 A2                    | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741000 | PA      | $626028.44    | 0.08%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K145 A2                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K145 A2                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    741000 | PA      | $632549.39    | 0.08%             | 2032-05-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K146 A2                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K146 A2                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1413000 | PA      | $1241807.42   | 0.16%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K147 A2                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS K147 A2                    | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1413000 | PA      | $1249969.19   | 0.16%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS KG07 A2                                     | FREDDIE MAC MULTIFAMILY STRUCT FHMS KG07 A2                    | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    738000 | PA      | $658403.16    | 0.08%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FLOATING VAR                          | CUSIP: 3138EKJ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57488 | PA      | $58724.70     | 0.01%             | 2043-01-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FLOATING VAR                          | CUSIP: 3138ELMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34460 | PA      | $34454.95     | 0.00%             | 2043-03-01      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/43 FLOATING VAR                          | CUSIP: 3138EMFE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248547 | PA      | $247110.74    | 0.03%             | 2043-10-01      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/43 FIXED VAR                             | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521935 | PA      | $517115.37    | 0.07%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/46 FIXED VAR                             | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786657 | PA      | $764538.80    | 0.10%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/45 FIXED VAR                             | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235428 | PA      | $228808.27    | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/45 FIXED VAR                             | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    813292 | PA      | $806241.36    | 0.10%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/46 FLOATING VAR                          | CUSIP: 3138EREY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779666 | PA      | $784055.95    | 0.10%             | 2046-01-01      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/42 FIXED 3                               | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659727 | PA      | $596803.95    | 0.08%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED VAR                             | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503814 | PA      | $414141.17    | 0.05%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/50 FIXED VAR                             | CUSIP: 3140XFWU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1070162 | PA      | $998502.74    | 0.13%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED VAR                             | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2249212 | PA      | $1854504.01   | 0.24%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                             | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4394461 | PA      | $4089631.25   | 0.52%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/48 FIXED VAR                             | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485409 | PA      | $437560.23    | 0.06%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/42 FIXED VAR                             | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761199 | PA      | $669575.12    | 0.09%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/42 FIXED VAR                             | CUSIP: 3140XGVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1235357 | PA      | $1041344.28   | 0.13%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED VAR                             | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8322198 | PA      | $7553852.39   | 0.96%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5313955 | PA      | $4778508.74   | 0.61%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                             | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1747136 | PA      | $1519365.55   | 0.19%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/42 FIXED VAR                             | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699110 | PA      | $591281.53    | 0.08%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 09/46 3.75                       | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     86000 | PA      | $63809.22     | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/31 2.55                       | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    303000 | PA      | $246887.54    | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 06/51 3.5                        | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     86000 | PA      | $59706.18     | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 03/28 4.3                        | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    727000 | PA      | $699536.61    | 0.09%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 04/31 2.55              | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    281000 | PA      | $234562.71    | 0.03%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/32 2.85              | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    514000 | PA      | $434805.04    | 0.06%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 03/52 3.55              | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    374000 | PA      | $279311.21    | 0.04%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/44 FIXED 5                               | CUSIP: 3138XZE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55258 | PA      | $56123.31     | 0.01%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/46 FIXED 4.5                             | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31528 | PA      | $31234.68     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP FNS 414 A35                          | CUSIP: 31395QDZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1129603 | PA      | $1054134.20   | 0.13%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/46 FIXED 3                               | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821844 | PA      | $739032.83    | 0.09%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED 3                               | CUSIP: 3140FMR81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582480 | PA      | $523788.16    | 0.07%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/48 FIXED 4                               | CUSIP: 3140FXK92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2678257 | PA      | $2571146.98   | 0.33%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/43 FIXED 3                               | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896732 | PA      | $825385.59    | 0.11%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/48 FIXED 4.5                             | CUSIP: 3140FXLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    679890 | PA      | $672508.18    | 0.09%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/59 FIXED 4                               | CUSIP: 3140FXNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497214 | PA      | $472978.57    | 0.06%             | 2059-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/60 FIXED 3                               | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4887639 | PA      | $4338636.04   | 0.55%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/55 FIXED 3                               | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383354 | PA      | $341132.35    | 0.04%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/50 FIXED 3                               | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2061086 | PA      | $1843745.19   | 0.23%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 05/25 VAR                          | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1664152.01   | 0.21%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/25 VAR                          | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1676399.47   | 0.21%             | 2025-01-22      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/27 VAR                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $938078.82    | 0.12%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 10/33 VAR                          | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1589519.64   | 0.20%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc.                                                            | NESTLE HOLDINGS INC COMPANY GUAR 144A 10/27 4.125              | CUSIP: 641062BB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    449000 | PA      | $438432.04    | 0.06%             | 2027-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STAR 2021-1 TRUST STAR 2021 1 A1 144A                                           | STAR 2021-1 TRUST STAR 2021 1 A1 144A                          | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273331 | PA      | $246902.85    | 0.03%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A                               | STARVEST EMERGING MARKETS CB 04/60 1                           | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230241 | PA      | $210722.01    | 0.03%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 4 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 4 A1 144A              | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681111 | PA      | $546977.86    | 0.07%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 11/32 5.75                           | REPUBLIC OF POLAND GOVERNMENT SR UNSECURED 11/32 5.75          | CUSIP: 857524AE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    605000 | PA      | $643784.13    | 0.08%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corporation                                        | STEWART INFORMATION SERVICES C SR UNSECURED 11/31 3.6          | CUSIP: 86038AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $287372.70    | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corporation                                                       | STORE CAPITAL CORP SR UNSECURED 03/28 4.5                      | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    714000 | PA      | $643956.04    | 0.08%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corporation                                                       | STORE CAPITAL CORP SR UNSECURED 03/29 4.625                    | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    341000 | PA      | $305487.41    | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corporation                                                       | STORE CAPITAL CORP SR UNSECURED 11/30 2.75                     | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    472000 | PA      | $362253.68    | 0.05%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corporation                                                       | STORE CAPITAL CORP SR UNSECURED 12/31 2.7                      | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $135815.27    | 0.02%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                   | SUN COMMUNITIES OPERATING LP COMPANY GUAR 11/28 2.3            | CUSIP: 866677AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $222270.89    | 0.03%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                   | SUN COMMUNITIES OPERATING LP COMPANY GUAR 04/32 4.2            | CUSIP: 866677AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    534000 | PA      | $470310.63    | 0.06%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T MOBILE USA INC 04/29 3.375                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1296492.70   | 0.17%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                                   | T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A                  | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1152000 | PA      | $1150084.57   | 0.15%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                           | TAKEDA PHARMACEUTICAL CO LTD SR UNSECURED 11/23 4.4            | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    193000 | PA      | $191450.26    | 0.02%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                           | TAKEDA PHARMACEUTICAL CO LTD SR UNSECURED 03/30 2.05           | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    777000 | PA      | $634225.74    | 0.08%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                           | TAKEDA PHARMACEUTICAL CO LTD SR UNSECURED 07/40 3.025          | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    354000 | PA      | $259785.32    | 0.03%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                           | TAKEDA PHARMACEUTICAL CO LTD SR UNSECURED 07/50 3.175          | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    363000 | PA      | $244821.30    | 0.03%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 03/30 5.5           | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $153369.96    | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 02/31 4.875         | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653000 | PA      | $589626.35    | 0.08%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/28 1.75           | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    280000 | PA      | $237132.39    | 0.03%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/41 2.8            | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    446000 | PA      | $328236.69    | 0.04%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/52 3                         | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3866000 | PA      | $3185221.56   | 0.41%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/42 3.375                     | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1986000 | PA      | $1774987.50   | 0.23%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/52 4                         | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2436000 | PA      | $2439425.63   | 0.31%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2022 2 A3                                  | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2022 2 A3                 | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    633000 | PA      | $621121.69    | 0.08%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2022-1                                 | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2022 1 A3                 | CUSIP: 03066TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259000 | PA      | $250688.02    | 0.03%             | 2026-11-18      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 05/65 1                               | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93734 | PA      | $83337.02     | 0.01%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 2 A1A 144A                             | ANGEL OAK MORTGAGE TRUST 01/65 1                               | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129745 | PA      | $117307.97    | 0.01%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 6 A1 144A             | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500699 | PA      | $395801.73    | 0.05%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 03/29 3.875       | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    841000 | PA      | $755038.14    | 0.10%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 03/52 4.75        | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $390224.83    | 0.05%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7                           | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7          | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $741387.61    | 0.09%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9                           | ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9          | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1384521.56   | 0.18%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                                             | ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/38 4.375        | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    824000 | PA      | $736582.21    | 0.09%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                             | ANTARES HOLDINGS LP SR UNSECURED 144A 07/27 3.75               | CUSIP: 03666HAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    866000 | PA      | $700071.79    | 0.09%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 05/50 2.65                              | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    427000 | PA      | $282505.14    | 0.04%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 08/50 2.4                               | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21769.16     | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 02/41 2.375                             | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    226000 | PA      | $159714.26    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                      | APPLE INC SR UNSECURED 02/51 2.65                              | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    191000 | PA      | $125960.16    | 0.02%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A            | CUSIP: 05377RDQ4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    678000 | PA      | $631020.50    | 0.08%             | 2026-03-20      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2020 1A A 144A            | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    494000 | PA      | $457123.10    | 0.06%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2021 2A A 144A            | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1415000 | PA      | $1224382.94   | 0.16%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 3A A 144A            | CUSIP: 05377RFK5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1167000 | PA      | $1139261.93   | 0.15%             | 2027-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 4A A 144A            | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    579000 | PA      | $559144.18    | 0.07%             | 2029-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/29 3.875                     | CUSIP: 91282CFL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     96000 | PA      | $95321.25     | 0.01%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/27 4.125                     | CUSIP: 91282CFM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14820000 | PA      | $14875575.00  | 1.89%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/24 4.375                     | CUSIP: 91282CFQ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1229000 | PA      | $1225495.43   | 0.16%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/29 4                         | CUSIP: 91282CFT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    763000 | PA      | $763238.44    | 0.10%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/27 4.125                     | CUSIP: 91282CFU0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9424000 | PA      | $9458603.80   | 1.20%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/32 4.125                     | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4863000 | PA      | $4962539.53   | 0.63%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/25 1.125                     | CUSIP: 91282CFW6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    877000 | PA      | $882275.70    | 0.11%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/24 4.5                       | CUSIP: 91282CFX4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4880000 | PA      | $4880190.61   | 0.62%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/29 3.875                     | CUSIP: 91282CFY2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1234000 | PA      | $1225709.06   | 0.16%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/27 3.875                     | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  18726000 | PA      | $18623592.19  | 2.37%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 12/25 4                         | CUSIP: 91282CGA3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1140000 | PA      | $1132696.88   | 0.14%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 07/35 4.625                | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    437000 | PA      | $423664.72    | 0.05%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/40 2.75                 | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    212000 | PA      | $153803.09    | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/41 3.05                 | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    146000 | PA      | $109708.44    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/51 3.25                 | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    616000 | PA      | $440771.01    | 0.06%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 05/29 4                    | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    427000 | PA      | $407784.27    | 0.05%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/28 5.25                 | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $475337.34    | 0.06%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/30 5.3                  | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $798592.39    | 0.10%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/33 5.35                 | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    775000 | PA      | $799558.05    | 0.10%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 02/53 5.875                | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    739000 | PA      | $797946.34    | 0.10%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VERIZON MASTER TRUST VZMT 2022 2 A                             | CUSIP: 92348KAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577000 | PA      | $539289.93    | 0.07%             | 2028-07-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/49 FIXED 4                               | CUSIP: 3140QAMZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377672 | PA      | $363660.07    | 0.05%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/50 FIXED 2.5                             | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1166748 | PA      | $1006802.46   | 0.13%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/40 FIXED 2                               | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4057357 | PA      | $3446776.60   | 0.44%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/35 FIXED 2.5                             | CUSIP: 3140QGJT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2133487 | PA      | $1964579.50   | 0.25%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/46 FIXED 2                               | CUSIP: 3140QKKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2650123 | PA      | $2187544.68   | 0.28%             | 2046-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/41 FIXED 2.5                             | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1285549 | PA      | $1127596.57   | 0.14%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/46 FIXED 2.5                             | CUSIP: 3140QKT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286420 | PA      | $244962.60    | 0.03%             | 2046-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/36 FIXED 2.5                             | CUSIP: 3140QKWD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1222926 | PA      | $1124196.75   | 0.14%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED 2.5                             | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1727148 | PA      | $1479315.03   | 0.19%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED 2.5                             | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    827560 | PA      | $708811.13    | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED 2.5                             | CUSIP: 3140QMT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2514961 | PA      | $2154082.16   | 0.27%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED 6.5                             | CUSIP: 3140QQ4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246031 | PA      | $260980.57    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 5.5                             | CUSIP: 3140QQGE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790189 | PA      | $815152.36    | 0.10%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED 6.5                             | CUSIP: 3140QQWU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424446 | PA      | $450235.81    | 0.06%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/49 FIXED VAR                             | CUSIP: 3140X54C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431122 | PA      | $415496.80    | 0.05%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/36 FIXED VAR                             | CUSIP: 3140XBKE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1490515 | PA      | $1371114.76   | 0.17%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/51 FIXED VAR                             | CUSIP: 3140XBXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809396 | PA      | $692747.21    | 0.09%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/41 FIXED VAR                             | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724416 | PA      | $637219.61    | 0.08%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                             | CUSIP: 3140XCQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1254731 | PA      | $1128301.14   | 0.14%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/51 FIXED VAR                             | CUSIP: 3140XCW38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924356 | PA      | $790272.90    | 0.10%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/41 FIXED VAR                             | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1361719 | PA      | $1153818.80   | 0.15%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/38 FIXED VAR                             | CUSIP: 3140XEAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366754 | PA      | $357014.55    | 0.05%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                          | CREDIT SUISSE GROUP AG SR UNSECURED 144A 11/33 VAR             | CUSIP: 225401BB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    774000 | PA      | $792473.20    | 0.10%             | 2033-11-15      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INTERNATIONAL COR SR UNSECURED 03/27 2.9          | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    907000 | PA      | $824967.05    | 0.11%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 COMMERCIAL MORT CSAIL 2021 C20 A3                                | CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2021 C20 A3               | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254000 | PA      | $211452.43    | 0.03%             | 2054-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland Designated Activity Company              | SHIRE ACQUISITIONS INVESTMENTS COMPANY GUAR 09/23 2.875        | CUSIP: 82481LAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    228000 | PA      | $224064.32    | 0.03%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                       | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75      | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1535916.18   | 0.20%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A                               | SMB PRIVATE EDUCATION LOAN TRU 01/53 1                         | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255937 | PA      | $1197050.65   | 0.15%             | 2053-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI 2020 C AFX 144A                             | SOFI PROFESSIONAL LOAN PROGRAM SOFI 2020 C AFX 144A            | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93808 | PA      | $84012.99     | 0.01%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 E A2B 144A                             | SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 E A2B 144A            | CUSIP: 83404KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139882 | PA      | $138905.85    | 0.02%             | 2040-11-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 B AFX 144A                             | SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 B AFX 144A            | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    740082 | PA      | $608595.02    | 0.08%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 A AFX 144A                             | SOFI PROFESSIONAL LOAN PROGRAM SOFI 2021 A AFX 144A            | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323358 | PA      | $256775.37    | 0.03%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                              | SOUTHERN CALIFORNIA EDISON CO 1ST REF MORT 03/48 4.125         | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    311000 | PA      | $248169.85    | 0.03%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 1 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL 02/50 1                          | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55799 | PA      | $53411.72     | 0.01%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A                            | STARVEST EMERGING MARKETS CB 11/55 1                           | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206962 | PA      | $190415.42    | 0.02%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B 11/51 1.875                                    | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2079000 | PA      | $1316754.15   | 0.17%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/51 1.875                     | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    482000 | PA      | $335178.28    | 0.04%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/52 2.875                     | CUSIP: 912810TG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3371000 | PA      | $2701013.75   | 0.34%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 05/37 4.926                     | CUSIP: 11135FBV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $386457.81    | 0.05%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                     | BUNGE LTD FINANCE CORP COMPANY GUAR 08/25 1.63                 | CUSIP: 120568BB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $290491.08    | 0.04%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 12/24 1.35            | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    689000 | PA      | $642217.69    | 0.08%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 12/26 1.75            | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    134000 | PA      | $119412.45    | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 12/31 2.45            | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $91931.35     | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                | CANADIAN PACIFIC RAILWAY CO COMPANY GUAR 12/41 3               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    136000 | PA      | $102530.12    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                         | CAPITAL ONE MULTI-ASSET EXECUT COMET 2021 A2 A2                | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $833729.00    | 0.11%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                         | CAPITAL ONE MULTI-ASSET EXECUT COMET 2022 A2 A                 | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    883000 | PA      | $858719.35    | 0.11%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                         | CAPITAL ONE MULTI-ASSET EXECUT COMET 2022 A3 A                 | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    764000 | PA      | $769830.54    | 0.10%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 03/31 2.5                            | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    259000 | PA      | $202660.54    | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT ENERGY HOUSTON ELE 1ST MORTGAGE 03/52 3.6          | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    305000 | PA      | $234171.98    | 0.03%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                            | CHASE ISSUANCE TRUST CHAIT 2022 A1 A                           | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    277000 | PA      | $270986.11    | 0.03%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5182 M                                                   | FREDDIE MAC REMICS FHR 5182 M                                  | CUSIP: 3137H5CE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515360 | PA      | $453692.26    | 0.06%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5203 G                                                   | FREDDIE MAC REMICS FHR 5203 G                                  | CUSIP: 3137H5YN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328495 | PA      | $286941.76    | 0.04%             | 2048-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 03/49 FIXED 5                                                     | GINNIE MAE II POOL G2 03/49 FIXED 5                            | CUSIP: 3622AAFV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159861 | PA      | $159705.05    | 0.02%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FUNDING LLC COMPANY GUAR 144A 03/29 4.875             | CUSIP: 378272AV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246000 | PA      | $235770.67    | 0.03%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | LUNDIN ENERGY FINANCE BV COMPANY GUAR 144A 07/26 2             | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    743000 | PA      | $656299.92    | 0.08%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | LUNDIN ENERGY FINANCE BV COMPANY GUAR 144A 07/31 3.1           | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    882000 | PA      | $723348.79    | 0.09%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/52 5.141                   | CUSIP: 55903VAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1022841.75   | 0.13%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCDONALD'S CORP SR UNSECURED 04/50 4.2                         | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    668000 | PA      | $555769.21    | 0.07%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCDONALD'S CORP SR UNSECURED 09/52 5.15                        | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    292000 | PA      | $279972.29    | 0.04%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/26 2                         | CUSIP: 912828U24<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4011000 | PA      | $3708451.51   | 0.47%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/24 2.5                       | CUSIP: 912828WJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1772000 | PA      | $1719947.50   | 0.22%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/25 0.25                      | CUSIP: 91282CAJ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6822000 | PA      | $6134470.31   | 0.78%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/28 1.375                     | CUSIP: 91282CDF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6627000 | PA      | $5720188.23   | 0.73%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/28 1.5                       | CUSIP: 91282CDL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    508000 | PA      | $441146.41    | 0.06%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/29 2.75                      | CUSIP: 91282CES6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1153000 | PA      | $1071209.06   | 0.14%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/29 3.25                      | CUSIP: 91282CEV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2436000 | PA      | $2331137.80   | 0.30%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/27 3.25                      | CUSIP: 91282CEW7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1000 | PA      | $966.91       | 0.00%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/24 3                         | CUSIP: 91282CEX5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    499000 | PA      | $487051.29    | 0.06%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/29 2.625                     | CUSIP: 91282CFC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    642000 | PA      | $591166.64    | 0.08%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/29 3.125                     | CUSIP: 91282CFJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2267000 | PA      | $2152144.58   | 0.27%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/50 FIXED 2                               | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3033696 | PA      | $2493736.59   | 0.32%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/41 FIXED 2                               | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874801 | PA      | $740967.49    | 0.09%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/41 FIXED 2                               | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232168 | PA      | $196648.84    | 0.03%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/42 FIXED 2                               | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    860382 | PA      | $726603.79    | 0.09%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/42 FIXED 2                               | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6987056 | PA      | $5889740.61   | 0.75%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/42 FIXED 2                               | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3268681 | PA      | $2755335.66   | 0.35%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 06/43 FIXED 3                                                     | GINNIE MAE G2 06/43 FIXED 3                                    | CUSIP: 3617YM4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    677950 | PA      | $607748.31    | 0.08%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 12/46 FIXED 3                                                     | GINNIE MAE G2 12/46 FIXED 3                                    | CUSIP: 3617YNTB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163599 | PA      | $145993.99    | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 01/47 FIXED 3                                                     | GINNIE MAE G2 01/47 FIXED 3                                    | CUSIP: 3617YNVK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124361 | PA      | $110978.33    | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 10/46 FIXED 3                                                     | GINNIE MAE G2 10/46 FIXED 3                                    | CUSIP: 3617YNWW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    117614 | PA      | $105030.65    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 03/47 FIXED 3                                                     | GINNIE MAE G2 03/47 FIXED 3                                    | CUSIP: 3617YNXE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50923 | PA      | $45475.04     | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 11/47 FIXED 3                                                     | GINNIE MAE G2 11/47 FIXED 3                                    | CUSIP: 3617YNY95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43803 | PA      | $39102.98     | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 03/48 FIXED 3                                                     | GINNIE MAE G2 03/48 FIXED 3                                    | CUSIP: 3617YQYG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66058 | PA      | $58949.61     | 0.01%             | 2048-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 12/46 FIXED 3                                                     | GINNIE MAE G2 12/46 FIXED 3                                    | CUSIP: 3617YXFM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43179 | PA      | $38559.63     | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2015 84 PA                                                | FANNIE MAE REMICS FNR 2015 84 PA                               | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1446375 | PA      | $1307587.81   | 0.17%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/29 5.3          | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $254565.46    | 0.03%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 07/47 FIXED 3                                                     | GINNIE MAE G2 07/47 FIXED 3                                    | CUSIP: 3618A0S96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213514 | PA      | $190537.67    | 0.02%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ14                                         | GS MORTGAGE SECURITIES TRUST 2 GSMS 2013 GC14 A5               | CUSIP: 36198FAE2<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |    412000 | PA      | $407917.74    | 0.05%             | 2046-08-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 12/39 FIXED 5                                                     | GINNIE MAE II POOL G2 12/39 FIXED 5                            | CUSIP: 3620ACVP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28271 | PA      | $28386.53     | 0.00%             | 2039-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/47 FIXED 4.5                                            | GINNIE MAE GN 08/47 FIXED 4.5                                  | CUSIP: 3622A23F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76046 | PA      | $74498.05     | 0.01%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 57 PC                                                | FANNIE MAE REMICS FNR 2016 57 PC                               | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2838918 | PA      | $2357819.70   | 0.30%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 48 MA                                                | FANNIE MAE REMICS FNR 2016 48 MA                               | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1483934 | PA      | $1336119.96   | 0.17%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 14 KC                                                | FANNIE MAE REMICS FNR 2018 14 KC                               | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    955265 | PA      | $889606.58    | 0.11%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 85 FE                                                | FANNIE MAE REMICS FNR 2018 85 FE                               | CUSIP: 3136B3QC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1187334 | PA      | $1159200.44   | 0.15%             | 2048-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2019 25 PA                                                | FANNIE MAE REMICS FNR 2019 25 PA                               | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920518 | PA      | $835300.76    | 0.11%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 48 DA                                                | FANNIE MAE REMICS FNR 2020 48 DA                               | CUSIP: 3136BATZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1351663 | PA      | $1156596.10   | 0.15%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 48 AB                                                | FANNIE MAE REMICS FNR 2020 48 AB                               | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446867 | PA      | $376486.79    | 0.05%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 27 EC                                                | FANNIE MAE REMICS FNR 2021 27 EC                               | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1867255 | PA      | $1526073.87   | 0.19%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 78 ND                                                | FANNIE MAE REMICS FNR 2021 78 ND                               | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1049163 | PA      | $858671.96    | 0.11%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 28 CA                                                | FANNIE MAE REMICS FNR 2022 28 CA                               | CUSIP: 3136BMN38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612286 | PA      | $538433.84    | 0.07%             | 2048-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/62 5.391                   | CUSIP: 55903VAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    694000 | PA      | $506629.54    | 0.06%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Marsh and McLennan Companies Inc.                                               | MARSH and MCLENNAN COS INC SR UNSECURED 11/52 6.25             | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    153000 | PA      | $169667.74    | 0.02%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                          | MCDONALD'S CORP SR UNSECURED 09/49 3.625                       | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    452000 | PA      | $340012.24    | 0.04%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MED TRUST 2021-MDLN MED 2021 MDLN A 144A                                        | MED TRUST 2021-MDLN MED 2021 MDLN A 144A                       | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1273000 | PA      | $1225110.63   | 0.16%             | 2038-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A4                                  | MERCEDES-BENZ AUTO RECEIVABLES MBART 2022 1 A4                 | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    693000 | PA      | $696459.80    | 0.09%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Edison Company                                                     | METROPOLITAN EDISON CO SR UNSECURED 144A 01/29 4.3             | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    486000 | PA      | $456155.74    | 0.06%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments L.P.                                                     | MID-AMERICA APARTMENTS LP SR UNSECURED 10/23 4.3               | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    273000 | PA      | $271386.74    | 0.03%             | 2023-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments L.P.                                                     | MID-AMERICA APARTMENTS LP SR UNSECURED 11/25 4                 | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    328000 | PA      | $318749.21    | 0.04%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments L.P.                                                     | MID-AMERICA APARTMENTS LP SR UNSECURED 03/29 3.95              | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    267000 | PA      | $250603.92    | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Company                                                      | MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7                   | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    358000 | PA      | $229211.42    | 0.03%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                       | MISSISSIPPI POWER CO SR UNSECURED 03/42 4.25                   | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    190000 | PA      | $154125.17    | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                       | MISSISSIPPI POWER CO SR UNSECURED 03/28 3.95                   | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    496000 | PA      | $465123.20    | 0.06%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                       | MISSISSIPPI POWER CO SR UNSECURED 07/51 3.1                    | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    496000 | PA      | $315603.79    | 0.04%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                             | MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 07/32 VAR          | CUSIP: 606822BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    577000 | PA      | $444062.00    | 0.06%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                             | MITSUBISHI UFJ FINANCIAL GROUP SR UNSECURED 07/33 VAR          | CUSIP: 606822CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    387000 | PA      | $369516.23    | 0.05%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 A3                                  | MORGAN STANLEY CAPITAL I TRUST MSC 2020 HR8 A3                 | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557000 | PA      | $442374.41    | 0.06%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 10/25 VAR                          | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    152000 | PA      | $139456.13    | 0.02%             | 2025-10-21      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 12/26 VAR                          | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1238092.78   | 0.16%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/25 0.375                     | CUSIP: 91282CAZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3969000 | PA      | $3550084.43   | 0.45%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/26 0.375                     | CUSIP: 91282CBH3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6726000 | PA      | $5984300.84   | 0.76%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/26 0.75                      | CUSIP: 91282CCF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4928000 | PA      | $4394967.51   | 0.56%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5202 LA                                                  | FREDDIE MAC REMICS FHR 5202 LA                                 | CUSIP: 3137H62P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    737775 | PA      | $636169.09    | 0.08%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 5201 CA                                                  | FREDDIE MAC REMICS FHR 5201 CA                                 | CUSIP: 3137H64V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    759610 | PA      | $675939.95    | 0.09%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                             | CUSIP: 3140XHG76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2734769 | PA      | $2534340.31   | 0.32%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/45 FIXED VAR                             | CUSIP: 3140XHP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710217 | PA      | $644646.70    | 0.08%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/50 FIXED VAR                             | CUSIP: 3140XHQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4041365 | PA      | $3634147.79   | 0.46%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/35 FIXED VAR                             | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4406976 | PA      | $4342049.02   | 0.55%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                             | CUSIP: 3140XJAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1845747 | PA      | $1675339.00   | 0.21%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/49 FIXED VAR                             | CUSIP: 3140XJBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4935808 | PA      | $4580236.52   | 0.58%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/27 FIXED VAR                             | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2325776 | PA      | $2292501.37   | 0.29%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/50 FIXED VAR                             | CUSIP: 3140XJFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1483993 | PA      | $1374304.75   | 0.17%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/42 FIXED VAR                             | CUSIP: 3140XJJV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772046 | PA      | $650796.79    | 0.08%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/41 FIXED VAR                             | CUSIP: 3140XJKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347307 | PA      | $295042.01    | 0.04%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/42 FIXED VAR                             | CUSIP: 3140XJKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418607 | PA      | $353519.37    | 0.05%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 10/50 FIXED 3                                                     | GINNIE MAE G2 10/50 FIXED 3                                    | CUSIP: 3622ABMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1785628 | PA      | $1590682.14   | 0.20%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO SR UNSECURED 10/29 5.4                       | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    729000 | PA      | $695683.04    | 0.09%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                          | GENERAL MOTORS CO SR UNSECURED 10/32 5.6                       | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139349.45    | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC SR UNSECURED 09/36 4                       | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    248000 | PA      | $218601.54    | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 03/51 2.375                    | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    444000 | PA      | $264875.45    | 0.03%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/52 3.625                    | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    276000 | PA      | $213049.65    | 0.03%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2022-2 HAROT 2022 2 A4                                   | HONDA AUTO RECEIVABLES 2022-2 HAROT 2022 2 A4                  | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398000 | PA      | $388133.54    | 0.05%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                    | HONEYWELL INTERNATIONAL INC SR UNSECURED 02/33 5               | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    931000 | PA      | $948261.12    | 0.12%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/24 0.8            | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233071.03    | 0.03%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/26 1.3            | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    587000 | PA      | $513374.56    | 0.07%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 2              | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    276000 | PA      | $224815.44    | 0.03%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2022 A A3                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2022 A A3                  | CUSIP: 448977AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1004000 | PA      | $959238.57    | 0.12%             | 2026-10-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2022 A A4                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2022 A A4                  | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341000 | PA      | $318925.09    | 0.04%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 C A4 144A                             | HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 C A4 144A            | CUSIP: 448978AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    873000 | PA      | $861638.95    | 0.11%             | 2026-08-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2022 C A3                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2022 C A3                  | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    749000 | PA      | $756695.90    | 0.10%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2022 C A4                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2022 C A4                  | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    693000 | PA      | $704749.33    | 0.09%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2021 C A4                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2021 C A4                  | CUSIP: 44935FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549000 | PA      | $496847.96    | 0.06%             | 2027-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1        | IMPACT FUNDING AFFORDABLE MULT IFUND 2010 1 A1 144A            | CUSIP: 45257HAA5<br>LEI: 5493007PF8OVQKUTNC92 | Long             | ABS-MBS          | CORP              | US        |    660283 | PA      | $642861.43    | 0.08%             | 2051-01-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 05/49 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 05/49 FLOATING VAR                | CUSIP: 31288QFY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315368 | PA      | $307280.33    | 0.04%             | 2049-05-01      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 03/49 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 03/49 FLOATING VAR                | CUSIP: 31288QL65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    490725 | PA      | $488539.31    | 0.06%             | 2049-03-01      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 04/48 FLOATING VAR                                 | FED HM LN PC POOL 841383 04/48 1                               | CUSIP: 31288QRC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1109465 | PA      | $1106576.80   | 0.14%             | 2048-04-01      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 09/47 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 09/47 FLOATING VAR                | CUSIP: 31288QRD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545255 | PA      | $547126.57    | 0.07%             | 2047-09-01      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 10/52 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 10/52 FLOATING VAR                | CUSIP: 31288QUY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3417293 | PA      | $3278424.80   | 0.42%             | 2052-10-01      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 264 30                                  | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1028535 | PA      | $932526.36    | 0.12%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 09/42 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 09/42 FLOATING VAR                | CUSIP: 3128LL3U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73424 | PA      | $74426.50     | 0.01%             | 2042-09-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 09/46 FIXED 3                         | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    880496 | PA      | $793624.41    | 0.10%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                       | CUSIP: 3128MJYZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    348699 | PA      | $324971.22    | 0.04%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 06/39 FIXED 4.5                                        | FREDDIE MAC FG 06/39 FIXED 4.5                                 | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41233 | PA      | $40725.28     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/39 FIXED 4.5                                        | FREDDIE MAC FG 07/39 FIXED 4.5                                 | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49541 | PA      | $48930.60     | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 02/43 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 02/43 FLOATING VAR                | CUSIP: 31300L5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126124 | PA      | $126753.14    | 0.02%             | 2043-02-01      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 09/43 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 09/43 FLOATING VAR                | CUSIP: 31300MD91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44092 | PA      | $43780.38     | 0.01%             | 2043-09-01      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 10/43 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 10/43 FLOATING VAR                | CUSIP: 31300ME33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178590 | PA      | $179185.04    | 0.02%             | 2043-10-01      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 10/43 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 10/43 FLOATING VAR                | CUSIP: 31300MEU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105296 | PA      | $104967.95    | 0.01%             | 2043-10-01      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC NON GOLD POOL FH 01/44 FLOATING VAR                                 | FREDDIE MAC NON GOLD POOL FH 01/44 FLOATING VAR                | CUSIP: 31300MG31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192749 | PA      | $190317.47    | 0.02%             | 2044-01-01      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2018 8 KL                                                 | FANNIE MAE REMICS FNR 2018 8 KL                                | CUSIP: 3136B0VP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512534 | PA      | $447926.69    | 0.06%             | 2047-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2020 45 JL                                                | FANNIE MAE REMICS FNR 2020 45 JL                               | CUSIP: 3136BA7B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929761 | PA      | $839610.07    | 0.11%             | 2040-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2021 78 PA                                                | FANNIE MAE REMICS FNR 2021 78 PA                               | CUSIP: 3136BJVQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589976 | PA      | $513108.33    | 0.07%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/47 FIXED 4                               | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98186 | PA      | $95241.49     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/47 FIXED 4                               | CUSIP: 3140GRAV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29746 | PA      | $28537.51     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED 4                               | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114380 | PA      | $110770.79    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED 4                               | CUSIP: 3140H26A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89977 | PA      | $87109.95     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/37 FIXED VAR                             | CUSIP: 3140J7PZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231408 | PA      | $225262.63    | 0.03%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/48 FIXED VAR                             | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398635 | PA      | $385433.64    | 0.05%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                             | CUSIP: 3140J9XG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290982 | PA      | $288823.57    | 0.04%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/43 FIXED VAR                             | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3134584 | PA      | $2813838.15   | 0.36%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FNMA POOL BM6054 06/48 1                                       | CUSIP: 3140JAWQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285581 | PA      | $287105.14    | 0.04%             | 2045-06-01      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FLOATING VAR                          | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2044342 | PA      | $1998277.30   | 0.25%             | 2052-10-01      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FLOATING VAR                          | CUSIP: 3140JBUK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261531 | PA      | $235014.49    | 0.03%             | 2051-12-01      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A           | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1194966 | PA      | $1088291.46   | 0.14%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 BA A2 144A                            | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 BA A2 144A           | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430323 | PA      | $390644.05    | 0.05%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 201 NAVSL 2019 BA A2A 144A                           | NAVIENT STUDENT LOAN TRUST 201 NAVSL 2019 BA A2A 144A          | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    961382 | PA      | $908201.80    | 0.12%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 EA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 EA A 144A            | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114375 | PA      | $102888.03    | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 GA A 144A            | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457788 | PA      | $406030.85    | 0.05%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 IA A1A 144A                           | NAVIENT PRIVATE EDUCATION LOAN NAVSL 2020 IA A1A 144A          | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1337272 | PA      | $1139598.88   | 0.15%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 A A 144A                              | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 A A 144A             | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182908 | PA      | $158143.71    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 EA A 144A            | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1815294 | PA      | $1520706.67   | 0.19%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 FA A 144A            | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    902039 | PA      | $759411.64    | 0.10%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 CA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 CA A 144A            | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070222 | PA      | $909811.33    | 0.12%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 GA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 GA A 144A            | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    642462 | PA      | $544013.41    | 0.07%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 BA A 144A                             | NAVIENT PRIVATE EDUCATION REFI NAVSL 2021 BA A 144A            | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260674 | PA      | $220162.15    | 0.03%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI NAVSL 2022 A A 144A                              | NAVIENT PRIVATE EDUCATION REFI NAVSL 2022 A A 144A             | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2161986 | PA      | $1875964.86   | 0.24%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2021-3                                               | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2021 3A A1A 144A          | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010595 | PA      | $872211.16    | 0.11%             | 2070-08-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2004-3                                                | NELNET STUDENT LOAN TRUST 2004 NSLT 2004 3 A5                  | CUSIP: 64031QBC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    753138 | PA      | $731581.37    | 0.09%             | 2036-10-27      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5                                   | NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5                  | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715521 | PA      | $700306.91    | 0.09%             | 2037-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2005-1                                                | NELNET STUDENT LOAN TRUST 2005 NSLT 2005 1 A5                  | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2259637 | PA      | $2180311.36   | 0.28%             | 2033-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc.                                                            | NESTLE HOLDINGS INC COMPANY GUAR 144A 01/53 4.7                | CUSIP: 641062BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $286849.28    | 0.04%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 11/28 5.875                           | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    531000 | PA      | $538184.43    | 0.07%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 144A 11/29 5.375                      | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    327000 | PA      | $317190.00    | 0.04%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2022-A                                                  | NISSAN AUTO LEASE TRUST 2022-A NALT 2022 A A3                  | CUSIP: 65480LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1157043.89   | 0.15%             | 2025-05-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                          | NSTAR ELECTRIC CO SR UNSECURED 06/51 3.1                       | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    255000 | PA      | $175089.56    | 0.02%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                              | DIAGEO CAPITAL PLC COMPANY GUAR 01/33 5.5                      | CUSIP: 25243YBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    792000 | PA      | $828637.25    | 0.11%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                    | DISCOVERY COMMUNICATIONS LLC COMPANY GUAR 09/55 4              | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    325000 | PA      | $195283.31    | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC SR UNSECURED 11/32 5.375                   | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    912000 | PA      | $903961.18    | 0.12%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2022 11 A                                                 | FANNIE MAE REMICS FNR 2022 11 A                                | CUSIP: 3136BMEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1630048 | PA      | $1470436.75   | 0.19%             | 2047-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/48 FIXED VAR                             | CUSIP: 3140JBWC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250051 | PA      | $232506.52    | 0.03%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/46 FIXED VAR                             | CUSIP: 3140JBZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    891433 | PA      | $828886.39    | 0.11%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/49 FIXED 4                               | CUSIP: 3140JMH62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55778 | PA      | $53412.64     | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/42 FIXED 2                               | CUSIP: 3140KSZM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754794 | PA      | $636253.50    | 0.08%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FLOATING VAR                          | CUSIP: 3140LW2H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469882 | PA      | $464219.08    | 0.06%             | 2052-11-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140LXFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236557 | PA      | $225394.75    | 0.03%             | 2052-08-01      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/42 FIXED 2                               | CUSIP: 3140MFNC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2245553 | PA      | $1892889.56   | 0.24%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED 2                               | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441066 | PA      | $362424.25    | 0.05%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                             | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335042 | PA      | $286913.89    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                             | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539506 | PA      | $459308.67    | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FLOATING VAR                          | CUSIP: 3140MM3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882480 | PA      | $863100.68    | 0.11%             | 2052-08-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/29 2.9                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    551000 | PA      | $440116.76    | 0.06%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE G2 07/48 FIXED 5                                                     | GINNIE MAE G2 07/48 FIXED 5                                    | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239425 | PA      | $240837.88    | 0.03%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER HEALTHCARE CAPITA COMPANY GUAR 03/29 3.375        | CUSIP: 36264FAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $249088.44    | 0.03%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK CONSUMER HEALTHCARE CAPITA COMPANY GUAR 03/32 3.625        | CUSIP: 36264FAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $912993.44    | 0.12%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GSA2 A4                                | GS MORTGAGE SECURITIES TRUST 2 GSMS 2020 GSA2 A4               | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $780560.09    | 0.10%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 4 A3                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 4 A3                 | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    864000 | PA      | $864476.15    | 0.11%             | 2027-08-16      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 4 A4                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 4 A4                 | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    942000 | PA      | $944530.59    | 0.12%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2022 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2022 1 A 144A             | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    786000 | PA      | $800186.12    | 0.10%             | 2035-10-11      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-3                       | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 3 A4                 | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $519139.71    | 0.07%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2022 2 A4                                  | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2022 2 A4                 | CUSIP: 36266FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    689000 | PA      | $672203.28    | 0.09%             | 2026-05-20      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 09/27 1.75      | CUSIP: 36321PAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    612240 | PA      | $566386.89    | 0.07%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/36 2.625     | CUSIP: 36321PAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    459000 | PA      | $369405.05    | 0.05%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 03/34 2.16      | CUSIP: 36321PAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    678700 | PA      | $576632.38    | 0.07%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Limited                                            | GALAXY PIPELINE ASSETS BIDCO L SR SECURED 144A 09/40 2.94      | CUSIP: 36321PAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    261930 | PA      | $210302.64    | 0.03%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 01/32 3.1          | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    299000 | PA      | $234278.98    | 0.03%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC SR UNSECURED 10/40 2.6                     | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    481000 | PA      | $335589.46    | 0.04%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                            | GILEAD SCIENCES INC SR UNSECURED 10/50 2.8                     | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    449000 | PA      | $287061.36    | 0.04%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASIN GMALT 2022 3 A4                                  | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2022 3 A4                 | CUSIP: 380130AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    874000 | PA      | $856321.51    | 0.11%             | 2026-08-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 09/24 VAR             | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1338192.66   | 0.17%             | 2024-09-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 11/52 6.9                             | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    619000 | PA      | $662221.40    | 0.08%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** John Hancock Variable Insurance Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer